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Brenner, Menachem's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,474 |
Total
Citations
138 |
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1.
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Hedging Volatility Risk
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Brenner, Menachem
New York University (NYU) - Department of Finance Ou, Ernest Y.
Lehman Brothers, New York Zhang, Jin E.
The University of Hong Kong
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Posted:
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13 Jul 02
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Last Revised:
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16 Dec 08
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1,131
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9
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Brenner, Menachem
New York University (NYU) - Department of Finance Ou, Ernest Y.
Lehman Brothers, New York Zhang, Jin E.
The University of Hong Kong
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64
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9
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Straddle, Compound Options, Stochastic Volatility
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Brenner, Menachem
New York University (NYU) - Department of Finance Ou, Ernest Y.
Lehman Brothers, New York Zhang, Jin E.
The University of Hong Kong
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45
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9
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Straddle, Compound Options, Stochastic Volatility
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Brenner, Menachem
New York University (NYU) - Department of Finance Ou, Ernest Y.
Lehman Brothers, New York Zhang, Jin E.
The University of Hong Kong
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1,022
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9
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Straddle, Compound Options, Stochastic Volatility
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2.
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Financial Markets and the Macro Economy
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Brenner, Menachem
New York University (NYU) - Department of Finance Pasquariello, Paolo
University of Michigan - Stephen M. Ross School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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04 Mar 05
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Last Revised:
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23 Dec 08
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714
(15,511)
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2
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Brenner, Menachem
New York University (NYU) - Department of Finance Pasquariello, Paolo
University of Michigan - Stephen M. Ross School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
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65
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2
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Brenner, Menachem
New York University (NYU) - Department of Finance Pasquariello, Paolo
University of Michigan - Stephen M. Ross School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
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94
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2
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Volatility, Comovement, Information, Market Efficiency
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Brenner, Menachem
New York University (NYU) - Department of Finance Pasquariello, Paolo
University of Michigan - Stephen M. Ross School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
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555
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2
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Volatility, comovement, information, market efficiency
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3.
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Altering the Terms of Executive Stock Options
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Brenner, Menachem
New York University (NYU) - Department of Finance Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance Yermack, David
NYU Stern School of Business
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Posted:
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30 Aug 98
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Last Revised:
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07 Nov 08
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638
(18,259)
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78
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Brenner, Menachem
New York University (NYU) - Department of Finance Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance Yermack, David
NYU Stern School of Business
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29
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78
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Brenner, Menachem
New York University (NYU) - Department of Finance Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance Yermack, David
NYU Stern School of Business
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609
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78
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4.
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Brenner, Menachem
New York University (NYU) - Department of Finance Shu, Jinghong
affiliation not provided to SSRN Zhang, Jin E.
The University of Hong Kong
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557
(22,033)
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7
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5.
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Brenner, Menachem
New York University (NYU) - Department of Finance Izhakian, Yehuda (Yud)
New York University (NYU) - Leonard N. Stern School of Business Sade, Orly
Hebrew University of Jerusalem - Department of Finance
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02 Mar 11
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Last Revised:
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07 Mar 11
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551
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1
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Ambiguity Aversion, Familiarity, Overconfidence
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6.
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Brenner, Menachem
New York University (NYU) - Department of Finance Izhakian, Yehuda (Yud)
New York University (NYU) - Leonard N. Stern School of Business
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31 Jan 12
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Last Revised:
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14 Feb 12
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492
(25,977)
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Ambiguity, Knightian uncertainty, Equity premium, Ambiguity measure
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7.
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On Rescissions in Executive Stock Options
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Brenner, Menachem
New York University (NYU) - Department of Finance Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance Yermack, David
NYU Stern School of Business
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Posted:
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27 May 02
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Last Revised:
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23 Dec 08
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321
(44,447)
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4
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Brenner, Menachem
New York University (NYU) - Department of Finance Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance Yermack, David
NYU Stern School of Business
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25
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4
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Brenner, Menachem
New York University (NYU) - Department of Finance Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance Yermack, David
NYU Stern School of Business
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27
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4
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Brenner, Menachem
New York University (NYU) - Department of Finance Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance Yermack, David
NYU Stern School of Business
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269
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4
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rescissions, executive stock options, incentives, valuation, taxes
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8.
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Brenner, Menachem
New York University (NYU) - Department of Finance Izhakian, Yehuda (Yud)
New York University (NYU) - Leonard N. Stern School of Business
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| Posted: |
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28 Jul 12
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Last Revised:
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08 Aug 12
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302
(47,738)
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9.
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Brenner, Menachem
New York University (NYU) - Department of Finance Galai, Dan
Hebrew University of Jerusalem - Jerusalem School of Business Administration Sade, Orly
Hebrew University of Jerusalem - Department of Finance
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196
(76,219)
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Uniform auction, discriminatory auction, treasury bonds, Tbills
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10.
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Brenner, Menachem
New York University (NYU) - Department of Finance sokoler, meir h
affiliation not provided to SSRN
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182
(81,853)
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Derivatives, Monetary Policy, Crawling Band
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11.
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Liquidity and Efficiency in Three Related Foreign Exchange Options Markets
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Versions (2)
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Brenner, Menachem
New York University (NYU) - Department of Finance Schreiber, Ben Z.
Bank of Israel
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Posted:
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17 Jan 07
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Last Revised:
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30 Nov 08
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145
(100,773)
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1
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Brenner, Menachem
New York University (NYU) - Department of Finance Schreiber, Ben Z.
Bank of Israel
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40
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1
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Brenner, Menachem
New York University (NYU) - Department of Finance Schreiber, Ben Z.
Bank of Israel
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105
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1
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Foreign Exchange, Implied Volatility, Liquidity, Bid-Ask Spread
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12.
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Brenner, Menachem
New York University (NYU) - Department of Finance Eldor, Rafi
affiliation not provided to SSRN Hauser, Shmuel
Ben-Gurion University of the Negev - School of Management
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70
(169,179)
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29
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13.
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Brenner, Menachem
New York University (NYU) - Department of Finance Eom, Young Ho
Yonsei University
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64
(177,583)
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7
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Option Pricing, Martingale Pricing, Semi-Nonparametric Method
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14.
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Brenner, Menachem
New York University (NYU) - Department of Finance Galai, Dan
Hebrew University of Jerusalem - Jerusalem School of Business Administration Sade, Orly
Hebrew University of Jerusalem - Department of Finance
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| Posted: |
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03 Nov 08
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Last Revised:
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18 Oct 09
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60
(183,617)
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15.
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Azoulay, Eddy
affiliation not provided to SSRN Brenner, Menachem
New York University (NYU) - Department of Finance Landskroner, Yoram
Hebrew University of Jerusalem - Department of Finance and Banking
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51
(198,445)
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16.
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Brenner, Menachem
New York University (NYU) - Department of Finance Galai, Dan
Hebrew University of Jerusalem - Jerusalem School of Business Administration Sade, Orly
Hebrew University of Jerusalem - Department of Finance
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Uniform auction, Discriminatory auction, Treasury bonds, T-bills
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