Access Statistics for Michael Brennan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agency and Asset Pricing 0 1 9 211 1 4 23 464
Assessing Assets Pricing Anomalies 0 0 0 10 0 2 4 54
BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH 0 0 0 1 0 0 0 396
Contributing Shares 0 0 1 1 0 0 1 48
Convertible Bonds: Test of a Financial Signalling Model 0 0 0 10 0 0 0 43
Dollar Cost Averaging 0 1 5 36 1 2 8 103
Dynamic Asset Allocation under Inflation 0 0 0 32 0 1 4 88
Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing 0 0 1 17 0 0 4 59
Financing asset growth 0 0 0 47 0 0 5 288
How Did It Happen? 0 1 1 12 0 2 3 51
International Capital Markets and Foreign Exchange Risk 0 0 0 18 0 2 2 80
Option Pricing Kernels and the ICAPM 0 0 1 32 1 1 6 116
Resolution of a Financial Puzzle 0 0 0 11 0 0 0 63
Risk and Valuation Under an Intertemporal 0 0 0 1 0 0 1 29
Stock Price Volatility, Learning, and the Equity Premium 1 1 1 18 1 1 1 75
The Dynamics of International Equity Market Expectations 0 0 0 23 0 0 0 123
The Role of Learning in Dynamic Portfolio Decisions” 0 1 1 23 0 1 1 76
Underpricing, Ownership and Control in Initial Public Offerings of Equity Securities in the UK 0 0 1 454 0 0 5 1,149
Total Working Papers 1 5 21 957 4 16 68 3,305


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Dividend Irrelevance and the Gordon Valuation Model 5 7 18 345 8 13 37 863
A continuous time approach to the pricing of bonds 1 3 6 747 3 5 18 1,225
A theory of price limits in futures markets 0 0 3 364 0 0 8 790
Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee 0 0 0 3 0 0 2 27
Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis 0 1 1 6 0 1 1 34
Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee 0 0 2 171 0 0 3 504
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns 0 1 17 1,130 1 6 39 2,328
An Approach to the Valuation of Uncertain Income Streams 0 0 1 50 0 0 1 112
An Equilibrium Model of Bond Pricing and a Test of Market Efficiency 0 0 1 130 1 1 3 268
An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment 0 0 0 4 0 0 1 24
Analyzing Convertible Bonds 2 3 12 220 5 7 20 589
Arbitrage in Stock Index Futures 0 0 4 651 0 1 7 1,443
Assessing Asset Pricing Anomalies 0 0 0 0 0 0 2 381
Brokerage Commission Schedules 0 0 0 78 0 0 3 460
Capital Market Equilibrium with Divergent Borrowing and Lending Rates 0 1 5 146 1 2 13 364
Conditional Predictions of Bond Prices and Returns 0 0 0 32 1 1 1 106
Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion 1 2 11 855 1 3 23 1,937
Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure 0 5 18 557 0 7 37 1,401
Dollar Cost Averaging 1 1 6 107 1 3 18 352
Efficient Financing under Asymmetric Information 0 1 8 619 2 5 22 1,325
Empirical Tests of Multi-Factor Pricing Model: Discussion 0 0 0 18 1 1 4 67
Evaluating Natural Resource Investments 0 1 3 1,795 2 7 23 3,973
Financial Models of Regulated Firms: Discussion 0 0 0 1 0 0 0 28
Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis 0 0 0 186 1 3 10 486
Information, Trade, and Derivative Securities 0 0 2 131 0 0 4 532
International Portfolio Investment Flows 1 2 13 416 2 6 33 1,259
International risk sharing and capital mobility 0 0 1 36 0 0 1 80
International risk sharing and capital mobility: reply 0 0 0 9 0 0 1 42
Investment Analysis and the Adjustment of Stock Prices to Common Information 0 0 3 302 2 2 12 1,083
Investment analysis and price formation in securities markets 0 1 4 380 0 2 10 905
Latent Assets 2 3 4 257 2 3 8 725
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns 4 5 22 1,350 6 11 56 2,842
Necessary Conditions for Aggregation in Securities Markets 0 0 0 20 0 0 0 53
On the Geometric Mean Index: A Note 0 0 0 25 0 1 1 68
Optimal Financial Policy and Firm Valuation 0 0 2 283 1 1 5 632
Optimal Portfolio Insurance 0 0 2 96 2 2 5 209
Portfolio Insurance and Financial Market Equilibrium 0 0 1 222 0 0 3 572
Regulation and Corporate Investment Policy 0 0 2 38 0 1 3 117
Savings bonds, retractable bonds and callable bonds 2 2 4 256 2 4 7 771
Sell-order liquidity and the cross-section of expected stock returns 1 1 5 72 1 2 17 251
Shareholder Preferences and Dividend Policy 0 0 3 264 0 1 21 877
Stock Prices and the Supply of Information 0 1 8 334 1 4 21 1,018
Stock price volatility and equity premium 2 3 8 277 3 5 12 698
Stock splits, stock prices, and transaction costs 0 0 3 338 1 1 10 771
Strategic asset allocation 2 5 19 946 7 14 44 1,742
The Determinants of Average Trade Size 0 0 1 162 1 1 3 942
The Geometry of Separation and Myopia 0 0 0 11 0 0 0 42
The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results 0 0 1 68 0 1 5 142
The Pricing of Contingent Claims in Discrete Time Models 1 2 6 419 2 4 10 753
The Valuation of American Put Options 0 0 12 1,034 2 3 20 2,910
The Value of Perfect Market Forecasts in Portfolio Selection: Discussion 0 0 0 0 1 1 3 27
The dynamics of international equity market expectations 0 0 0 69 1 1 4 242
The pricing of equity-linked life insurance policies with an asset value guarantee 1 1 7 811 1 6 17 1,914
Underpricing, ownership and control in initial public offerings of equity securities in the UK 0 1 10 839 2 6 35 2,502
Valuation and the Cost of Capital for Regulated Utilities: Comment 0 0 0 11 0 0 1 48
tay's as good as cay 0 0 0 120 0 0 1 295
Total Journal Articles 26 53 259 17,811 68 149 669 44,151


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Stock Market Volatility and the Crash 0 0 0 0 0 0 1 27
Total Books 0 0 0 0 0 0 1 27


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate investment policy 0 1 5 1,024 0 2 18 2,875
Total Chapters 0 1 5 1,024 0 2 18 2,875


Statistics updated 2025-06-06