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Marti Subrahmanyam
Marti Subrahmanyam
New York University Stern and NYU Shanghai
Verified email at stern.nyu.edu - Homepage
Title
Cited by
Cited by
Year
Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises
N Friewald, R Jankowitsch, MG Subrahmanyam
Journal of financial economics 105 (1), 18-36, 2012
4692012
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
4351996
Market imperfections, capital market equilibrium and corporation finance
RC Stapleton, MG Subrahmanyam
The Journal of Finance 32 (2), 307-319, 1977
4161977
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
3982011
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
3332014
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
2752008
Credit default swaps: A survey
P Augustin, MG Subrahmanyam, DY Tang, SQ Wang
Foundations and TrendsŪ in Finance 9 (1–2), 1-196, 2014
2452014
A simple formula to compute the implied standard deviation
M Brenner, MG Subrahmanyan
Financial Analysts Journal 44 (5), 80-83, 1988
2391988
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
2232011
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
2122011
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 44 (6), 1265-1289, 2009
2032009
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
1792014
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
1761998
Informed options trading prior to takeover announcements: Insider trading?
P Augustin, M Brenner, MG Subrahmanyam
Management Science 65 (12), 5697-5720, 2019
1702019
Systematic Risk and the Theory of the Firm
MG Subrahmanyam, SB Thomadakis
The Quarterly Journal of Economics 94 (3), 437-451, 1980
1691980
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
1521989
The valuation of multivariate contingent claims in discrete time models
RC Stapleton, MG Subrahmanyam
The Journal of Finance 39 (1), 207-228, 1984
1501984
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
149*2010
A multiperiod equilibrium asset pricing model
RC Stapleton, MG Subrahmanyam
Econometrica: Journal of the Econometric Society, 1077-1096, 1978
1431978
The COVID-19 shock and equity shortfall: Firm-level evidence from Italy
E Carletti, T Oliviero, M Pagano, L Pelizzon, MG Subrahmanyam
The Review of Corporate Finance Studies 9 (3), 534-568, 2020
1292020
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