Marti G. Subrahmanyam

Marti G. Subrahmanyam's AcademicInfluence.com Rankings

Business

#115

World Rank

#131

Historical Rank

Finance

#38

World Rank

#41

Historical Rank

Accounting

#200

World Rank

#220

Historical Rank

business Degrees

Download Badge

Business

Why Is Marti G. Subrahmanyam Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Marti G. Subrahmanyam is the Charles E. Merrill Professor of Finance at the Stern School of Business at New York University. Biography Professor Subrahmanyam holds a Ph.D. from the MIT Sloan School of Management, an MBA from the Indian Institute of Management and a BTech in Mechanical Engineering from IIT Madras.

(See a Problem?)

Marti G. Subrahmanyam's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Pricing and Hedging American Options: A Recursive Integration Method (1995) (306)
Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk (2012) (277)
MARKET IMPERFECTIONS, CAPITAL MARKET EQUILIBRIUM AND CORPORATION FINANCE (1977) (276)
The Structure and Formation of Business Groups: Evidence from Korean Chaebols (2009) (276)
Illiquidity or Credit Deterioration: A Study of Liquidity in the Us Corporate Bond Market During (2010) (272)
Latent Liquidity: A New Measure of Liquidity, with an Application Corporate Bonds (2006) (193)
Credit Default Swaps – A Survey (2014) (192)
Price Dispersion in OTC Markets: A New Measure of Liquidity (2008) (182)
Theory and Evidence (2013) (180)
Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises (2010) (169)
Recent Advances in Corporate Finance (1985) (165)
On the Volatility and Comovement of U.S. Financial Markets Around Macroeconomic News Announcements (2009) (164)
WHO BUYS AND WHO SELLS OPTIONS : THE ROLE OF OPTIONS IN AN ECONOMY WITH BACKGROUND RISK (1998) (142)
The Determinants of Recovery Rates in the US Corporate Bond Market (2014) (136)
Systematic Risk and the Theory of the Firm (1980) (125)
Liquidity and Arbitrage in the Market for Credit Risk (2011) (123)
The Valuation of Multivariate Contingent Claims in Discrete Time Models (1984) (114)
A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs (1982) (105)
The Valuation of American Barrier Options Using the Decomposition Technique (1998) (101)
The behavior of prices in the Nikkei spot and futures market (1989) (101)
A Tale of Two Prices: Liquidity and Asset Prices in Multiple Markets (2006) (99)
A Multiperiod Equilibrium Asset Pricing Model (1978) (94)
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps (1998) (92)
Credit Default Swaps, Exacting Creditors and Corporate Liquidity Management (2016) (88)
Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance Characteristics (1995) (87)
The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy (2020) (84)
Group affiliation and the performance of IPOs in the Indian stock market (2010) (84)
When does Strategic Debt-service Matter? (2002) (82)
When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel (1999) (82)
Pricing and Hedging Interest Rate Options: Evidence from Cap-Floor Markets (2002) (81)
Stale Prices and Strategies for Trading Mutual Funds (2002) (79)
Credit Default Swaps: Past, Present, and Future (2015) (76)
Informed Options Trading Prior to M&A Announcements: Insider Trading? (2015) (75)
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? (2016) (74)
Options on the Spot and Options on Futures (1985) (70)
On the optimality of international capital market integration (1975) (69)
Centralized Clearing for Credit Derivatives (2009) (61)
Informed Options Trading Prior to Takeover Announcements: Insider Trading? (2019) (60)
Financial Options: From Theory to Practice (1990) (59)
Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique (1996) (59)
Margin Rules, Informed Trading in Derivatives and Price Dynamics (2000) (58)
Latent Liquidity and Corporate Bond Yield Spreads (2006) (55)
Arbitrage Opportunities in the Japanese Stock and Futures Markets (1990) (54)
Liquidity Effect in OTC Options Markets: Premium or Discount? (2010) (54)
Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina? (2015) (52)
