| Year |
Citation |
Score |
| 2021 |
Augustin P, Sokolovski V, Subrahmanyam MG, Tomio D. In sickness and in debt: The COVID-19 impact on sovereign credit risk. Journal of Financial Economics. 143: 1251-1274. PMID 36268533 DOI: 10.1016/j.jfineco.2021.05.009 |
0.316 |
|
| 2020 |
Carletti E, Oliviero T, Pagano M, Pelizzon L, Subrahmanyam MG. The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy The Review of Corporate Finance Studies. DOI: 10.1093/Rcfs/Cfaa014 |
0.425 |
|
| 2019 |
Augustin P, Brenner M, Subrahmanyam MG. Informed Options Trading Prior to Takeover Announcements: Insider Trading? Management Science. 65: 5697-5720. DOI: 10.1287/Mnsc.2018.3122 |
0.366 |
|
| 2017 |
Friewald N, Jankowitsch R, Subrahmanyam MG. Transparency and Liquidity in the Structured Product Market The Review of Asset Pricing Studies. 7: 316-348. DOI: 10.2139/Ssrn.2139310 |
0.448 |
|
| 2017 |
Subrahmanyam MG, Tang DY, Wang SQ. Credit default swaps, exacting creditors and corporate liquidity management Journal of Financial Economics. 124: 395-414. DOI: 10.1016/J.Jfineco.2017.02.001 |
0.448 |
|
| 2016 |
Augustin P, Subrahmanyam MG, Tang DY, Wang SQ. Credit Default Swaps: Past, Present, and Future Review of Financial Economics. 8: 175-196. DOI: 10.1146/Annurev-Financial-121415-032806 |
0.426 |
|
| 2016 |
Pelizzon L, Subrahmanyam MG, Tomio D, Uno J. Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? Journal of Financial Economics. 122: 86-115. DOI: 10.1016/J.Jfineco.2016.06.001 |
0.495 |
|
| 2015 |
Subrahmanyam MG, Tang DY, Wang SQ. Does the tail wag the dog? The effect of credit default swaps on credit risk Development in India: Micro and Macro Perspectives. 199-236. DOI: 10.1093/Rfs/Hhu038 |
0.365 |
|
| 2014 |
Eisl A, Jankowitsch R, Subrahmanyam MG. The Manipulation Potential of Libor and Euribor European Financial Management. 23: 604-647. DOI: 10.2139/Ssrn.2201013 |
0.4 |
|
| 2014 |
Augustin P, Subrahmanyam MG, Tang DY, Wang SQ. Credit default swaps: A survey Foundations and Trends in Finance. 9: 1-196. DOI: 10.1561/0500000040 |
0.34 |
|
| 2014 |
Jankowitsch R, Nagler F, Subrahmanyam MG. The determinants of recovery rates in the US corporate bond market Journal of Financial Economics. 114: 155-177. DOI: 10.1016/J.Jfineco.2014.06.001 |
0.516 |
|
| 2012 |
Friewald N, Jankowitsch R, Subrahmanyam MG. Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises Journal of Financial Economics. 105: 18-36. DOI: 10.1016/J.Jfineco.2012.02.001 |
0.484 |
|
| 2011 |
Gaur V, Seshadri S, Subrahmanyam MG. Securitization and real investment in incomplete markets Management Science. 57: 2180-2196. DOI: 10.1287/Mnsc.1100.1155 |
0.558 |
|
| 2011 |
Nashikkar A, Subrahmanyam MG, Mahanti S. Liquidity and arbitrage in the market for credit risk Journal of Financial and Quantitative Analysis. 46: 627-656. DOI: 10.1017/S002210901100007X |
0.443 |
|
| 2011 |
Almeida H, Park SY, Subrahmanyam MG, Wolfenzon D. The structure and formation of business groups: Evidence from Korean chaebols Journal of Financial Economics. 99: 447-475. DOI: 10.1016/J.Jfineco.2010.08.017 |
0.411 |
|
| 2011 |
Deuskar P, Gupta A, Subrahmanyam MG. Liquidity effect in OTC options markets: Premium or discount? Journal of Financial Markets. 14: 127-160. DOI: 10.1016/J.Finmar.2010.08.003 |
0.544 |
|
| 2010 |
Jankowitsch R, Nashikkar A, Subrahmanyam MG. Price dispersion in OTC markets: A new measure of liquidity Journal of Banking and Finance. DOI: 10.1016/J.Jbankfin.2010.08.016 |
