Marti Subrahmanyam
Marti Subrahmanyam
New York University Stern and NYU Shanghai
Verified email at - Homepage
Cited by
Cited by
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
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
Market imperfections, capital market equilibrium and corporation finance
RC Stapleton, MG Subrahmanyam
The Journal of Finance 32 (2), 307-319, 1977
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
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
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
Credit default swaps–A survey
P Augustin, MG Subrahmanyam, DY Tang, SQ Wang
Foundations and TrendsŪ in Finance 9 (1-2), 1-196, 2014
A simple formula to compute the implied standard deviation
M Brenner, MG Subrahmanyan
Financial Analysts Journal 44 (5), 80-83, 1988
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
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
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
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
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
Systematic Risk and the Theory of the Firm
MG Subrahmanyam, SB Thomadakis
The Quarterly Journal of Economics 94 (3), 437-451, 1980
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
The valuation of multivariate contingent claims in discrete time models
RC Stapleton, MG Subrahmanyam
The Journal of Finance 39 (1), 207-228, 1984
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
A multiperiod equilibrium asset pricing model
RC Stapleton, MG Subrahmanyam
Econometrica: Journal of the Econometric Society, 1077-1096, 1978
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?
L Pelizzon, MG Subrahmanyam, D Tomio, J Uno
Journal of Financial Economics 122 (1), 86-115, 2016
A tale of two prices: Liquidity and asset prices in multiple markets
JSP Chan, D Hong, MG Subrahmanyam
Journal of Banking & Finance 32 (6), 947-960, 2008
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