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Disambiguation of "Brennan, Michael J."

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The dynamics of international equity market expectations

, , , and . Journal of Financial Economics, 77 (2): 257--288 (August 2005)

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Michael Brennan

Helga-Isolde Brennan

Michael J Thate

Michael J Grabher

Michael J Munkert

 

Other publications of authors with the same name

Preface to econometrics. South-Western Publ., Cincinnati/Ohio u.a., 3. ed edition, (1973)Decentralized control for multichannel active vibration isolation., , and . IEEE Trans. Contr. Sys. Techn., 9 (1): 93-100 (2001)A theory of price limits in futures markets. Journal of Financial Economics, 16 (2): 213--233 (June 1986)Stock price volatility and equity premium, and . Journal of Monetary Economics, 47 (2): 249--283 (April 2001)Alternative factor specifications, security characteristics, and the cross-section of expected stock returns, , and . Journal of Financial Economics, 49 (3): 345--373 (Sep 1, 1998)Stock splits, stock prices, and transaction costs, and . Journal of Financial Economics, 22 (1): 83--101 (October 1988)Investment analysis and price formation in securities markets, and . Journal of Financial Economics, 38 (3): 361--381 (July 1995)A continuous time approach to the pricing of bonds, and . Journal of Banking & Finance, 3 (2): 133--155 (July 1979)The pricing of equity-linked life insurance policies with an asset value guarantee, and . Journal of Financial Economics, 3 (3): 195--213 (June 1976)Arbitrage in Stock Index Futures, and . Journal of Business, (1990)