Michael Brennan : Citation Profile


Are you Michael Brennan?

University of California-Los Angeles (UCLA)

33

H index

44

i10 index

4433

Citations

RESEARCH PRODUCTION:

56

Articles

18

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   42 years (1971 - 2013). See details.
   Cites by year: 105
   Journals where Michael Brennan has often published
   Relations with other researchers
   Recent citing documents: 440.    Total self citations: 13 (0.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr614
   Updated: 2019-10-06    RAS profile: 2015-10-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Brennan.

Is cited by:

Guidolin, Massimo (40)

Subrahmanyam, Avanidhar (32)

Miao, Jianjun (26)

Lo, Andrew (20)

Rey, Helene (20)

Warnock, Francis (19)

Wang, Neng (19)

Prigent, Jean-Luc (17)

Pindyck, Robert (16)

Campbell, John (15)

Basak, Suleyman (15)

Cites to:

Fama, Eugene (23)

French, Kenneth (21)

Stambaugh, Robert (16)

Campbell, John (13)

Subrahmanyam, Avanidhar (11)

Shanken, Jay (10)

Mehra, Rajnish (9)

Bekaert, Geert (9)

Lo, Andrew (8)

Hodrick, Robert (7)

Cochrane, John (7)

Main data


Where Michael Brennan has published?


Journals with more than one article published# docs
Journal of Finance19
Journal of Financial and Quantitative Analysis11
Journal of Financial Economics10
The Journal of Business6
Review of Financial Studies3
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA15

Recent works citing Michael Brennan (2018 and 2017)


YearTitle of citing document
2017Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. (2017). Nielsen, Morten ; Xu, KE ; Narayan, Paresh Kumar ; Dolatabadi, Sepideh. In: CREATES Research Papers. RePEc:aah:create:2018-35.

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2017Modeling the Premium and Contract Properties of Family Takaful (Islamic Life Insurance) نمذجة قسط وخصائص عقد التكافل الأسري (التأمين الإسلامي على الح. (2017). Sanusi, Nur Azura ; Kusairi, Suhal ; Saputra, Jumadil. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:2:no:12:p:135-157.

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2017Modeling the Premium and Contract Properties of Family Takaful (Islamic Life Insurance) نمذجة قسط وخصائص عقد التكافل الأسري (التأمين الإسلامي على الح. (2017). Sanusi, Nur Azura ; Kusairi, Suhal ; Saputra, Jumadil. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:2:p:135-157.

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2017Operational and Financial Hedging: Evidence from Export and Import Behavior. (2017). Kuznetsova, Olga ; Kuzmina, Olga. In: Working Papers. RePEc:abo:neswpt:w0242.

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2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

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2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2017A hybrid approach for the implementation of the Heston model. (2017). Zanette, Antonino ; Briani, Maya ; Caramellino, Lucia . In: Papers. RePEc:arx:papers:1307.7178.

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2019Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2017Perfect hedging under endogenous permanent market impacts. (2017). Fukasawa, Masaaki ; Stadje, Mitja. In: Papers. RePEc:arx:papers:1702.01385.

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2018Mean field and n-agent games for optimal investment under relative performance criteria. (2018). Lacker, Daniel ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:1703.07685.

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2017An empirical behavioural order-driven model with price limit rules. (2017). Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yong-Jie ; Xu, Hai-Chuan ; Xiong, Xiong. In: Papers. RePEc:arx:papers:1704.04354.

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2017Implied Stopping Rules for American Basket Options from Markovian Projection. (2017). Bayer, Christian ; Tempone, Ra'ul ; Happola, Juho . In: Papers. RePEc:arx:papers:1705.00558.

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2018Mean Reversion Trading with Sequential Deadlines and Transaction Costs. (2018). Leung, Tim ; Kitapbayev, Yerkin . In: Papers. RePEc:arx:papers:1707.03498.

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2018Equilibrium Returns with Transaction Costs. (2018). Bouchard, Bruno ; Muhle-Karbe, Johannes ; Herdegen, Martin ; Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:1707.08464.

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2017The Size Premium in Equity Markets: Where is the Risk?. (2017). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Lemp, Yves ; Simon, Guillaume ; Emmanuel, . In: Papers. RePEc:arx:papers:1708.00644.

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2017Pricing compound and extendible options under mixed fractional Brownian motion with jumps. (2017). Shokrollahi, Foad. In: Papers. RePEc:arx:papers:1708.04829.

