Altering the terms of executive stock options M Brenner, RK Sundaram, D Yermack Journal of financial economics 57 (1), 103-128, 2000 | 378 | 2000 |
A simple formula to compute the implied standard deviation M Brenner, MG Subrahmanyan Financial Analysts Journal 44 (5), 80-83, 1988 | 262 | 1988 |
New financial instruments for hedge changes in volatility M Brenner, D Galai Financial Analysts Journal 45 (4), 61-65, 1989 | 241 | 1989 |
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 | 224 | 2009 |
Informed options trading prior to takeover announcements: Insider trading? P Augustin, M Brenner, MG Subrahmanyam Management Science 65 (12), 5697-5720, 2019 | 209 | 2019 |
Asset pricing and ambiguity: Empirical evidence M Brenner, Y Izhakian Journal of Financial Economics 130 (3), 503-531, 2018 | 206 | 2018 |
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 | 195 | 1979 |
The price of options illiquidity M Brenner, R Eldor, S Hauser The Journal of Finance 56 (2), 789-805, 2001 | 171 | 2001 |
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 | 166 | 1989 |
The new market for volatility trading JE Zhang, J Shu, M Brenner Journal of Futures Markets 30 (9), 809-833, 2010 | 134 | 2010 |
Information effects and stock market response to signs of firm deterioration EI Altman, M Brenner Journal of Financial and Quantitative Analysis 16 (1), 35-51, 1981 | 129 | 1981 |
A simple model of non-stationarity of systematic risk M Brenner, S Smidt The Journal of Finance 32 (4), 1081-1092, 1977 | 119 | 1977 |
Options on the Spot and Options on Futures M Brenner, G Courtadon, M Subrahmanyam The Journal of Finance 40 (5), 1303-1317, 1985 | 112 | 1985 |
Hedging volatility risk M Brenner, EY Ou, JE Zhang Journal of Banking & Finance 30 (3), 811-821, 2006 | 110 | 2006 |
Sovereign debt auctions: Uniform or discriminatory? M Brenner, D Galai, O Sade Journal of Monetary Economics 56 (2), 267-274, 2009 | 109 | 2009 |
Arbitrage opportunities in the Japanese stock and futures markets M Brenner, MG Subrahmanyam, J Uno Financial Analysts Journal 46 (2), 14-24, 1990 | 93 | 1990 |
Implied interest rates M Brenner, D Galai Journal of Business, 493-507, 1986 | 84 | 1986 |
The effect of model misspecification on tests of the efficient market hypothesis M Brenner The Journal of Finance 32 (1), 57-66, 1977 | 84 | 1977 |
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 | 81 | 1994 |
Hedging volatility in foreign currencies M Brenner, D Galai The Journal of Derivatives 1 (1), 53-59, 1993 | 76 | 1993 |