Cross-sectional Determinants of Expected Returns

Michael Brennan, T. Chordia, A. Subrahmanyam

Research output: Chapter in Book/Conference proceeding › Chapter

Cite this

@inbook{2c56537d949846dfbf309708c27a870b,

title = "Cross-sectional Determinants of Expected Returns",

author = "Michael Brennan and T. Chordia and A. Subrahmanyam",

year = "1996",

language = "English",

isbn = "9780195168365",

editor = "Lehmann, {Bruce N. }",

booktitle = "The legacy of Fischer Black",

publisher = "Oxford University Press",

address = "United Kingdom",

}