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 2 15 174 1 6 39 381
Assessing Assets Pricing Anomalies 0 1 1 10 0 1 3 45
BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH 0 0 0 1 0 0 1 396
Contributing Shares 0 0 0 0 0 0 3 46
Convertible Bonds: Test of a Financial Signalling Model 0 0 1 9 0 0 2 40
Dollar Cost Averaging 0 2 2 27 0 2 9 85
Dynamic Asset Allocation under Inflation 0 1 1 30 0 1 3 76
Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing 0 0 1 14 0 0 3 51
Financing asset growth 0 0 2 46 0 3 17 272
How Did It Happen? 0 3 4 10 0 4 9 41
International Capital Markets and Foreign Exchange Risk 0 0 1 17 0 1 8 77
Option Pricing Kernels and the ICAPM 1 1 2 25 2 2 8 98
Resolution of a Financial Puzzle 0 0 0 10 0 0 3 62
Risk and Valuation Under an Intertemporal 0 0 0 1 0 0 1 28
Stock Price Volatility, Learning, and the Equity Premium 0 0 1 14 0 0 8 70
The Dynamics of International Equity Market Expectations 0 0 0 23 0 0 1 122
The Role of Learning in Dynamic Portfolio Decisions” 0 0 0 22 0 0 5 75
Underpricing, Ownership and Control in Initial Public Offerings of Equity Securities in the UK 0 1 2 451 0 3 6 1,137
Total Working Papers 1 11 33 884 3 23 129 3,102


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 1 3 19 288 3 6 39 750
A continuous time approach to the pricing of bonds 3 6 16 706 4 9 27 1,141
A theory of price limits in futures markets 0 3 5 340 0 4 14 747
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 1 5 0 0 1 33
Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee 0 0 1 164 0 0 2 494
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns 8 16 67 1,003 9 27 167 2,069
An Approach to the Valuation of Uncertain Income Streams 0 0 0 49 0 0 1 111
An Equilibrium Model of Bond Pricing and a Test of Market Efficiency 1 1 5 125 1 1 9 250
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 4 14 191 3 7 38 501
Arbitrage in Stock Index Futures 0 0 5 638 0 2 13 1,417
Assessing Asset Pricing Anomalies 0 0 0 0 0 1 6 376
Brokerage Commission Schedules 0 1 1 76 0 1 5 447
Capital Market Equilibrium with Divergent Borrowing and Lending Rates 0 3 13 130 0 4 31 328
Conditional Predictions of Bond Prices and Returns 0 0 0 29 0 0 2 99
Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion 1 2 16 826 3 10 44 1,856
Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure 1 7 17 517 3 16 64 1,293
Dollar Cost Averaging 1 2 8 91 1 5 24 304
Efficient Financing under Asymmetric Information 2 3 13 581 4 9 31 1,242
Empirical Tests of Multi-Factor Pricing Model: Discussion 0 0 0 18 0 0 0 63
Evaluating Natural Resource Investments 1 1 20 1,770 4 10 68 3,867
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 0 1 14 161 1 3 29 418
Information, Trade, and Derivative Securities 0 0 3 128 1 1 6 525
International Portfolio Investment Flows 1 2 18 372 8 11 55 1,134
International risk sharing and capital mobility 0 0 1 34 0 0 3 78
International risk sharing and capital mobility: reply 0 0 0 9 0 0 0 40
Investment Analysis and the Adjustment of Stock Prices to Common Information 2 5 11 283 2 9 33 1,031
Investment analysis and price formation in securities markets 1 1 11 367 1 4 28 871
Latent Assets 0 0 4 243 0 2 26 705
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns 2 9 27 1,261 4 17 70 2,612
Necessary Conditions for Aggregation in Securities Markets 0 0 1 20 0 0 3 52
On the Geometric Mean Index: A Note 0 1 3 24 0 1 4 66
Optimal Financial Policy and Firm Valuation 0 0 7 273 1 2 30 605
Optimal Portfolio Insurance 0 0 3 89 1 2 11 187
Portfolio Insurance and Financial Market Equilibrium 0 0 2 217 0 0 6 554
Regulation and Corporate Investment Policy 1 1 1 36 1 1 2 114
Savings bonds, retractable bonds and callable bonds 0 0 7 245 0 0 14 745
Sell-order liquidity and the cross-section of expected stock returns 0 3 6 60 0 4 15 205
Shareholder Preferences and Dividend Policy 0 2 6 256 0 4 28 820
Stock Prices and the Supply of Information 1 2 10 311 3 4 27 945
Stock price volatility and equity premium 3 8 16 247 3 11 36 646
Stock splits, stock prices, and transaction costs 2 4 16 316 5 9 49 712
Strategic asset allocation 5 8 28 865 10 20 113 1,571
The Determinants of Average Trade Size 0 0 2 158 1 1 20 926
The Geometry of Separation and Myopia 0 0 0 9 0 0 1 37
The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results 0 1 2 61 0 1 5 128
The Pricing of Contingent Claims in Discrete Time Models 0 2 10 406 1 4 26 730
The Valuation of American Put Options 1 2 5 1,005 1 2 8 2,865
The Value of Perfect Market Forecasts in Portfolio Selection: Discussion 0 0 0 0 0 0 1 24
The dynamics of international equity market expectations 1 2 3 66 1 3 8 231
The pricing of equity-linked life insurance policies with an asset value guarantee 3 6 24 791 4 9 42 1,860
Underpricing, ownership and control in initial public offerings of equity securities in the UK 0 2 17 788 8 27 125 2,293
Valuation and the Cost of Capital for Regulated Utilities: Comment 0 0 0 11 0 0 1 47
tay's as good as cay 0 0 0 118 0 0 1 287
Total Journal Articles 43 114 479 16,785 92 264 1,412 41,525


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 24
Total Books 0 0 0 0 0 0 2 24


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate investment policy 0 3 12 1,002 1 5 33 2,814
Total Chapters 0 3 12 1,002 1 5 33 2,814


Statistics updated 2022-05-04