Author Page for Menachem Brenner

Informed Options Trading Prior to M&A Announcements: Insider Trading?

Number of pages: 48 Posted: 26 May 2014 Last Revised: 27 Oct 2015

Patrick Augustin, Menachem Brenner and Marti G. Subrahmanyam

McGill University, New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business

Downloads 2,591 (11,398)

Citation 89

Abstract:

2.

Asset Pricing and Ambiguity: Empirical Evidence

Journal of Financial Economics (JFE), Vol. 130, No. 3, 2018

Number of pages: 57 Posted: 31 Jan 2012 Last Revised: 28 Jan 2020

Menachem Brenner and Yehuda (Yud) Izhakian

New York University (NYU) - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Downloads 2,279 (13,999)

Citation 13

Abstract:

3.

Hedging Volatility Risk

EFA 2002 Berlin Meetings Discussion Paper

Number of pages: 34 Posted: 13 Jul 2002

Menachem Brenner, Ernest Y. Ou and Jin E. Zhang

New York University (NYU) - Department of Finance, Lehman Brothers, New York and University of Otago, Otago Business School, Department of Accountancy and Finance

Downloads 1,288 (33,087)

Citation 1

Abstract:

Hedging Volatility Risk

NYU Working Paper No. FIN-00-057

Number of pages: 31 Posted: 13 Nov 2008

Menachem Brenner, Ernest Y. Ou and Jin E. Zhang

New York University (NYU) - Department of Finance, Lehman Brothers, New York and University of Otago, Otago Business School, Department of Accountancy and Finance

Downloads 113 (514,146)

Citation 2

Abstract:

Hedging Volatility Risk

NYU Working Paper No. S-DRP-01-04

Number of pages: 31 Posted: 07 Nov 2008

Menachem Brenner, Ernest Y. Ou and Jin E. Zhang

New York University (NYU) - Department of Finance, Lehman Brothers, New York and University of Otago, Otago Business School, Department of Accountancy and Finance

Downloads 99 (567,368)

Abstract:

4.

Informed Options Strategies before Corporate Events

CFS Working Paper, No. 541, Journal of Financial Markets, Forthcoming

Number of pages: 71 Posted: 09 Oct 2016 Last Revised: 30 Jan 2023

Patrick Augustin, Menachem Brenner, Gunnar Grass, Piotr Orłowski and Marti G. Subrahmanyam

McGill University, New York University (NYU) - Department of Finance, HEC Montréal, HEC Montréal and New York University (NYU) - Leonard N. Stern School of Business

Downloads 1,260 (34,737)

Citation 7

Abstract:

5.

Financial Markets and the Macro Economy

Downloads 1,061 (44,625)

Citation 6

3

Financial Markets and the Macro Economy

AFA 2007 Chicago Meetings Paper

Number of pages: 49 Posted: 04 Mar 2005

Menachem Brenner, Paolo Pasquariello and Marti G. Subrahmanyam

New York University (NYU) - Department of Finance, University of Michigan, Stephen M. Ross School of Business and New York University (NYU) - Leonard N. Stern School of Business

Downloads 711 (75,664)

Citation 6

Abstract:

Financial Markets and the Macro Economy

NYU Working Paper No. FIN-05-003

Number of pages: 49 Posted: 03 Nov 2008

Menachem Brenner, Paolo Pasquariello and Marti G. Subrahmanyam

New York University (NYU) - Department of Finance, University of Michigan, Stephen M. Ross School of Business and New York University (NYU) - Leonard N. Stern School of Business

Downloads 227 (280,410)

Abstract:

Financial Markets and the Macro Economy

NYU Working Paper No. SC-AM-05-03

Number of pages: 49 Posted: 04 Nov 2008

Menachem Brenner, Paolo Pasquariello and Marti G. Subrahmanyam

New York University (NYU) - Department of Finance, University of Michigan, Stephen M. Ross School of Business and New York University (NYU) - Leonard N. Stern School of Business

Downloads 123 (481,165)

Abstract:

6.