In sickness and in debt: The COVID-19 impact on sovereign credit risk (2020) (52)
The Market Model and Capital Asset Pricing Theory: A Note (1983) (51)
A Simple Technique for the Valuation and Hedging of American Options (1994) (51)
A Simple Approach to Option Valuation and Hedging in the Black-Scholes Model (1994) (50)
Group Affiliation and the Performance of Initial Public Offerings in the Indian Stock Market (2006) (47)
The Manipulation Potential of Libor and Euribor (2014) (44)
Introduction to the Special Issue on “Risk Management in Operations” (2009) (43)
The Valuation of Options When Asset Returns Are Generated by a Binomial Process (1984) (42)
Corporate Governance in the Modern Financial Sector (2009) (40)
Transmission of Swap Spreads and Volatilities in the Japanese Swap Market (2002) (38)
The Economic Determinants of Interest Rate Option Smiles (2007) (37)
Limited Arbitrage and Liquidity in the Market for Credit Risk (2009) (33)
Risk Aversion and the Intertemporal Behavior of Asset Prices (1990) (32)
Correlation Risk, Cross-Market Derivative Products, and Portfolio Performance (1994) (31)
Credit Risk and the Yen Interest Rate Swap Market (2000) (31)
The Impact of Education on Economic Growth (2014) (28)
Coupon Effects and the Pricing of Japanese Government Bonds an Empirical Analysis (1998) (27)
The analysis and valuation of interest rate options (1993) (27)
The Coronavirus and financial stability (2020) (26)
Transparency and Liquidity in the Structured Product Market (2014) (25)
Leasing and Financial Intermediation: Comparative Tax Advantages (1987) (24)
CEO Compensation, Diversi cation and Incentives (2000) (22)
A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives (2003) (22)
The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity (2005) (22)
Financial Markets and the Macro Economy (2005) (22)
Did ECB Liquidity Injections Help the Real Economy in Europe (2016) (20)
Market Incompleteness and Super Value Additivity: Implications for Securitization (2003) (20)
Pricing and Hedging (1996) (20)
The Rules of the Rating Game: Market Perception of Corporate Ratings (2015) (18)
Background risk and the demand for state-contingent claims (2004) (18)
Stock index futures arbitrage in the Japanese markets (1989) (17)
An Examination of the Static and Dynamic Performance of Interest Rate Option Pricing Models in the Dollar Cap-Floor Markets (2000) (17)
Can Central Banks Boost Corporate Investment? Evidence from the ECB Liquidity Injections (2018) (16)
Beyond Cash Flow and Voting Rights: Valuation and Performance of Firms in Complex Ownership Structures (2008) (16)
Credit Default Swaps Around the World: Investment and Financing Effects (2019) (15)
Credit Default Swaps and Corporate Cash Holdings (2014) (15)
Regulating OTC Derivatives (2011) (15)
Who Buys and Sells Options: The Role and Pricing of Options in an Economy with Background Risk (1995) (15)
Corona and financial stability 3.0: Try equity - risk sharing for companies, large and small (2020) (15)
Liquidity, Transparency and Disclosure in the Securitized Product Market (2012) (15)
Securitization and Real Investment in Incomplete Markets (2009) (14)
The Ex-Dividend Day Behavior of Option Prices (1984) (14)
The valuation of American options on bonds (1997) (14)
Capital Market Equilibrium in a Mixed Economy, Optimal Public Sector Investment Decision Rules, and the Social Rate of Discount (1978) (13)
Corona and financial stability 4.0: Implementing a european pandemic equity fund (2020) (12)
The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund Investor (2000) (11)
Are Corporate Spin-Offs Prone to Insider Trading? (2015) (11)
Marketability of Assets and the Price of Risk (1979) (11)
Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor (2013) (11)
POLICY INTERVENTIONS, LIQUIDITY, AND CLIENTELE EFFECTS IN THE CHINESE CORPORATE CREDIT BOND MARKET* (2019) (10)
The Valuation of American-Style Options on Bonds (1996) (10)
Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods (2017) (10)
Informed Options Trading Before Corporate Events (2020) (10)
Liquidity and Asset Prices in Multiple Markets (2005) (10)
