search query: @author Brennan, M. J. / total: 26
references: 8-17 / 26
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8.
Arbitrage in stock index futures.
Journal of Business
1990 : JAN, VOL. 63:1, p. S7-S31
 1990 Brennan, M. J.
Schwartz, E. S.
9.
Portfolio insurance and financial market equilibrium.
Journal of Business
1989 : OCT, VOL. 62:4, p. 455-472
 1989 Brennan, M. J.
Schwartz, E. S.
10.
Stock splits, stock prices, and transaction costs.
Journal of Financial Economics
1988 : OCT, VOL. 22:1, p. 83-101
 1988 Brennan, M. J.
Copeland, T. E.
11.
Time-invariant portfolio insurance strategies.
Journal of Finance
1988 : JUN, VOL. 43:2, p. 283-299
 1988 Brennan, M. J.
Schwartz, E. S.
12.
A theory of price limits in futures markets.
Journal of Financial Economics
1986 : JUN, VOL. 16:2, p. 213-233
 1986 Brennan, M. J.
13.
Evaluating natural resource investments.
Journal of Business
1985 : APR, VOL. 58:2, p. 135-157
 1985 Brennan, M. J.
Schwartz, E. S.
14.
On the geometric mean index : a note.
Journal of Financial and Quantitative Analysis
1985 : MAR, VOL. 20:1, p. 119-122
 1985 Brennan, M. J.
Schwartz, E. S.
15.
Optimal financial policy and firm valuation.
Journal of Finance
1984 : JUL, VOL. 39:3, p. 593-609
 1984 Brennan, M. J.
Schwartz, E. S.
16.
Bond pricing and market efficiency.
Financial Analysts' Journal
1982 : SEP-OCT, VOL. 38:5, p. 49-56
 1982 Brennan, M. J.
Schwartz, E. S.
17.
An equilibrium model of bond pricing and a test of market efficiency.
Journal of Financial and Quantitative Analysis
1982 : SEP, VOL. 17:3, p. 301-329
 1982 Brennan, M. J.
Schwartz, E. S.
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