Menachem Brenner
Menachem Brenner
Professor of Finance, Stern School of Business, NYU
Verified email at stern.nyu.edu - Homepage
Title
Cited by
Cited by
Year
The market and the forum: three varieties of political theory
J Elster
Deliberative democracy: Essays on reason and politics 3, 18, 1997
4211*1997
Altering the terms of executive stock options
M Brenner, RK Sundaram, D Yermack
Journal of financial economics 57 (1), 103-128, 2000
3432000
A simple formula to compute the implied standard deviation
M Brenner, MG Subrahmanyan
Financial Analysts Journal 44 (5), 80-83, 1988
2131988
New financial instruments for hedge changes in volatility
M Brenner, D Galai
Financial Analysts Journal 45 (4), 61-65, 1989
1891989
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
1852009
The price of options illiquidity
M Brenner, R Eldor, S Hauser
The Journal of Finance 56 (2), 789-805, 2001
1542001
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
1531989
The sensitivity of the efficient market hypothesis to alternative specifications of the market model
M Brenner
The Journal of Finance 34 (4), 915-929, 1979
1271979
Information effects and stock market response to signs of firm deterioration
EI Altman, M Brenner
Journal of Financial and Quantitative Analysis, 35-51, 1981
1121981
Hedging volatility risk
M Brenner, EY Ou, JE Zhang
Journal of Banking & Finance 30 (3), 811-821, 2006
1052006
A simple model of non-stationarity of systematic risk
M Brenner, S Smidt
The Journal of Finance 32 (4), 1081-1092, 1977
1041977
The new market for volatility trading
JE Zhang, J Shu, M Brenner
Journal of Futures Markets 30 (9), 809-833, 2010
1002010
Options on the Spot and Options on Futures
M Brenner, G Courtadon, M Subrahmanyam
The Journal of Finance 40 (5), 1303-1317, 1985
911985
Informed options trading prior to M&A announcements: Insider trading?
P Augustin, M Brenner, MG Subrahmanyam
Available at SSRN 2441606, 2015
882015
Asset pricing and ambiguity: Empirical evidence
M Brenner, Y Izhakian
Journal of Financial Economics 130 (3), 503-531, 2018
862018
Arbitrage opportunities in the Japanese stock and futures markets
M Brenner, MG Subrahmanyam, J Uno
Financial Analysts Journal 46 (2), 14-24, 1990
831990
Sovereign debt auctions: Uniform or discriminatory?
M Brenner, D Galai, O Sade
Journal of Monetary Economics 56 (2), 267-274, 2009
812009
A simple approach to option valuation and hedging in the Black-Scholes model
M Brenner, MG Subrahmanyam
Financial Analysts Journal 50 (2), 25-28, 1994
711994
Implied interest rates
M Brenner, D Galai
Journal of Business, 493-507, 1986
671986
The effect of model misspecification on tests of the efficient market hypothesis
M Brenner
The Journal of Finance 32 (1), 57-66, 1977
661977
The system can't perform the operation now. Try again later.
Articles 1–20