Trading activity and expected stock returns-Reference-Cited by-同舟云学术

Trading activity and expected stock returns

Published:2001-01 Issue:1 Volume:59 Page:3-32
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Chordia Tarun,Subrahmanyam Avanidhar,Anshuman V.Ravi

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference26 articles.

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4. Brennan, M., Chordia, T., Subrahmanyam, A., 1996. Cross-sectional determinants of expected returns. In: Lehmann, M. (Ed.), On Finance: In Honor of Fischer Black. Oxford University Press, forthcoming.

5. Alternative factor specifications, security characteristics, and the cross-section of expected stock returns;Brennan;Journal of Financial Economics,1998

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