Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
Michael J. Brennan;Michael J. Brennan;Avanidhar Subrahmanyam.
Journal of Financial Economics (1996)
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1
Michael J. Brennan;Michael J. Brennan;Tarun Chordia;Avanidhar Subrahmanyam.
Journal of Financial Economics (1998)
Underpricing, ownership and control in initial public offerings of equity securities in the UK
M.J. Brennan;J. Franks.
Journal of Financial Economics (1997)
Strategic asset allocation
Michael J. Brennan;Michael J. Brennan;Eduardo S. Schwartz;Ronald Lagnado.
Journal of Economic Dynamics and Control (1997)
Stock Prices and the Supply of Information
Michael J. Brennan;Patricia J. Hughes.
Journal of Finance (1991)
Investment Analysis and the Adjustment of Stock Prices to Common Information
Michael J. Brennan;Narasimhan Jegadeesh;Bhaskaran Swaminathan.
Review of Financial Studies (1993)
Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure
Michael J Brennan;Edwardo S Schwartz.
The Journal of Business (1978)
Market Microstructure and Asset Pricing: On the Compensation for Market Illiquidity in Stock Returns
Michael J. Brennan;Avanidhar Subrahmanyam;Avanidhar Subrahmanyam.
Social Science Research Network (1999)
The Role of Learning in Dynamic Portfolio Decisions
Review of Finance (1998)
Dynamic Asset Allocation under Inflation
Michael J. Brennan;Yihong Xia.
Journal of Finance (2002)
If you think any of the details on this page are incorrect, let us know.
We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below: