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Subrahmanyam, Marti G.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
18,632 |
Total
Citations
428 |
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1.
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An Analytical Approach to the Valuation of American Path-Dependent Options
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Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Gao, Bin
University of North Carolina (UNC) at Chapel Hill - Finance Area Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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23 Jan 97
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Last Revised:
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07 Apr 09
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1,695
(3,759)
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2
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Gao, Bin
University of North Carolina (UNC) at Chapel Hill - Finance Area Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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55
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2
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Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Gao, Bin
University of North Carolina (UNC) at Chapel Hill - Finance Area Subrahmanyam, Marti G.
New York University - Stern School of Business
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1,640
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2
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2.
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The Term Structure of Interest-Rate Futures Prices
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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13 Dec 99
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Last Revised:
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07 Nov 08
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861
(11,731)
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6
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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32
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6
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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42
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6
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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787
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6
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3.
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Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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839
(12,237)
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13
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Interest rate options, interest rate caps/floors, term structure of interest rates, hedging
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4.
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Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt
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Acharya, Viral V.
New York University - Leonard N. Stern School of Business Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
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Posted:
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30 Mar 00
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Last Revised:
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23 Dec 08
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836
(12,298)
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5
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Acharya, Viral V.
New York University - Leonard N. Stern School of Business Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
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56
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5
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Acharya, Viral V.
New York University - Leonard N. Stern School of Business Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
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33
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5
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Acharya, Viral V.
New York University - Leonard N. Stern School of Business Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
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747
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5.
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An Examination of the Static and Dynamic Performance of Interest Rate Option Pricing Models in the Dollar Cap-Floor Markets
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Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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19 Mar 01
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Last Revised:
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01 Apr 09
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797
(13,228)
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5
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Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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50
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5
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Interest rate options, interest rate caps/floors, term structure of interest rates
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Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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277
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5
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Interest rate options, interest rate caps/floors, term structure of interest rates
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Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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50
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5
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Interest rate options, interest rate caps/floors, term structure of interest rates
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Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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420
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5
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6.
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Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises
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Friewald, Nils
Vienna University of Economics and Business Jankowitsch, Rainer
Vienna University of Economics and Business Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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16 Jun 09
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Last Revised:
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16 Feb 12
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776
(13,767)
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9
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Friewald, Nils
Vienna University of Economics and Business Jankowitsch, Rainer
Vienna University of Economics and Business Subrahmanyam, Marti G.
New York University - Stern School of Business
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87
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9
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Friewald, Nils
Vienna University of Economics and Business Jankowitsch, Rainer
Vienna University of Economics and Business Subrahmanyam, Marti G.
New York University - Stern School of Business
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| Posted: |
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08 Sep 09
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Last Revised:
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16 Mar 10
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151
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9
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liquidity, corporate bonds, financial crises, OTC markets
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Friewald, Nils
Vienna University of Economics and Business Jankowitsch, Rainer
Vienna University of Economics and Business Subrahmanyam, Marti G.
New York University - Stern School of Business
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| Posted: |
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16 Jun 09
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Last Revised:
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17 Mar 10
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538
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9
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Liquidity, Corporate Bonds, Financial Crises, OTC Markets
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7.
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The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model
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Peterson, Sandra
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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04 Jul 01
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Last Revised:
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23 Dec 08
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775
(13,825)
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3
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Peterson, Sandra
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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84
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2
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Peterson, Sandra
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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27
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2
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Peterson, Sandra
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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664
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3
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8.
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Deuskar, Prachi
University of Illinois at Urbana-Champaign Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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| Posted: |
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05 Dec 05
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Last Revised:
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20 Aug 10
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752
(14,425)
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4
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Liquidity, interest rate options, euro interest rate markets, Euribor market, OTC options markets
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9.
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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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716
(15,517)
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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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557
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2
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Volatility, comovement, information, market efficiency
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10.
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Price Dispersion in OTC Markets: A New Measure of Liquidity
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Jankowitsch, Rainer
Vienna University of Economics and Business Nashikkar, Amrut J.
New York University (NYU) - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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04 Mar 08
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Last Revised:
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16 Feb 12
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690
(16,337)
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7
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Subrahmanyam, Marti G.
New York University - Stern School of Business Nashikkar, Amrut J.
New York University (NYU) - Department of Finance Jankowitsch, Rainer
Vienna University of Economics and Business
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121
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7
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Jankowitsch, Rainer
Vienna University of Economics and Business Nashikkar, Amrut J.
New York University (NYU) - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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| Posted: |
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04 Mar 08
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Last Revised:
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10 Apr 08
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569
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7
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liquidity, corporate bonds, market microstructure, OTC markets
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11.
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Credit Risk and the Yen Interest Rate Swap Market
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Versions (4)
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Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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19 May 00
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Last Revised:
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17 Feb 09
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645
(17,989)
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7
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Eom, Young Ho
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Uno, Jun
Waseda University
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37
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7
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Credit Risk, Japanese Government Bonds Market, Swap Pricing
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Eom, Young Ho
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Uno, Jun
Waseda University
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30
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7
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Credit Risk, Japenese Goverment Bonds Market, Swap Pricing
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Eom, Young Ho
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Uno, Jun
Waseda University
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42
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7
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Credit Risk, Japanase Government Bonds market, Swap Pricing
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Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
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536
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7
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12.
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Margin Rules, Informed Trading in Derivatives and Price Dynamics
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John, Kose
New York University (NYU) - Department of Finance Koticha, Apoorva
New York University (NYU) Narayanan, Ranga
Case Western Reserve University - Weatherhead School of Management Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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07 Aug 03
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Last Revised:
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16 Dec 08
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592
(18,725)
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14
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John, Kose
New York University (NYU) - Department of Finance Koticha, Apoorva
New York University (NYU) Narayanan, Ranga
Case Western Reserve University - Weatherhead School of Management Subrahmanyam, Marti G.
New York University - Stern School of Business
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26
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14
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John, Kose
New York University (NYU) - Department of Finance Koticha, Apoorva
New York University (NYU) Narayanan, Ranga
Case Western Reserve University - Weatherhead School of Management Subrahmanyam, Marti G.
New York University - Stern School of Business
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25
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14
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John, Kose
New York University (NYU) - Department of Finance Koticha, Apoorva
New York University (NYU) Subrahmanyam, Marti G.
New York University - Stern School of Business Narayanan, Ranga
Case Western Reserve University - Weatherhead School of Management
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541
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14
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13.
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Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk
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Subrahmanyam, Marti G.
New York University - Stern School of Business Tang, Dragon Yongjun
University of Hong Kong - School of Economics and Finance Wang, Sarah Qian
University of Warwick
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Posted:
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24 Dec 11
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Last Revised:
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22 Dec 12
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556
(22,222)
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5
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Subrahmanyam, Marti G.
New York University - Stern School of Business Tang, Dragon Yongjun
University of Hong Kong - School of Economics and Finance Wang, Sarah Qian
University of Warwick
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187
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5
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Credit Default Swaps, Credit Risk, Bankruptcy, Empty Creditor
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Subrahmanyam, Marti G.
New York University - Stern School of Business Tang, Dragon Yongjun
University of Hong Kong - School of Economics and Finance Wang, Sarah Qian
University of Hong Kong - School of Economics and Finance
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| Posted: |
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13 Jan 12
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Last Revised:
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24 Feb 12
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163
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5
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Subrahmanyam, Marti G.
New York University - Stern School of Business Tang, Dragon Yongjun
University of Hong Kong - School of Economics and Finance Wang, Sarah Qian
University of Hong Kong - School of Economics and Finance
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| Posted: |
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24 Dec 11
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Last Revised:
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24 Feb 12
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206
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5
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Credit default swap, bankruptcy risk, empty creditor, restructuring
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14.
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Market Incompleteness and Super Value Additivity: Implications for Securitization
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Versions (2)
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Gaur, Vishal
Cornell University - Samuel Curtis Johnson Graduate School of Management Seshadri, Sridhar
University of Texas at Austin - Red McCombs School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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07 Dec 03
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Last Revised:
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21 Jan 09
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510
(24,870)
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5
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Gaur, Vishal
Cornell University - Samuel Curtis Johnson Graduate School of Management Seshadri, Sridhar
University of Texas at Austin - Red McCombs School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
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44
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5
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Gaur, Vishal
Cornell University - Samuel Curtis Johnson Graduate School of Management Seshadri, Sridhar
University of Texas at Austin - Red McCombs School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
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466
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5
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Incomplete Markets, Valuation and Spanning, Securitization
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15.