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2017Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity. (2017). Platen, Eckhard ; Fergusson, Kevin. In: Papers. RePEc:arx:papers:1711.02808.

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2018Optimal Timing to Trade Along a Randomized Brownian Bridge. (2018). Leung, Tim ; Li, Xin. In: Papers. RePEc:arx:papers:1801.00372.

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2019Dynkin games with Poisson random intervention times. (2018). Liang, Gechun ; Sun, Haodong. In: Papers. RePEc:arx:papers:1803.00329.

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2019A Term Structure Model for Dividends and Interest Rates. (2018). Filipovi, Damir ; Willems, Sander. In: Papers. RePEc:arx:papers:1803.02249.

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2018Technical Uncertainty in Real Options with Learning. (2018). Al-Aradi, Ali ; Jaimungal, Sebastian ; Cartea, Alvaro. In: Papers. RePEc:arx:papers:1803.05831.

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2019Indifference pricing of pure endowments via BSDEs under partial information. (2019). Ceci, Claudia ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:1804.00223.

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2018A new approach for American option pricing: The Dynamic Chebyshev method. (2018). Glau, Kathrin ; Potz, Christian ; Mahlstedt, Mirco. In: Papers. RePEc:arx:papers:1806.05579.

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2019Optimal Dynamic Basis Trading. (2018). Leung, Tim ; Angoshtari, Bahman. In: Papers. RePEc:arx:papers:1809.05961.

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2019An Efficient Approach for Removing Look-ahead Bias in the Least Square Monte Carlo Algorithm: Leave-One-Out. (2018). Choi, Jaehyuk ; Woo, Jeechul ; Liu, Chenru. In: Papers. RePEc:arx:papers:1810.02071.

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2019Options on CPPI with guaranteed minimum equity exposure. (2019). Oliva, I ; di Persio, L. In: Papers. RePEc:arx:papers:1902.06505.

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2019Robust Nearly-Efficient Estimation of Large Panels with Factor Structures. (2019). Zaffaroni, Paolo ; Avarucci, Marco . In: Papers. RePEc:arx:papers:1902.11181.

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2019The Leland-Toft optimal capital structure model under Poisson observations. (2019). Yamazaki, Kazutoshi ; SURYA, BUDHI ARTA ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1904.03356.

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2019Option Pricing via Multi-path Autoregressive Monte Carlo Approach. (2019). Chung, Wei-Ho ; Chen, Wei-Cheng. In: Papers. RePEc:arx:papers:1906.06483.

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2019Brownian bridge with random length and pinning point for modelling of financial information. (2019). Louriki, Mohammed. In: Papers. RePEc:arx:papers:1907.08047.

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2017Structural Changes in Corporate Bond Underpricing. (2017). Nagler, Florian ; Ottonello, Giorgio. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1748.

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2017Assessing the risks of asset overvaluation: models and challenges. (2017). Taboga, Marco ; Cecchetti, Sara . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1114_17.

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2018A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles. (2018). de Angelis, Tiziano ; Hamadne, Sad ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:591.

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2017The market premium for the option to close: evidence from Australian gold mining firms. (2017). Kelly, Simone. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:511-531.

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2018Does the accruals quality premium arise from information risk?. (2018). Zhang, Lijuan ; Wilson, Mark. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:599-632.

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2018Documenting the functional form of dynamic risk‐taking behaviour in a real options context using sporting contests. (2018). Easton, Stephen ; Stern, Steven ; Pinder, Sean . In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:159-178.

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2018Speculative Behavior in Vacant Land Development: Evidence for Real Options in Malaysia. (2018). Razak, Muhammad Zaim ; Mohamad, Azhar ; Khalid, Haniza. In: The Developing Economies. RePEc:bla:deveco:v:56:y:2018:i:4:p:245-266.

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2018Nothing to hide: Commitment to, compliance with, and impact of the special data dissemination standard. (2018). Cooray, Arusha ; Brazys, Samuel ; Vadlamannati, Krishna Chaitanya. In: Economics and Politics. RePEc:bla:ecopol:v:30:y:2018:i:1:p:55-77.

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2017Dynamic Asset Allocation with Liabilities. (2017). Giamouridis, Daniel ; Tessaromatis, Nikolaos ; Sakkas, Athanasios. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:2:p:254-291.

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2017Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach. (2017). Perrakis, Stylianos ; Zhong, Rui. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:873-901.

