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Brennan, Michael J.
 SSRN Author Rank: 1,691 by Downloads
 Associate Director Univ. Dvlmt-Corp & Foundation Rel
 

University of California, Los Angeles (UCLA) - Finance Area


 Los Angeles, CA 90095-1481
 United States
 310-825 3587 (Phone)
 310-206 8419 (Fax)
 email address

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. Brennan, Michael J.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,817		 Total
Citations
440
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Wang, Ashley
Federal Reserve Board
Xia (deceased), Yihong
University of California, Los Angeles (Deceased)
Posted:
17 Aug 01
1,599
(4,208) 		12
2.   Incl. Electronic Paper
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Xia (deceased), Yihong
University of California, Los Angeles (Deceased)
Posted:
13 Dec 00
Last Revised:
18 Jun 08
1,169
(7,230) 		78
3.   Incl. Electronic Paper
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Xia (deceased), Yihong
University of California, Los Angeles (Deceased)
Posted:
17 Oct 00
Last Revised:
27 May 08
857
(11,976) 		32
4.   Incl. Electronic Paper
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Hein, Julia
University of Konstanz - Department of Economics
Poon, Ser-Huang
University of Manchester - Business School
Posted:
25 Mar 08
Last Revised:
21 Oct 09
795
(13,437) 		12
5.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Huh, Sahn-Wook
State University of New York at Buffalo
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
08 Jun 11
Last Revised:
04 Apr 12
569
(21,712) 		2
6.  
Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing | Show Abstract | Download |
AFA 2003 Washington, DC Meetings; 5th Annual Texas Finance Festival
Working Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Wang, Ashley
Federal Reserve Board
Xia (deceased), Yihong
University of California, Los Angeles (Deceased)
Posted:
13 Oct 02
568
(21,770) 		88
7.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Li, Feifei
Research Affiliates, LLC
Posted:
19 Mar 08
508
(25,271) 		49
8.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Wang, Ashley
Federal Reserve Board
Posted:
10 Jul 06
491
(26,389) 		3
9.  
Sell-Order Illiquidity and the Cross-Section of Expected Stock Returns | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming
Accepted Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Tong, Qing
Singapore Management University - School of Business
Posted:
05 May 09
Last Revised:
08 Mar 12
437
(30,760) 		8
10.  
Risk and Valuation Under an Intertemporal Capital Asset Pricing Model | Show Abstract | Download |
Rodney L. White Center for Financial Research Working Paper No. 09-03
Working Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Xia (deceased), Yihong
University of California, Los Angeles (Deceased)
Posted:
21 Jul 03
414
(33,004) 		12
11.   Incl. Electronic Paper
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Cao, H. Henry
University of North Carolina (UNC) at Chapel Hill - Finance Area
Posted:
17 Oct 95
Last Revised:
02 Sep 99
393
(35,214) 		43
12.  
Option Pricing Kernels and the ICAPM | Show Abstract | Download |
EFA 2006 Zurich Meetings
Working Paper Series
Liu, Xiaoquan
Essex Business School
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Xia (deceased), Yihong
University of California, Los Angeles (Deceased)
Posted:
19 Jul 06
332
(43,253) 		5
13.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Wang, Ashley
Federal Reserve Board
Posted:
19 Aug 08
Last Revised:
19 Feb 09
321
(45,009) 		11
14.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Jain, Ravi
National University of Singapore
Posted:
17 Mar 08
300
(48,741) 		3
15.  
International Capital Markets and Foreign Exchange Risk | Show Abstract | Download |
AFA 2005 Philadelphia Meetings
Working Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Xia (deceased), Yihong
University of California, Los Angeles (Deceased)
Posted:
30 Dec 04
296
(49,528) 		24
16.   Incl. Electronic Paper
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Xia (deceased), Yihong
University of California, Los Angeles (Deceased)
Posted:
02 Jun 01
Last Revised:
27 May 08
236
(63,688) 		44
17.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Kraft, Holger
Goethe University Frankfurt
Posted:
11 Oct 12
193
(78,283) 		 
18.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Zhang, Yuzhao
Oklahoma State University - Stillwater - Department of Finance
Posted:
02 Feb 11
Last Revised:
02 Oct 12
109
(128,486) 		4
19.  
Taylor, Alex P.
Manchester Business School
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
19 Mar 11
98
(138,463) 		3
20.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Huh, Sahn-Wook
State University of New York at Buffalo
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
12 Jan 13
Last Revised:
25 May 13
91
(145,507) 		 
21.  
How Did It Happen? | Show Abstract | Download |
Economic Notes, Vol. 33, No. 1, pp. 3-22, February 2004
Accepted Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
03 Jul 04
39
(224,194) 		5
22.  
Agency and Institutional Investment | Show Abstract | Download |
European Financial Management, Vol. 18, Issue 1, pp. 1-27, 2012
Accepted Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Cheng, Xiaolong
University of California, Los Angeles (UCLA) - Anderson School of Management
Li, Feifei
Research Affiliates, LLC
Posted:
31 Dec 11
2
(339,165) 		2
23.  
Convertible Bonds: Tests of a Financial Signalling Model | Show Abstract |
London Business School Institute of Finance and Accounting Working Paper 187
Working Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Her, C.
affiliation not provided to SSRN
Posted:
15 Oct 00
 
24.  
Market Microstructure and Asset Pricing: On the Compensation for Market Illiquidity in Stock Returns | Show Abstract |
London Business School Institute of Finance and Accounting Working Paper 190
Working Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
06 Sep 99
 
25.  
Investment Analysis and Price Formation in Securities Markets | Show Abstract |
London Business School Institute of Finance and Accounting Working Paper 188
Working Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
02 Sep 99
 
26.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
27 Dec 98
 
27.  
Underpricing, Ownership and Control In Initial Public Offerings Of Equity Securities In the UK | Show Abstract |
London Business School Institute of Finance and Accounting Working Paper 209-1995
Working Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Franks, Julian R.
London Business School
Posted:
25 Aug 98
 
28.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
11 May 98
 
29.  
The Determinants of Average Trade Size | Show Abstract |
Journal of Business, Vol. 71 No. 1, January 1998
Accepted Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
20 Apr 98
 
30.  
International Portfolio Equity Flows | Show Abstract |
Journal of Finance, Vol 52 No. 4, December 1997
Accepted Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Cao, H. Henry
University of North Carolina (UNC) at Chapel Hill - Finance Area
Posted:
12 Apr 98
 
31.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Cao, H. Henry
University of North Carolina (UNC) at Chapel Hill - Finance Area
Posted:
07 May 97
 

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