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Latent Liquidity and Corporate Bond Yield Spreads
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Show Abstracts |
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Nashikkar, Amrut J.
New York University (NYU) - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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03 Nov 08
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Last Revised:
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24 Nov 08
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503
(25,315)
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10
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Nashikkar, Amrut J.
New York University (NYU) - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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131
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10
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Nashikkar, Amrut J.
New York University (NYU) - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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372
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10
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Corporate Bonds, Credit Risk, Credit Default Swaps, Basis, Liquidity, Latent Liquidity
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16.
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Peterson, Sandra
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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499
(25,573)
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17.
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P. Chan, Justin S.
Singapore Management University - School of Business Hong, Dong
Singapore Management University Subrahmanyam, Marti G.
New York University - Stern School of Business
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476
(27,197)
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8
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American Depositary Receipts (ADRs), dual listing, liquidity, turnover, premium
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18.
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Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
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475
(27,269)
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1
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interest rate swaps, interest rate swap spreads, relative value, international linkages, credit risk
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19.
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Coupon Effects and the Pricing of Japanese Government Bonds An Empirical Analysis
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Show Abstracts |
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Versions (3)
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Export Bibliographic Info |
|
Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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13 Oct 98
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Last Revised:
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21 Apr 09
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371
(37,405)
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9
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Eom, Young Ho
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Uno, Jun
Waseda University
|
|
63
|
9
|
|
| |
|
| |
Japanese Government Bond Market, Accounting and Tax Effects, Term Structure
|
|
|
|
|
|
|
Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
|
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308
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9
|
|
| |
|
| |
|
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|
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20.
|
|
|
Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
354
(39,570)
|
|
|
| |
|
| |
Interest Rate Swaps, Interest Rate Swap Spreads, Volatility of Swap Spreads, Credit Risk, Transmission of Swap Spreads
|
|
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21.
|
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The Economic Determinants of Interest Rate Option Smiles
|
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|
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Deuskar, Prachi
University of Illinois at Urbana-Champaign Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
Posted:
|
|
12 Apr 07
|
|
Last Revised:
|
|
23 Dec 08
|
|
349
(40,289)
|
6
|
|
|
|
|
Deuskar, Prachi
University of Illinois at Urbana-Champaign Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
61
|
6
|
|
| |
|
| |
|
|
|
|
|
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|
Deuskar, Prachi
University of Illinois at Urbana-Champaign Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
288
|
6
|
|
| |
|
| |
Volatility smiles, interest rate options, euro interest rate markets, Euribor market
|
|
|
|
|
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22.
|
|
The Structure and Formation of Business Groups: Evidence from Korean Chaebols
|
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|
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|
Almeida, Heitor
University of Illinois at Urbana-Champaign Park, Sang Yong
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Wolfenzon, Daniel
Columbia Business School - Finance and Economics
|
|
Posted:
|
|
09 Mar 09
|
|
Last Revised:
|
|
15 Sep 11
|
|
343
(41,155)
|
19
|
|
|
|
|
Almeida, Heitor
University of Illinois at Urbana-Champaign Park, Sang Yong
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Wolfenzon, Daniel
Columbia Business School - Finance and Economics
|
|
18
|
19
|
|
| |
|
| |
|
|
|
|
|
|
|
Almeida, Heitor
University of Illinois at Urbana-Champaign Park, Sang Yong
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Wolfenzon, Daniel
Columbia Business School - Finance and Economics
|
| Posted: |
|
09 Mar 09
|
|
Last Revised:
|
|
15 Sep 11
|
|
325
|
19
|
|
| |
|
| |
Business groups, family firms, firm performance, pyramids, cross-shareholdings, parent company discount
|
|
|
|
|
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23.
|
|
When Does Strategic Debt Service Matter?
|
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|
Acharya, Viral V.
New York University - Leonard N. Stern School of Business Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
|
|
Posted:
|
|
27 May 02
|
|
Last Revised:
|
|
29 Dec 08
|
|
300
(48,212)
|
22
|
|
|
|
|
Acharya, Viral V.
New York University - Leonard N. Stern School of Business Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
|
|
10
|
22
|
|
| |
|
| |
|
|
|
|
|
|
|
Acharya, Viral V.
New York University - Leonard N. Stern School of Business Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
|
|
26
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22
|
|
| |
|
| |
|
|
|
|
|
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|
Acharya, Viral V.
New York University - Leonard N. Stern School of Business Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
|
|
0
|
|
|
| |
|
| |
Strategic debt-service, optimal cash management, liquidity defaults, strategic defaults, yield spreads
|
|
|
|
|
|
|
Acharya, Viral V.
New York University - Leonard N. Stern School of Business Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
|
|
23
|
22
|
|
| |
|
| |
Strategic debt-service, interaction of optionalities, liquidity default, strategic default, cash-management
|
|
|
|
|
|
|
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance Acharya, Viral V.
New York University - Leonard N. Stern School of Business Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
241
|
22
|
|
| |
|
| |
strategic debt-service, interaction of optionalities, liquidity default, strategic default, cash-management
|
|
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|
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24.
|
|
Private Placements, Regulatory Restrictions and Firm Value: Theory and Evidence from the Indian Market
|
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|
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|
Anshuman, V. Ravi
Indian Institute of Management Bangalore Marisetty, Vijaya B.
RMIT University Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
Posted:
|
|
26 Mar 10
|
|
Last Revised:
|
|
08 Aug 12
|
|
270
(54,374)
|
1
|
|
|
|
|
Anshuman, V. Ravi
Indian Institute of Management Bangalore Marisetty, Vijaya B.
RMIT University Subrahmanyam, Marti G.
New York University - Stern School of Business
|
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26
|
1
|
|
| |
|
| |
|
|
|
|
|
|
|
Anshuman, V. Ravi
Indian Institute of Management Bangalore Marisetty, Vijaya B.
RMIT University Subrahmanyam, Marti G.
New York University - Stern School of Business
|
| Posted: |
|
14 Nov 10
|
|
Last Revised:
|
|
08 Aug 12
|
|
47
|
1
|
|
| |
|
| |
|
|
|
|
|
|
|
Subrahmanyam, Marti G.
New York University - Stern School of Business Marisetty, Vijaya B.
RMIT University Anshuman, V. Ravi
Indian Institute of Management Bangalore
|
| Posted: |
|
26 Mar 10
|
|
Last Revised:
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08 Aug 12
|
|
197
|
1
|
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|
| |
Private Placement, Preferential Allotment, Business Groups, Underinvestment
|
|
|
|
|
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25.
|
|
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Subrahmanyam, Marti G.
New York University - Stern School of Business Nashikkar, Amrut J.
New York University (NYU) - Department of Finance Mahanti, Sriketan
State Street Global Markets
|
|
240
(61,867)
|
16
|
|
| |
|
| |
|
|
|
26.
|
|
|
Jankowitsch, Rainer
Vienna University of Economics and Business Nagler, Florian
VGSF (Vienna Graduate School of Finance) Subrahmanyam, Marti G.
New York University - Stern School of Business
|
| Posted: |
|
04 Sep 12
|
|
Last Revised:
|
|
15 Jan 13
|
|
228
(65,682)
|
1
|
|
| |
|
| |
recovery rate, corporate bonds, liquidity
|
|
|
27.
|
|
Securitization and Real Investment in Incomplete Markets
|
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|
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|
Gaur, Vishal
Cornell University - Samuel Curtis Johnson Graduate School of Management Seshadri, Sridhar
University of Texas at Austin - Red McCombs School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
Posted:
|
|
23 Jan 09
|
|
Last Revised:
|
|
16 Feb 12
|
|
225
(66,313)
|
2
|
|
|
|
|
Gaur, Vishal
Cornell University - Samuel Curtis Johnson Graduate School of Management Seshadri, Sridhar
University of Texas at Austin - Red McCombs School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
93
|
2
|
|
| |
|
| |
|
|
|
|
|
|
|
Gaur, Vishal
Cornell University - Samuel Curtis Johnson Graduate School of Management Seshadri, Sridhar
University of Texas at Austin - Red McCombs School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
|
| Posted: |
|
23 Jan 09
|
|
Last Revised:
|
|
14 Apr 09
|
|
132
|
2
|
|
| |
|
| |
|
|
|
|
|
|
28.
|
|
Group Affiliation and the Performance of Initial Public Offerings in the Indian Stock Market
|
Show Abstracts |
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|
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|
Marisetty, Vijaya B.
