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Xia, Yihong Subrahmanyam, Avanidhar Huh, Sahn-Wook Schwartz, Eduardo S. Chordia, Tarun Wang, Ashley W. Kraft, Holger Franks, Julian R. Hein, Julia Poon, Ser-Huang Cao, H. Henry Torous, Walter N. Solnik, Bruno Zhang, Yuzhao Taylor, Alex P. Li, Feifei Copeland, Thomas E. Kraus, Alan Wang, Ashley Maksimovic, Vojislav Zechner, Josef Thakor, Anjan V. Hughes, Patricia J. Lagnado, Ronald Strong, Norman Aranda, Carmen Huang, Ming Barberis, Nicholas Xu, Xinzhong Tong, Qing Subrahmanyan, Avanidhar Cheng, Xiaolong Huh, Sahn-wook Carroll, Thomas M. All co-authors pricing asset model returns stock equity debt portfolio capm investment capital financing return earnings bond market informed trading optimal börsenkurs horizon corporate using kapitaleinkommen investor evidence estimated ratings expected premium rates securities analysis real investors portfolios simple rate international markets price new information cash shown variation stochastic allocation foreign exchange flows assets paper managers apparent risikoprämie rating valuation intertemporal dynamic estimation fama french empirical finance making average size security prices term based different rely negative gains credit
Composed share price capital income portfolio management portfolio selection informed trading capital asset pricing model asymmetric information risk premium asymmetrische information intertemporal capital asset allocation stock returns leaning wind corporate finance stock prices pricing kernel making numbers credit ratings debt financing return premium bond stock stock mix empirical corporate investment opportunity opportunity set capital structure dynamic asset allocation inflation assessing asset pricing anomalies foreign exchange exchange risk simple model model intertemporal french factor factor model finance vol average trade trade size cash flow corporate financing financing decisions managers rely earnings prospects prospects poor rely heavily heavily debt private information amihud measure real rate optimal portfolio pricing kernels state variables apparent inconsistency expectation formation announcement effect financial crisis betriebliche finanzwirtschaft managerial finance initial public offering ownership structure stock market pricing stochastic wind debt financing face face adversity equity capital asset growth tranching rating risk valuation valuation intertemporal inflation assessing capital markets stochastic rates rates bond underpricing ownership control initial rely debt possible explanations
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Michael J. Brennan Prof. Alternative spellings: Michael Brennan M. J. Brennan B: 1942
Profession Economist
Affiliations University of British Columbia. Faculty of Commerce and Business Administration London Business School University of Manchester John E. Anderson Graduate School of Management
Q6828821
Publishing years Series The international library of critical writings in financial economics (5) Working papers / Rodney L. White Center for Financial Research (4) SAFE working paper (3) Working papers series / Manchester Business School (1) Research paper / International Center for Financial Asset Management and Engineering (1) Discussion paper series / School of Economics and Finance, the University of Hong Kong (1) Financial economists of the twentieth century (1) Discussion paper / Centre for Economic Policy Research (1) Les cahiers de recherche / Centre HEC-ISA (1) Working paper / University of British Columbia (1) 
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