Central Bank-Driven Mispricing (2018) (10)
Liquidity Effects in Interest Rate Options Markets:Premium or Discount? (2008) (10)
The Optimality of a Competitive Stock Market (2011) (9)
Utility theory and participation in unfair lotteries (1978) (9)
An Analytical Approach to the Valuation of American Path-Dependent Options (1996) (9)
Collateral Eligibility of Corporate Debt in the Eurosystem (2020) (9)
Credit Risk and the Pricing of Japanese Yen Interest Rate Swaps (2000) (8)
Why do Investors Buy Sovereign Default Insurance (2016) (8)
The Pricing of Marked‐to‐Market Contingent Claims in a No‐Arbitrage Economy (1997) (8)
Attention Triggers and Investors' Risk-Taking (2021) (7)
Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt (1999) (7)
The risk of a currency swap: a multivariate-binomial methodology (1998) (7)
How Do Insiders Trade? (2016) (7)
Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan (2018) (7)
Intermediation and Value Creation in an Incomplete Market: Implications for Securitization (2005) (7)
Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk (1999) (7)
Valuation and performance of firms in complex ownership structures: An application to Korean chaebols* (2007) (7)
Lighting Up the Dark: Liquidity in the German Corporate Bond Market (2018) (7)
The Term Structure of Interest-Rate Futures Prices (1999) (7)
Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan (2018) (7)
The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims (1996) (6)
Capital Market Equilibrium and Corporate Financial Decisions (1980) (6)
How do Informed Investors Trade in the Options Market? (2016) (6)
What Drives Liquidity in the Chinese Credit Bond Markets? (2020) (6)
Options on stock indices and options on futures (1989) (6)
Pricing and hedging interest rate options: Evidence from capfloor markets (2005) (6)
Low-Latency Trading and Price Discovery Without Trading: Evidence from The Tokyo Stock Exchange in the Pre-Opening Period and the Opening Batch Auction (2016) (6)
Idiosyncratic risk, sharing rules, and the theory of risk bearing (1992) (6)
Security Design with Status Concerns (2020) (5)
A Two Factor No-Arbitrage Model of the Term Structure of Interest Rates (1996) (5)
The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model (2001) (5)
Incremental Risk Vulnerability (2005) (5)
Uncertain inflation, exchange rates, and bond yields (1981) (5)
Arbitrage Restrictions and Multi-Factor Models of the Term Structure of Interest Rates (1998) (5)
INTRA-EQUILIBRIUM AND INTER-EQUILIBRIUM ANALYSIS IN CAPITAL MARKET THEORY: A CLARIFICATION (1977) (5)
Private Placements, Regulatory Restrictions and Firm Value: Theory and Evidence from the Indian Market (2010) (5)
The Valuation of American-Style Swaptions in a Two-Factor Spot-Futures Model1 (1999) (5)
Corona and financial stability 2.0: Act jointly now, but also think about tomorrow (2020) (4)
Attention triggers and investors’ risk-taking (2021) (4)
How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities (2021) (4)
Optimal Timing of Inventory Decisions with Price Uncertainty (2017) (4)
The Size of Background Risk and the Theory of Risk Bearing (1994) (4)
Coming Early to the Party: High Frequency Traders in the Pre-Opening Phase and the Opening Auction of NYSE Euronext Paris (2017) (4)
Credit Default Swaps Around the World (2020) (4)
Interest Rate Option Markets: The Role of Liquidity in Volatility Smiles (2004) (3)
Paying for Market Liquidity: Competition and Incentives (2019) (3)
Why are Options Expensive? (1998) (3)
Non-Standard Errors (2021) (3)
Scarcity and Spotlight Effects on Term Structure: Quantitative Easing in Japan (2017) (3)
Theory and Evidence ... You Talkin ’ to Me ? : Using Internet Buzz as an Early Predictor of Movie Box Office (2009) (3)
The Transmission of Swap Spreads and Volatilities in the International Swap Markets (2002) (3)
Coming Early to the Party (2017) (3)
The International Linkage of Interest Rate Swap Spreads: The Yen-Dollar Markets (2000) (3)
Arbitrage Pricing Theory: The Way Forward (1985) (2)
Designated Market Makers: Competition and Incentives (2020) (2)