RMIT University Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
Posted:
|
|
17 Jan 06
|
|
Last Revised:
|
|
06 Dec 08
|
|
206
(60,262)
|
9
|
|
|
|
|
Marisetty, Vijaya B.
RMIT University Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
101
|
9
|
|
| |
|
| |
Initial Public Offering (IPO), underpricing Indian business groups
|
|
|
|
|
|
|
Marisetty, Vijaya B.
RMIT University Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
105
|
9
|
|
| |
|
| |
Initial Public Offering (IPO), Underpricing, Business Groups, Certification, Tunneling
|
|
|
|
|
|
|
Marisetty, Vijaya B.
RMIT University Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
0
|
|
|
| |
|
| |
Initial Public Offering (IPO), underpricing, business groups, certification, tunneling
|
|
|
|
|
|
29.
|
|
|
Eisl, Alexander
Vienna University of Economics and Business Jankowitsch, Rainer
Vienna University of Economics and Business Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
203
(74,086)
|
|
|
| |
|
| |
money markets, Libor, Euribor, manipulation, collusion
|
|
|
30.
|
|
|
P. Chan, Justin S.
Singapore Management University - School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
203
(73,708)
|
10
|
|
| |
|
| |
American Depositary Receipts (ADRs), dual listing, liquidity, turnover
|
|
|
31.
|
|
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps
|
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|
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|
Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
Posted:
|
|
15 Oct 98
|
|
Last Revised:
|
|
20 Apr 09
|
|
187
(79,908)
|
22
|
|
|
|
|
Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
73
|
22
|
|
| |
|
| |
|
|
|
|
|
|
|
Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
114
|
22
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|
| |
|
| |
|
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|
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|
|
Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
32.
|
|
The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity
|
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|
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|
Chacko, George
Harvard Business School Mahanti, Sriketan
State Street Global Markets Mallik, Gaurav
State Street Global Markets Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
Posted:
|
|
03 Nov 08
|
|
Last Revised:
|
|
27 Oct 09
|
|
186
(80,325)
|
5
|
|
|
|
|
Chacko, George
Harvard Business School Mahanti, Sriketan
State Street Global Markets Mallik, Gaurav
State Street Global Markets Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
93
|
5
|
|
| |
|
| |
|
|
|
|
|
|
|
Chacko, George
Harvard Business School Mahanti, Sriketan
State Street Global Markets Malik, Gaurav
affiliation not provided to SSRN Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
93
|
5
|
|
| |
|
| |
|
|
|
|
|
|
33.
|
|
|
Deuskar, Prachi
University of Illinois at Urbana-Champaign Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
147
(99,703)
|
|
|
| |
|
| |
|
|
|
34.
|
|
The Valuation of American Barrier Options using the
Decomposition Technique
|
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|
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|
Gao, Bin
University of North Carolina (UNC) at Chapel Hill - Finance Area Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
Posted:
|
|
08 Feb 01
|
|
Last Revised:
|
|
16 Dec 08
|
|
143
(102,151)
|
6
|
|
|
|
|
Subrahmanyam, Marti G.
New York University - Stern School of Business Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance
|
|
50
|
6
|
|
| |
|
| |
|
|
|
|
|
|
|
Gao, Bin
University of North Carolina (UNC) at Chapel Hill - Finance Area Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
93
|
6
|
|
| |
|
| |
|
|
|
|
|
|
|
Gao, Bin
University of North Carolina (UNC) at Chapel Hill - Finance Area Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
35.
|
|
Group Affiliation and the Performance of Initial Public Offerings in the Indian Stock Market
|
Show Abstracts |
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Versions (2)
|
hide multiple versions |
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|
Subrahmanyam, Marti G.
New York University - Stern School of Business Marisetty, Vijaya B.