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2018Non†myopic portfolio choice with unpredictable returns: The jump†to†default case. (2018). Battauz, Anna ; Sbuelz, Alessandro. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:192-208.

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2018Growth options and firm valuation. (2018). Kraft, Holger ; Weiss, Farina ; Schwartz, Eduardo . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:209-238.

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2018Income uncertainty and the decision to invest in bulk shipping. (2018). Kyriakou, Ioannis ; Nomikos, Nikos K ; Papapostolou, Nikos C ; Pouliasis, Panos K. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:387-417.

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2018Investor heterogeneity and trading. (2018). Knyazeva, Anzhela ; Kostovetsky, Leonard. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:680-718.

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2019Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil. (2019). Loncan, Tiago ; Hillier, David. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:181-206.

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2018The Propensity to Split and CEO Compensation. (2018). Devos, Erik ; Warr, Richard S ; Elliott, William B. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:105-129.

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2018Leaning Against the Wind: Debt Financing in the Face of Adversity. (2018). Brennan, Michael J ; Kraft, Holger. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:485-518.

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2018The Theory and Practice of Corporate Risk Management: Evidence from the Field. (2018). Harvey, Campbell ; Bodnar, Gordon ; Graham, John R ; Giambona, Erasmo. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:783-832.

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2017Specification Error, Estimation Risk, and Conditional Portfolio Rules. (2017). Tian, Weidong ; Yan, Hong ; Kaniel, Ron ; Chapman, David A ; Carlson, Murray. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:263-288.

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2017Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle. (2017). Chng, Michael T ; Zhang, Hongfeng ; Xiang, Vincent ; Fang, Victor. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:395-425.

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2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168.

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2017Pricing and Hedging Variable Annuities in a Lévy Market: A Risk Management Perspective. (2017). Kelani, Abdou ; Quittard-Pinon, Franois. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:1:p:209-238.

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2019Payout policy and ownership structure: The case of Islamic and conventional banks. (2019). Warsame, Mohammed ; Duqi, Andi ; Jaafar, Aziz. In: Working Papers. RePEc:bng:wpaper:19010.

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2017Equity Market Globalization and Portfolio Rebalancing. (2017). Kim, Kyungkeun ; Lee, Dongwon. In: Working Papers. RePEc:bok:wpaper:1717.

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2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Carvalho, Carlos ; Pettenuzzo, Davide ; Fisher, Jared D. In: Working Papers. RePEc:brd:wpaper:123.

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2017À quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037.

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2017Equilibrium Theory of Banks Capital Structure. (2017). Gottardi, Piero ; Gale, Douglas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6580.

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2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13.

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2017Operational and Financial Hedging: Evidence from Export and Import Behavior. (2017). Kuzmina, Olga ; Kuznetsova, Olga. In: Working Papers. RePEc:cfr:cefirw:w0242.

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2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606.

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2017Choices in Equity Finance A Global Perspective. (2017). Vermaelen, Theo ; Groen-Xu, Moqi ; Mataigne, Virginie ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11987.

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2017Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056.

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2017Why Do Boards Exist? Governance Design in the Absence of Corporate Law. (2017). Ostergaard, Charlotte ; Miglietta, Salvatore ; Burkart, Mike. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12147.

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2017Firm R&D and Financial Analysis: How Do They Interact?. (2017). peress, joel ; Goldman, Jim. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12433.

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2017Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434.

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2017The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486.

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2018Size Matters, if You Control Your Junk. (2018). Asness, Clifford S ; Pedersen, Lasse Heje ; Israel, Ronen ; Frazzini, Andrea. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12684.

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2018Liquidity Regimes and Optimal Dynamic Asset Allocation. (2018). Collin-Dufresne, Pierre ; Saglam, Mehmet ; Daniel, Kent. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12737.

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2018Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13111.

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2017Investor Relations Quality and Mispricing. (2017). Mama, Houdou Basse ; Kotchoni, Rachidi. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-33.

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2017Intra-industry information diffusion in Chinas stock market. (2017). Lean, Hooi Hooi ; Dong, Chi ; Ahmad, Zamri. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00823.

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2018Who benefits from the corporate QE? A regression discontinuity design approach. (2018). Abidi, Nordine ; Miquel-Flores, Ixart. In: Working Paper Series. RePEc:ecb:ecbwps:20182145.

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2017Dividend Payment and its Impact on the Value of Firms Listed on Istanbul Stock Exchange: A Residual Income Approach. (2017). Budagaga, Akram . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-50.