0.56 |
|
| 2010 |
Marisetty VB, Subrahmanyam MG. Group affiliation and the performance of IPOs in the Indian stock market Journal of Financial Markets. 13: 196-223. DOI: 10.1016/J.Finmar.2009.09.001 |
0.403 |
|
| 2009 |
Acharya VV, Engle R, Figlewski S, Lynch A, Subrahmanyam M. Centralized clearing for credit derivatives: Chapter 11: Executive summary Financial Markets, Institutions and Instruments. 18: 168-170. DOI: 10.1111/J.1468-0416.2009.00147_17.X |
0.64 |
|
| 2009 |
Acharya VV, Carpenter J, Gabaix X, John K, Richardson M, Subrahmanyam M, Sundaram R, Zemel E. Corporate governance in the modern financial sector: Chapter 7: Executive summary Financial Markets, Institutions and Instruments. 18: 158-159. DOI: 10.1111/J.1468-0416.2009.00147_12.X |
0.646 |
|
| 2009 |
Brenner M, Pasquariello P, Subrahmanyam M. On the volatility and comovement of U.S. financial markets around macroeconomic news announcements Journal of Financial and Quantitative Analysis. 44: 1265-1289. DOI: 10.1017/S002210900999038X |
0.708 |
|
| 2008 |
Deuskar P, Gupta A, Subrahmanyam MG. The economic determinants of interest rate option smiles Journal of Banking and Finance. 32: 714-728. DOI: 10.2139/Ssrn.979005 |
0.501 |
|
| 2008 |
Mahanti S, Nashikkar A, Subrahmanyam M, Chacko G, Mallik G. Latent liquidity: A new measure of liquidity, with an application to corporate bonds Journal of Financial Economics. 88: 272-298. DOI: 10.1016/J.Jfineco.2007.02.006 |
0.393 |
|
| 2008 |
Chan JSP, Hong D, Subrahmanyam MG. A tale of two prices: Liquidity and asset prices in multiple markets Journal of Banking and Finance. 32: 947-960. DOI: 10.1016/J.Jbankfin.2007.07.002 |
0.521 |
|
| 2006 |
Acharya VV, Huang J, Subrahmanyam MG, Sundaram RK. When does Strategic Debt-service Matter? Economic Theory. 29: 363-378. DOI: 10.2139/Ssrn.310900 |
0.583 |
|
| 2005 |
Gupta A, Subrahmanyam MG. Pricing and hedging interest rate options: Evidence from cap-floor markets Journal of Banking and Finance. 29: 701-733. DOI: 10.2139/Ssrn.314878 |
0.498 |
|
| 2004 |
Franke G, Stapleton RC, Subrahmanyam MG. Background risk and the demand for state-contingent claims Economic Theory. 23: 321-335. DOI: 10.1007/S00199-003-0368-1 |
0.336 |
|
| 2003 |
Peterson S, Stapleton RC, Subrahmanyam MG. A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives Journal of Financial and Quantitative Analysis. 38: 847-880. DOI: 10.2307/4126746 |
0.379 |
|
| 2002 |
Eom YH, Subrahmanyam MG, Uno J. Transmission of Swap Spreads and Volatilities in the Japanese Swap Market The Journal of Fixed Income. 12: 6-28. DOI: 10.3905/Jfi.2002.319315 |
0.542 |
|
| 2002 |
Richardson MP, Whitelaw R, Boudoukh J, Subrahmanyam MG. Stale Prices and Strategies for Trading Mutual Funds Financial Analysts Journal. 58: 53-71. DOI: 10.2469/Faj.V58.N4.2454 |
0.493 |
|
| 2000 |
Gupta A, Subrahmanyam MG. An empirical examination of the convexity bias in the pricing of interest rate swaps Journal of Financial Economics. 55: 239-279. DOI: 10.1016/S0304-405X(99)00051-3 |
0.508 |
|
| 2000 |
Gao B, Huang J, Subrahmanyam MG. The Valuation of American Barrier Options Using the Decomposition Technique Journal of Economic Dynamics and Control. 24: 1783-1827. DOI: 10.1016/S0165-1889(99)00093-7 |
0.408 |
|
| 1999 |
Franke G, Stapleton RC, Subrahmanyam MG. When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel Review of Finance. 3: 79-102. DOI: 10.1023/A:1009834122099 |