RMIT University
|
|
Posted:
|
|
03 Nov 08
|
|
Last Revised:
|
|
15 Mar 09
|
|
133
(108,580)
|
9
|
|
|
|
|
Subrahmanyam, Marti G.
New York University - Stern School of Business Marisetty, Vijaya B.
RMIT University
|
|
81
|
9
|
|
| |
|
| |
|
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|
|
|
|
|
Subrahmanyam, Marti G.
New York University - Stern School of Business Marisetty, Vijaya B.
RMIT University
|
|
52
|
9
|
|
| |
|
| |
Initial Public Offering (IPO), Underpricing, Business Groups, Certification
|
|
|
|
|
|
36.
|
|
The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund Investor
|
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|
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|
Boudoukh, Jacob
Interdisciplinary Center (IDC) - Rothschild Center Richardson, Matthew P.
New York University (NYU) - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
Posted:
|
|
03 Nov 08
|
|
Last Revised:
|
|
15 Dec 08
|
|
127
(113,539)
|
3
|
|
|
|
|
Boudoukh, Jacob
Interdisciplinary Center (IDC) - Rothschild Center Richardson, Matthew P.
New York University (NYU) - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
81
|
3
|
|
| |
|
| |
|
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|
|
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|
Boudoukh, Jacob
Interdisciplinary Center (IDC) - Rothschild Center Richardson, Matthew P.
New York University (NYU) - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Whitelaw, Robert
New York University
|
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46
|
3
|
|
| |
|
| |
|
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|
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|
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37.
|
|
|
Ho, T.S.
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
112
(124,621)
|
1
|
|
| |
|
| |
Correlation Risk, Derivatives, Portfolio Performance, Exchange Risk
|
|
|
38.
|
|
|
Deuskar, Prachi
University of Illinois at Urbana-Champaign Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
103
(132,503)
|
|
|
| |
|
| |
Volatility smiles, liquidity, interest rate options, euro interestrate markets, Euribor market
|
|
|
39.
|
|
An Arbitrage-Free Two-Factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach
|
Show Abstracts |
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|
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|
Subrahmanyam, Marti G.
New York University - Stern School of Business Peterson, Sandra
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
|
|
Posted:
|
|
15 Oct 98
|
|
Last Revised:
|
|
20 Apr 09
|
|
100
(135,253)
|
2
|
|
|
|
|
Subrahmanyam, Marti G.
New York University - Stern School of Business Peterson, Sandra
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
|
|
100
|
2
|
|
| |
|
| |
|
|
|
|
|
|
|
Peterson, Sandra
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
40.
|
|
|
Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
92
|
1
|
|
| |
|
| |
interest rate swaps, interest rate swap spreads, relative value, international linkages, credit risk
|
|
|
41.
|
|
|
Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
89
(146,302)
|
6
|
|
| |
|
| |
|
|
|
42.
|
|
|
Mahanti, Sriketan
State Street Global Markets Nashikkar, Amrut J.
New York University (NYU) - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Chacko, George
Harvard Business School Mallik, Gaurav
State Street Global Markets
|
|
89
(146,302)
|
32
|
|
| |
|
| |
|
|
|
43.
|
|
|
Friewald, Nils
Vienna University of Economics and Business Jankowitsch, Rainer
Vienna University of Economics and Business Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
88
(147,332)
|
1
|
|
| |
|
| |
liquidity, securitized products, OTC markets, transaction costs, transparency
|
|
|
44.
|
|
|
Ho, T.S.
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
76
(161,383)
|
|
|
| |
|
| |
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45.
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Pricing and Hedging American Options: A Recursive Integration Method
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Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Yu, George C
O'Melveny & Myers LLP
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Posted:
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20 Jul 98
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Last Revised:
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16 Oct 12
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75
(162,705)
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31
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Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Yu, George C
O'Melveny & Myers LLP
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75
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31
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Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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46.
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Deuskar, Prachi
University of Illinois at Urbana-Champaign Subrahmanyam, Marti G.
New York University - Stern School of Business
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66
(174,931)
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47.
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Franke, Guntar
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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62
(180,781)
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21
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48.
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Ho, T.S.
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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59
(185,412)
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4
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American Bond Options, Stochastic Interest Rates
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49.
