Marti Subrahmanyam
Marti Subrahmanyam
Bestätigte E-Mail-Adresse bei stern.nyu.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises
N Friewald, R Jankowitsch, MG Subrahmanyam
Managing and Measuring Risk: Emerging Global Standards and Regulations After …, 2013
3942013
Market imperfections, capital market equilibrium and corporation finance
RC Stapleton, MG Subrahmanyam
The Journal of Finance 32 (2), 307-319, 1977
3931977
Pricing and hedging American options: a recursive integration method
J Huang, MG Subrahmanyam, GG Yu
The Review of Financial Studies 9 (1), 277-300, 1996
3841996
The structure and formation of business groups: Evidence from Korean chaebols
H Almeida, SY Park, MG Subrahmanyam, D Wolfenzon
Journal of Financial Economics 99 (2), 447-475, 2011
3152011
Does the tail wag the dog?: The effect of credit default swaps on credit risk
MG Subrahmanyam, DY Tang, SQ Wang
The Review of Financial Studies 27 (10), 2927-2960, 2014
2592014
Latent liquidity: A new measure of liquidity, with an application to corporate bonds
S Mahanti, A Nashikkar, M Subrahmanyam, G Chacko, G Mallik
Journal of Financial Economics 88 (2), 272-298, 2008
2402008
A simple formula to compute the implied standard deviation
M Brenner, MG Subrahmanyan
Financial Analysts Journal 44 (5), 80-83, 1988
2091988
Credit default swaps–A survey
P Augustin, MG Subrahmanyam, DY Tang, SQ Wang
Foundations and Trends® in Finance 9 (1-2), 1-196, 2014
1972014
Liquidity and arbitrage in the market for credit risk
A Nashikkar, MG Subrahmanyam, S Mahanti
Journal of Financial and Quantitative Analysis 46 (3), 627-656, 2011
184*2011
On the volatility and comovement of US financial markets around macroeconomic news announcements
M Brenner, P Pasquariello, M Subrahmanyam
Journal of Financial and Quantitative Analysis, 1265-1289, 2009
1802009
Price dispersion in OTC markets: A new measure of liquidity
R Jankowitsch, A Nashikkar, MG Subrahmanyam
Journal of Banking & Finance 35 (2), 343-357, 2011
1762011
Who buys and who sells options: The role of options in an economy with background risk
G Franke, RC Stapleton, MG Subrahmanyam
journal of economic theory 82 (1), 89-109, 1998
1721998
The behavior of prices in the Nikkei spot and futures market
M Brenner, MG Subrahmanyam, J Uno
Journal of Financial Economics 23 (2), 363-383, 1989
1561989
Systematic Risk and the Theory of the Firm
MG Subrahmanyam, SB Thomadakis
The Quarterly Journal of Economics 94 (3), 437-451, 1980
1561980
The determinants of recovery rates in the US corporate bond market
R Jankowitsch, F Nagler, MG Subrahmanyam
Journal of Financial Economics 114 (1), 155-177, 2014
1422014
The valuation of multivariate contingent claims in discrete time models
RC Stapleton, MG Subrahmanyam
The Journal of Finance 39 (1), 207-228, 1984
1391984
A multiperiod equilibrium asset pricing model
RC Stapleton, MG Subrahmanyam
Econometrica: Journal of the Econometric Society, 1077-1096, 1978
1391978
Group affiliation and the performance of IPOs in the Indian stock market
VB Marisetty, MG Subrahmanyam
Journal of Financial Markets 13 (1), 196-223, 2010
128*2010
A simple algorithm for optimal portfolio selection with fixed transaction costs
NR Patel, MG Subrahmanyam
Management Science 28 (3), 303-314, 1982
1131982
The optimality of a competitive stock market
RC Merton, MG Subrahmanyam
The Bell Journal of Economics and Management Science, 145-170, 1974
1091974
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