0.561 |
|
| 1998 |
Eom YH, Subrahmanyam MG, Uno J. Coupon Effects and the Pricing of Japanese Government Bonds An Empirical Analysis The Journal of Fixed Income. 8: 69-86. DOI: 10.2139/Ssrn.131768 |
0.54 |
|
| 1998 |
Ho TS, Stapleton RC, Subrahmanyam MG. The risk of a currency swap: a multivariate-binomial methodology European Financial Management. 4: 9-27. DOI: 10.1111/1468-036X.00051 |
0.435 |
|
| 1998 |
Franke G, Stapleton RC, Subrahmanyam MG. Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk Journal of Economic Theory. 82: 89-109. DOI: 10.1006/Jeth.1998.2420 |
0.478 |
|
| 1997 |
Satchell SE, Stapleton RC, Subrahmanyam MG. The pricing of markedtomarket contingent claims in a noarbitrage economy Australian Journal of Management. 22: 1-20. DOI: 10.1177/031289629702200101 |
0.472 |
|
| 1997 |
Ho TS, Stapleton RC, Subrahmanyam MG. The valuation of American options with stochastic interest rates: A generalization of the Geske-Johnson technique Journal of Finance. 52: 827-840. DOI: 10.1111/J.1540-6261.1997.Tb04823.X |
0.354 |
|
| 1997 |
Ho TS, Stapleton RC, Subrahmanyam MG. The valuation of American options on bonds Journal of Banking and Finance. 21: 1487-1513. DOI: 10.1016/S0378-4266(97)00034-4 |
0.409 |
|
| 1996 |
Huang Jz, Subrahmanyam MG, Yu GG. Pricing and Hedging American Options: A Recursive Integration Method Review of Financial Studies. 9: 277-300. DOI: 10.1093/Rfs/9.1.277 |
0.353 |
|
| 1996 |
Subrahmanyam MG. The term structure of interest rates: Alternative approaches and their implications for the valuation of contingent claims Geneva Papers On Risk and Insurance Theory. 21: 7-28. DOI: 10.1007/Bf00949048 |
0.339 |
|
| 1995 |
Ho TS, Stapleton RC, Subrahmanyam MG. Correlation risk, cross‐market derivative products and portfolio performance European Financial Management. 1: 105-124. DOI: 10.1111/J.1468-036X.1995.Tb00011.X |
0.424 |
|
| 1995 |
Ho T, Stapleton RC, Subrahmanyam MG. Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics Review of Financial Studies. 8: 1125-1152. DOI: 10.1093/Rfs/8.4.1125 |
0.395 |
|
| 1994 |
Ho TS, Stapleton RC, Subrahmanyam MG. A Simple Technique for the Valuation and Hedging of American Options Journal of Derivatives. 2: 52-66. DOI: 10.3905/Jod.1994.407897 |
0.315 |
|
| 1994 |
Brenner M, Subrahmanyam MG. A Simple Approach to Option Valuation and Hedging in the Black-Scholes Model Financial Analysts Journal. 50: 25-28. DOI: 10.2469/Faj.V50.N2.25 |
0.301 |
|
| 1993 |
Stapleton RC, Subrahmanyam MG. The analysis and valuation of interest rate options Journal of Banking and Finance. 17: 1079-1095. DOI: 10.1016/0378-4266(93)90014-5 |
0.434 |
|
| 1990 |
Brenner M, Subrahmanyam MG, Uno J. Arbitrage Opportunities in the Japanese Stock and Futures Markets Financial Analysts Journal. 46: 14-24. DOI: 10.2469/Faj.V46.N2.14 |
0.56 |
|
| 1990 |
Stapleton RC, Subrahmanyam MG. Risk Aversion and the Intertemporal Behavior of Asset Prices Review of Financial Studies. 3: 677-693. DOI: 10.1093/Rfs/3.4.677 |
0.482 |
|
| 1989 |
Brick I, Subrahmanyam M. Reply to Srinivasan Financial Management. 18: 8. DOI: 10.2307/3665690 |
0.414 |
|
| 1989 |
Brenner M, Subrahmanyam MG, Uno J. Stock index futures arbitrage in the Japanese markets Japan and the World Economy. 1: 303-330. DOI: 10.1016/0922-1425(89)90005-4 |
0.552 |
|
| 1989 |
