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 1 3 17 191 2 8 33 414
Assessing Assets Pricing Anomalies 0 0 0 10 0 0 2 47
BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH 0 0 0 1 0 0 0 396
Contributing Shares 0 0 0 0 0 0 1 47
Convertible Bonds: Test of a Financial Signalling Model 0 0 1 10 2 2 3 43
Dollar Cost Averaging 0 0 0 27 0 0 2 87
Dynamic Asset Allocation under Inflation 0 0 0 30 1 2 3 79
Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing 0 1 2 16 0 2 3 54
Financing asset growth 0 0 0 46 0 3 9 281
How Did It Happen? 0 0 0 10 2 2 5 46
International Capital Markets and Foreign Exchange Risk 0 0 0 17 0 0 0 77
Option Pricing Kernels and the ICAPM 0 0 2 27 0 1 6 104
Resolution of a Financial Puzzle 0 0 0 10 0 0 0 62
Risk and Valuation Under an Intertemporal 0 0 0 1 0 0 0 28
Stock Price Volatility, Learning, and the Equity Premium 0 0 3 17 0 0 3 73
The Dynamics of International Equity Market Expectations 0 0 0 23 0 1 1 123
The Role of Learning in Dynamic Portfolio Decisions” 0 0 0 22 0 0 0 75
Underpricing, Ownership and Control in Initial Public Offerings of Equity Securities in the UK 0 1 1 452 0 2 5 1,142
Total Working Papers 1 5 26 910 7 23 76 3,178


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 0 1 9 297 6 10 28 778
A continuous time approach to the pricing of bonds 3 4 18 724 5 6 34 1,175
A theory of price limits in futures markets 1 5 14 354 3 9 24 771
Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee 0 0 0 3 0 0 0 23
Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis 0 0 0 5 0 0 0 33
Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee 1 1 2 166 1 1 3 497
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns 7 12 59 1,062 12 23 112 2,181
An Approach to the Valuation of Uncertain Income Streams 0 0 0 49 0 0 0 111
An Equilibrium Model of Bond Pricing and a Test of Market Efficiency 0 0 2 127 0 2 7 257
An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment 0 0 0 4 0 0 0 23
Analyzing Convertible Bonds 1 1 6 197 4 13 32 533
Arbitrage in Stock Index Futures 0 1 6 644 0 2 10 1,427
Assessing Asset Pricing Anomalies 0 0 0 0 0 0 3 379
Brokerage Commission Schedules 0 0 2 78 0 1 7 454
Capital Market Equilibrium with Divergent Borrowing and Lending Rates 0 3 8 138 1 4 17 345
Conditional Predictions of Bond Prices and Returns 0 0 0 29 0 0 1 100
Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion 0 2 5 831 3 6 30 1,886
Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure 0 2 10 527 4 11 27 1,320
Dollar Cost Averaging 1 1 4 95 1 2 13 317
Efficient Financing under Asymmetric Information 0 1 18 599 0 3 38 1,280
Empirical Tests of Multi-Factor Pricing Model: Discussion 0 0 0 18 0 0 0 63
Evaluating Natural Resource Investments 0 3 8 1,778 1 7 39 3,906
Financial Models of Regulated Firms: Discussion 0 0 0 1 0 0 0 27
Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis 1 3 19 180 4 9 44 462
Information, Trade, and Derivative Securities 0 0 0 128 0 0 1 526
International Portfolio Investment Flows 0 1 11 383 1 6 41 1,175
International risk sharing and capital mobility 0 0 0 34 0 0 0 78
International risk sharing and capital mobility: reply 0 0 0 9 0 0 1 41
Investment Analysis and the Adjustment of Stock Prices to Common Information 1 3 10 293 1 3 25 1,056
Investment analysis and price formation in securities markets 0 0 4 371 0 1 10 881
Latent Assets 1 2 4 247 1 2 5 710
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns 8 12 27 1,288 12 32 79 2,691
Necessary Conditions for Aggregation in Securities Markets 0 0 0 20 0 0 1 53
On the Geometric Mean Index: A Note 0 0 1 25 0 0 1 67
Optimal Financial Policy and Firm Valuation 0 0 3 276 0 2 9 614
Optimal Portfolio Insurance 0 0 1 90 0 0 7 194
Portfolio Insurance and Financial Market Equilibrium 0 1 2 219 0 2 6 560
Regulation and Corporate Investment Policy 0 0 0 36 0 0 0 114
Savings bonds, retractable bonds and callable bonds 1 1 3 248 3 3 8 753
Sell-order liquidity and the cross-section of expected stock returns 0 2 3 63 2 8 17 222
Shareholder Preferences and Dividend Policy 1 1 3 259 2 5 16 836
Stock Prices and the Supply of Information 3 7 12 323 3 9 35 980
Stock price volatility and equity premium 0 3 8 255 1 4 13 659
Stock splits, stock prices, and transaction costs 1 4 15 331 3 7 34 746
Strategic asset allocation 3 7 40 905 7 19 77 1,648
The Determinants of Average Trade Size 1 1 2 160 1 3 8 934
The Geometry of Separation and Myopia 0 0 2 11 0 0 4 41
The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results 0 0 4 65 0 1 6 134
The Pricing of Contingent Claims in Discrete Time Models 0 0 3 409 0 1 6 736
The Valuation of American Put Options 0 0 3 1,008 1 1 7 2,872
The Value of Perfect Market Forecasts in Portfolio Selection: Discussion 0 0 0 0 0 0 0 24
The dynamics of international equity market expectations 1 2 3 69 1 2 4 235
The pricing of equity-linked life insurance policies with an asset value guarantee 1 3 5 796 1 6 13 1,873
Underpricing, ownership and control in initial public offerings of equity securities in the UK 0 4 28 816 9 20 107 2,400
Valuation and the Cost of Capital for Regulated Utilities: Comment 0 0 0 11 0 0 0 47
tay's as good as cay 0 1 2 120 0 1 3 290
Total Journal Articles 37 95 389 17,174 94 247 1,013 42,538


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 2 26
Total Books 0 0 0 0 0 0 2 26


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate investment policy 0 3 9 1,011 0 12 26 2,840
Total Chapters 0 3 9 1,011 0 12 26 2,840


Statistics updated 2023-05-07