Back to Basics : The Impact of Financial Leverage on Asset Pricing (2008) (2)
The Linkage between Primary and Secondary Markets for Eurozone Sovereign Debt : Free Flow or Bottleneck ? (2019) (2)
Center for Financial Studies (2014) (2)
Liquidity Effects and Volatility Smiles in Interest Rate Option Markets (2003) (2)
The Controversy Over Executive Compensation (2004) (2)
An Arbitrage-Free Two-Factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach (1998) (1)
Financial Risk and Derivatives (1996) (1)
Policy Interventions and Liquidity in Segmented Chinese Credit Bond Markets (2020) (1)
Sourcing Strategies for Online Retail Marketplaces (2017) (1)
Quantitative Easing , Scarcity , and Spotlight Effects on Liquidity in the Government Bond Market (2017) (1)
Coupon Effects and the Pricing of Japanese Government Bonds (1998) (1)
Chapter 7: Executive Summary (2009) (1)
Informed options strategies before corporate events (2022) (1)
When Does Strategic Debt Service Matter ? 1 Viral (2002) (1)
Asset Prices and the Level of Background Risk (2001) (1)
The Effects of Macroeconomic Data Surprises on Implied Volatility By (2013) (1)
Private Placements to Owner-Managers: Theory and Evidence (2012) (1)
THE FACTORS DRIVING EMPLOYEE SALARIES: DETERMINING THEIR WEIGHTS ACROSS INDUSTRIES (2012) (1)
Are Corporate Spin-os Prone to Insider Trading? Preliminary Draft (2014) (1)
LIQUIDITY AND PORTFOLIO MANAGEMENT: AN INTRA-DAY ANALYSIS (2011) (1)
Clientele Effects in Sovereign Bonds: Evidence from the Malaysian Cash and Repo Markets (2019) (0)
Does the Hand that Silences Only Fuel the Fire ? A Study of the Relationship between State Ownership of the Media and Quality of Governance (2013) (0)
Can Preferential Allotments Mitigate the UnderInvestment Problem in Emerging Markets ? Theory and Evidence * (2015) (0)
Who Buys and Who Sells Options: The Role of Options in a General Equilibrium Model with Background Risk (1994) (0)
The valuation of American options on bonds 1 Earlier versions of this paper have been presented at t (1997) (0)
The Influence of User-Generated Content On Brand Perception (2013) (0)
Pricing and Risks of China ’ s Local Government Bond Market (2016) (0)
Financial risk and derivatives : a special issue of the Geneva papers on risk and insurance theory (1996) (0)
Uncertainty in the oil and gas Exploratory Process: A Framework for Analysis and Econometric Estimation (2015) (0)
Theory and Evidence..... Patterns of Success: A Study on the Return on Education for Underrepresented Minorities by (2015) (0)
The CFS Working Paper Series (2014) (0)
Determining Optimal Capital Allocation to Microfinance Institutions (2013) (0)
Corporate Governance : The Lessons of Democracy Can Democracy Increase Profitability ? (2013) (0)
Understanding the Effectiveness of Trailers , Teasers , and Television Spots in Marketing Movies (2013) (0)
The Influence of Retirement on the Living Arrangements of the Old People in China : Evidence from the CHARLS Survey Data (2019) (0)
Securities Markets in a Competitive Age (2009) (0)
The Term Structure of Interest-Rate Future Prices (1999) (0)
Why Employers Discriminate Against Applicants with Disabilities by Paul Hwang An honors thesis submitted in partial fulfillment of the requirements for the degree of Bachelor of Science Undergraduate College (2019) (0)
SAFE Working Paper No. 235 (2021) (0)
The Reaction of Stock Market Indexes to COVID-19 Infections and Its Variations Across Industries by (2021) (0)
Credit Default Swaps , Debt Financing and Corporate Liquidity Management (2015) (0)
Background Risk and Trading in a Full-Information Rational Expectations Economy (2012) (0)
An Empirical Study on Cryptocurrency Market in Hong Kong: Can Website Ratings Predict the Success of Initial Coin Offerings? by (2021) (0)
Hedging the World : Assessing the Performance of Dynamically Hedged Long-Short Equity Investments 1 (2009) (0)
The Stock Market and Corporate Investment : The Real Effects of Mispricing (2005) (0)
An Analysis of Competitive Stimuli from School Choice Reform and the Resulting Implications on Public Education Outcome Measures (2013) (0)