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2017The Impact of Stock Market Performance on Foreign Portfolio Investment in China. (2017). Khan, Muhammad Asif ; Haider, Muhammad Afaq ; Hashmi, Shujahat Haider ; Saddique, Shamila . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-60.

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2017A new method for evaluating options based on multiquadric RBF-FD method. (2017). Golbabai, Ahmad ; Mohebianfar, Ehsan. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:308:y:2017:i:c:p:130-141.

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2018Pricing of American options, using the Brennan–Schwartz algorithm based on finite elements. (2018). Madi, Sofiane ; Stahel, Andreas ; Haiour, Mohamed ; Bouras, Mohamed Cherif. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:339:y:2018:i:c:p:846-852.

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2017A real options approach to analyse wind energy investments under different support schemes. (2017). Kitzing, Lena ; Boomsma, Trine Krogh ; Drud, Michael ; Juul, Nina . In: Applied Energy. RePEc:eee:appene:v:188:y:2017:i:c:p:83-96.

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2018Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange. (2018). Wang, Jianxin ; Twu, Mia. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:53-62.

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2018Insider-trading, discretionary accruals and information asymmetry. (2018). Chowdhury, Abu ; al Farooque, Omar ; Mollah, Sabur. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:341-363.

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2017IPO market timing with uncertain aftermarket retail demand. (2017). Santos, Francisco . In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:247-266.

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2017Performance share plans: Valuation and empirical tests. (2017). Holden, Craig W ; Kim, Daniel S. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:99-125.

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2017Can investors anticipate post-IPO mergers and acquisitions?. (2017). Anderson, Christopher W ; Torna, Gokhan ; Huang, Jian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:496-521.

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2017Share buybacks and gender diversity. (2017). Vermaelen, Theo ; Evgeniou, Theodoros . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:669-686.

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2017What do stock price levels tell us about the firms?. (2017). Chan, Konan ; Li, Fengfei ; Lin, Tse-Chun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:34-50.

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2018Operational and financial hedging: Evidence from export and import behavior. (2018). Kuznetsova, Olga ; Kuzmina, Olga. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:109-121.

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2018Investment timing, reversibility, and financing constraints. (2018). Shibata, Takashi ; Nishihara, Michi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:771-796.

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2018Capital structure decisions and the optimal design of corporate market debt prograams. (2018). Martellini, Lionel ; Tarelli, Andrea ; Milhau, Vincent . In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:141-167.

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2018She is mine: Determinants and value effects of early announcements in takeovers. (2018). Aktas, Nihat ; Yurtoglu, Burcin ; Xu, Guosong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:180-202.

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2018Do long-term investors improve corporate decision making?. (2018). Harford, Jarrad ; Mansi, Sattar ; Kecskes, Ambrus. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:424-452.

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2018Entrepreneurial finance: Unifying themes and future directions. (2018). Cumming, Douglas ; Groh, Alexander Peter. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:538-555.

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2018Does success bring success? The post-offering lives of equity-crowdfunded firms. (2018). Signori, Andrea ; Vismara, Silvio. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:575-591.

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2018Foreign institutional ownership and liquidity commonality around the world. (2018). Deng, Baijun ; Li, Yong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:20-49.

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2018Institutional trading and Abel Noser data. (2018). Hu, Gang ; Xie, Jing ; Wang, Yi Alex ; Jo, Koren M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:143-167.

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2018Market integration, country institutions and IPO underpricing. (2018). Marcato, Gianluca ; Zheng, Chen ; Milcheva, Stanimira. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:87-105.

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More than 100 citations found, this list is not complete...

Works by Michael Brennan:


YearTitleTypeCited
1971A Note on Dividend Irrelevance and the Gordon Valuation Model. In: Journal of Finance.
[Full Text][Citation analysis]
article10
1972The Value of Perfect Market Forecasts in Portfolio Selection: Discussion. In: Journal of Finance.
[Citation analysis]
article0
1972Valuation and the Cost of Capital for Regulated Utilities: Comment. In: Journal of Finance.
[Full Text][Citation analysis]
article0
1973An Approach to the Valuation of Uncertain Income Streams. In: Journal of Finance.
[Full Text][Citation analysis]
article1
1974An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment. In: Journal of Finance.
[Full Text][Citation analysis]
article0
1975Financial Models of Regulated Firms: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]
article0
1977The Valuation of American Put Options. In: Journal of Finance.
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