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Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk
|
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|
Franke, Guenter
University of Konstanz - Department of Economics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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20 May 98
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Last Revised:
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13 Apr 09
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50
(200,505)
|
24
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|
Subrahmanyam, Marti G.
New York University - Stern School of Business Franke, Günter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
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15
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24
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Franke, Gunter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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35
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24
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Franke, Guenter
University of Konstanz - Department of Economics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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50.
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Ho, Teng-Suan
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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48
(204,216)
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18
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51.
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Anshuman, V. Ravi
affiliation not provided to SSRN Marisetty, Vijaya B.
RMIT University Subrahmanyam, Marti G.
New York University - Stern School of Business
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41
(217,855)
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52.
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Subrahmanyam, Marti G.
New York University - Stern School of Business Eom, Young Ho
Yonsei University Uno, Jun
Waseda University
|
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36
(228,589)
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2
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| |
Credit Risk, Japanese Government Bonds Market, Swap Pricing
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53.
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The Size of Background Risk and the Theory of Risk Bearing
|
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Versions (2)
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|
Franke, Gunter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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11 Nov 08
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Last Revised:
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16 Dec 08
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32
(238,087)
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Franke, Gunter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
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10
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Franke, Gunter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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22
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Background risk, derived utility, sharing rules
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54.
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Peterson, Sandra
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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30
(243,365)
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55.
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Subrahmanyam, Marti G.
New York University - Stern School of Business Franke, Günter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
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29
(246,109)
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56.
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Ho, T.S.
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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27
(251,969)
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8
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57.
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Franke, Gunter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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26
(255,093)
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1
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58.
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Stapleton, Richard
University of Manchester - Division of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Zeng, Qi
Department of Finance, University of Melbourne
|
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25
(258,216)
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59.
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Franke, G.
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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22
(268,387)
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1
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60.
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
|
19
(278,834)
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2
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61.
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Franke, Gunter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
|
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12
(303,762)
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26
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62.
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Subrahmanyam, Marti G.
New York University - Stern School of Business Franke, Günter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
|
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10
(310,502)
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63.
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Franke, G unter
affiliation not provided to SSRN Stapleton, R.C
affiliation not provided to SSRN Subrahmanyam, Marti G.
New York University - Stern School of Business
|
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6
(322,614)
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1
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64.
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Intermediation and Value Creation in an Incomplete Market: Implications for Securitization
|
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|
Gaur, Vishal
Cornell University - Samuel Curtis Johnson Graduate School of Management Seshadri, Sridhar
University of Texas at Austin - Red McCombs School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
|
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Posted:
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03 Nov 08
|
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Last Revised:
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21 Jan 09
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Gaur, Vishal
Cornell University - Samuel Curtis Johnson Graduate School of Management Seshadri, Sridhar
University of Texas at Austin - Red McCombs School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
|
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0
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Gaur, Vishal
Cornell University - Samuel Curtis Johnson Graduate School of Management Seshadri, Sridhar
University of Texas at Austin - Red McCombs School of Business Subrahmanyam, Marti G.
New York University - Stern School of Business
|
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0
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65.
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Peterson, Sandra
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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66.
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Richardson, Matthew P.
New York University (NYU) - Department of Finance Whitelaw, Robert
New York University Boudoukh, Jacob
Interdisciplinary Center (IDC) - Rothschild Center Subrahmanyam, Marti G.
New York University - Stern School of Business
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Portfolio Management: trading and execution, Portfolio Management: private client focus
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67.
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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68.
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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69.
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Franke, Guenter
University of Konstanz - Department of Economics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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70.
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Franke, Guenter
University of Konstanz - Department of Economics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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71.
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Subrahmanyam, Marti G.
New York University - Stern School of Business
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72.
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The Risk of a Currency Swap: A Multivariate-Binomial Methodology
|
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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13 Jun 97
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Last Revised:
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17 Sep 98
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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73.
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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74.
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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75.
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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76.
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Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance Characteristics
|
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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01 Dec 94
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Last Revised:
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10 Feb 98
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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77.
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Correlation Risk, Cross-Market Derivative Products, and Portfolio Performance
|
Show Abstracts |
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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08 Mar 95
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Last Revised:
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14 Feb 01
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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