Brenner M, Courtadon G, Subrahmanyam M. Options on stock indices and options on futures Journal of Banking and Finance. 13: 773-782. DOI: 10.1016/0378-4266(89)90041-1 |
0.385 |
|
| 1989 |
Brenner M, Subrahmanyam MG, Uno J. The behavior of prices in the Nikkei spot and futures market Journal of Financial Economics. 23: 363-383. DOI: 10.1016/0304-405X(89)90063-9 |
0.564 |
|
| 1987 |
Brick IE, Fung W, Subrahmanyam M. Leasing and Financial Intermediation: Comparative Tax Advantages Financial Management. 16: 55. DOI: 10.2307/3665551 |
0.518 |
|
| 1985 |
Brenner M, Courtadon G, Subrahmanyam M. Options on the Spot and Options on Futures Journal of Finance. 40: 1303-1317. DOI: 10.1111/J.1540-6261.1985.Tb02384.X |
0.472 |
|
| 1984 |
STAPLETON RC, SUBRAHMANYAM MG. The Valuation of Options When Asset Returns Are Generated by a Binomial Process The Journal of Finance. 39: 1525-1539. DOI: 10.1111/J.1540-6261.1984.Tb04922.X |
0.471 |
|
| 1984 |
STAPLETON RC, SUBRAHMANYAM MG. Notes on Multiperiod Valuation and the Pricing of Options: A Comment The Journal of Finance. 39: 303-308. DOI: 10.1111/J.1540-6261.1984.Tb03882.X |
0.435 |
|
| 1984 |
STAPLETON RC, SUBRAHMANYAM MG. The Valuation of Multivariate Contingent Claims in Discrete Time Models The Journal of Finance. 39: 207-228. DOI: 10.1111/J.1540-6261.1984.Tb03869.X |
0.462 |
|
| 1983 |
STAPLETON RC, SUBRAHMANYAM MG. The Market Model and Capital Asset Pricing Theory: A Note The Journal of Finance. 38: 1637-1642. DOI: 10.1111/j.1540-6261.1983.tb03846.x |
0.441 |
|
| 1982 |
Patel NR, Subrahmanyam MG. A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs Management Science. 28: 303-314. DOI: 10.1287/Mnsc.28.3.303 |
0.306 |
|
| 1981 |
Stapleton RC, Subrahmanyam MG. Uncertain inflation, exchange rates, and bond yields Journal of Banking and Finance. 5: 93-107. DOI: 10.1016/0378-4266(81)90009-1 |
0.399 |
|
| 1980 |
Subrahmanyam MG, Thomadakis SB. Systematic Risk and the Theory of the Firm Quarterly Journal of Economics. 94: 437-451. DOI: 10.2307/1884578 |
0.498 |
|
| 1979 |
Stapleton RC, Subrahmanyam MG. Marketability of assets and the price of risk Journal of Financial and Quantitative Analysis. 14: 1-10. DOI: 10.2307/2330652 |
0.467 |
|
| 1978 |
Stapleton RC, Subrahmanyam MG. A Multiperiod Equilibrium Asset Pricing Model Econometrica. 46: 1077-1096. DOI: 10.2307/1911437 |
0.484 |
|
| 1978 |
Stapleton RC, Subrahmanyam MG. Capital Market Equilibrium in A Mixed Economy, Optimal Public Sector Investment Decision Rules, and the Social Rate of Discount Quarterly Journal of Economics. 92: 339-411. DOI: 10.2307/1883151 |
0.469 |
|
| 1978 |
Patel NR, Subrahmanyam MG. Utility theory and participation in unfair lotteries Journal of Economic Theory. 19: 555-557. DOI: 10.1016/0022-0531(78)90110-2 |
0.33 |
|
| 1977 |
Brenner M, Subrahmanyam MG. INTRA‐EQUILIBRIUM AND INTER‐EQUILIBRIUM ANALYSIS IN CAPITAL MARKET THEORY: A CLARIFICATION The Journal of Finance. 32: 1313-1319. DOI: 10.1111/J.1540-6261.1977.Tb03328.X |
0.564 |
|
| 1977 |
Stapleton RC, Subrahmanyam MG. Market Imperfections, Capital Market Equilibrium And Corporation Finance Journal of Finance. 32: 307-319. DOI: 10.1111/J.1540-6261.1977.Tb03271.X |
0.533 |
|
| 1975 |
Subrahmanyam MG. On the optimality of international capital market integration Journal of Financial Economics. 2: 3-28. DOI: 10.1016/0304-405X(75)90021-5 |
0.546 |
|
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