Management & Organizational Theory in (2013) (0)
Reply to Srinivasan (1989) (0)
The Drivers and Pricing of Liquidity in Interest Rate Option Markets (2005) (0)
CMS-09 1 TRADING AGENTS AND LIQUIDITY RISK (2009) (0)
Security Transaction Tax and Its Impact On Trading Volume and Return Volatility : A Stock-Level Approach (2017) (0)
The public investment decision under uncertainty : a mean variance synthesis (1982) (0)
18. Regulating OTC Derivatives (2013) (0)
Foreign Clientele Effects in Malaysian Sovereign Bond Markets (2018) (0)
Does Poverty Stifle Dreams? Parental Aspirations for Children’s Education (2019) (0)
The Nature of Companies who Filed Chapter 22 and 33 – Analyzing Post Emergence Success through the Distress Predictor Model (2013) (0)
LDC debt rescheduling: calculating who gains, who loses (1988) (0)
Losing the Label: Exploring A New Model for Emerging Musical Artists by Jay Cohen An honors thesis submitted in partial fulfillment of the requirements for the degree of Bachelor of Science Undergraduate College (2011) (0)
Are Corporate Spin-os (2015) (0)
Inside the Oil Market : The Relationship Between Commercial Trading Activity and Subsequent Price Movements (2011) (0)
The Relationship between Systematic Risk Proportion and the Slope of the Implied Volatility Curve (2006) (0)
Higher Education and Economic Growth in China by (2017) (0)
Building a Global Asian Fashion Brand (2013) (0)
Why Do Interest Rate Options Smile? (2006) (0)
An Empirical Study Regards the Bank Level Systemic Risk and Wealth Management Products in China by Tiange (2017) (0)
A Dynamic Model of the Regulated Firm Under Uncertainty (2015) (0)
The Optimum Structure of Public Prices Under Conditions of Risk (2015) (0)
Liquidity and the Development of Robust Corporate Bond Markets (2015) (0)
The European Monetary Union Crisis : Intervention , Contagion , & Country-Specific Risk (2011) (0)
Trust and Its Formal Substitutes in Economic Life (2011) (0)
China ’ s Cross-border Mergers and Acquisitions : SOE vs (0)
Incremental Risk Vulnerability 1 (2003) (0)
Notes on Multiperiod Valuation and the Pricing of Options: A Comment (1984) (0)
Dealer Inventory and the Linkage between Primary and Secondary Markets for Eurozone Sovereign Debt (2019) (0)
A New Four-Factor Model for Pricing China’s Small Stocks by (2021) (0)
Evaluating the Risk of a Currency Swap: A Methodology Based onMultivariate-Bionomial Approximation (1998) (0)
The RAND Corporation The Optimality of a Competitive Stock Market Author ( s ) : (2010) (0)
Theory and Evidence.. The Quality of Public Information: Does it affect the predictive power of analysts’ recommendations? by (2013) (0)
Anchor Retailers and their Connection to Mall REIT Returns (2013) (0)
ICICI Bank and the Issue of Long Term Bonds (2016) (0)
Paying Attention ∗ (2019) (0)
Sovereign Issuers, Incentives and Liquidity: The Case of the Danish Sovereign Bond Market (2022) (0)
A Look at Teaching Styles : Exploring the Roots of Innovative Entrepreneurship in Israel and China (2011) (0)
Option Greeks, Insider Trading, and the Heinz Acquisition (2021) (0)
ePubWU Institutional Repository (2019) (0)
An Evaluation of Investor Sentiment Measures (2011) (0)
“Stale Prices and Strategies for Trading Mutual Funds”: Authors' Response (2003) (0)
Corruption and FDI in China : inseparable issues or distinct entities ? (2013) (0)
China and the Impact of COVID-19 on Asian Stock Markets (2022) (0)
Theory and Evidence How do the different types of rating announcements affect equity prices ? (2013) (0)

This paper list is powered by the following services:

Other Resources About Marti G. Subrahmanyam

en.wikipedia.org

What Schools Are Affiliated With Marti G. Subrahmanyam?

Marti G. Subrahmanyam is affiliated with the following schools:

Marti G. Subrahmanyam's Academic­Influence.com Rankings

Why Is Marti G. Subrahmanyam Influential?

Marti G. Subrahmanyam's Published Works

Published Works

Other Resources About Marti G. Subrahmanyam

What Schools Are Affiliated With Marti G. Subrahmanyam?

Marti G. Subrahmanyam's AcademicInfluence.com Rankings