The Market for Volatility Trading; Vix Futures

NYU Working Paper No. FIN-07-003

Number of pages: 30 Posted: 03 Nov 2008

Menachem Brenner, Jinghong Shu and Jin E. Zhang

New York University (NYU) - Department of Finance, affiliation not provided to SSRN and University of Otago, Otago Business School, Department of Accountancy and Finance

Downloads 848 (60,835)

Citation 7

Abstract:

7.

Altering the Terms of Executive Stock Options

Downloads 772 (68,955)

Citation 13

2

Altering the Terms of Executive Stock Options

New York University, Center for Law and Business, Working Paper No. 98-001

Number of pages: 32 Posted: 30 Aug 1998

Menachem Brenner, Rangarajan K. Sundaram and David Yermack

New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business

Downloads 684 (79,472)

Citation 13

Abstract:

Altering the Terms of Executive Stock Options

NYU Working Paper No. FIN-98-010

Number of pages: 38 Posted: 07 Nov 2008

Menachem Brenner, Rangarajan K. Sundaram and David Yermack

New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business

Downloads 88 (612,555)

Abstract:

8.

Ambiguity and Overconfidence

Number of pages: 49 Posted: 02 Mar 2011 Last Revised: 01 Aug 2015

Menachem Brenner, Yehuda (Yud) Izhakian and Orly Sade

New York University (NYU) - Department of Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Hebrew University of Jerusalem - Department of Finance

Downloads 710 (75,804)

Citation 5

Abstract:

Ambiguity and Overconfidence

NYU Working Paper No. 2451/31332

Posted: 26 Jun 2013

Menachem Brenner, Yehuda (Yud) Izhakian and Orly Sade

New York University (NYU) - Department of Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Hebrew University of Jerusalem - Department of Finance

Abstract:

9.

Are Corporate Spin-Offs Prone to Insider Trading?

Number of pages: 41 Posted: 11 Feb 2015 Last Revised: 26 Feb 2020

Patrick Augustin, Menachem Brenner, Jianfeng Hu and Marti G. Subrahmanyam

McGill University, New York University (NYU) - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and New York University (NYU) - Leonard N. Stern School of Business

Downloads 570 (101,771)

Citation 12

Abstract:

10.

On Rescissions in Executive Stock Options

Downloads 481 (125,304)

Citation 2

3

On Rescissions in Executive Stock Options

Number of pages: 31 Posted: 27 May 2002

Menachem Brenner, Rangarajan K. Sundaram and David Yermack

New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business

Downloads 335 (187,572)

Citation 2

Abstract:

On Rescissions in Executive Stock Options

NYU Working Paper No. FIN-02-014

Number of pages: 31 Posted: 03 Nov 2008

Menachem Brenner, Rangarajan K. Sundaram and David Yermack

New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business

Downloads 77 (663,747)

Abstract:

On Rescissions in Executive Stock Options

NYU Working Paper No. S-CG-02-05

Number of pages: 32 Posted: 04 Nov 2008

Menachem Brenner, Rangarajan K. Sundaram and David Yermack

New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business

Downloads 69 (705,753)

Abstract:

11.

Pricing Systematic Ambiguity in Capital Markets

NYU Working Paper No. 2451/31587

Number of pages: 28 Posted: 28 Jul 2012 Last Revised: 10 Sep 2013

Menachem Brenner and Yehuda (Yud) Izhakian

New York University (NYU) - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Downloads 415 (149,232)

Abstract:

12.

Risk and Ambiguity in Turbulent Times

The Quarterly Journal of Finance, Forthcoming, NYU Stern School of Business Forthcoming

Number of pages: 18 Posted: 05 May 2021

Menachem Brenner and Yehuda (Yud) Izhakian

New York University (NYU) - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Downloads 351 (179,848)

Citation 1

Abstract:

13.

Auctioning Sovereign Bonds: A Global Cross-Section Investigation of the Price Mechanism

EFA 2006 Zurich Meetings Paper

Number of pages: 32 Posted: 21 Feb 2007

Menachem Brenner, Dan Galai and Orly Sade

New York University (NYU) - Department of Finance, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Department of Finance

Downloads 300 (212,857)

Abstract:

14.

Inflation Targeting and Exchange Rate Regimes; Evidence from the Financial Markets

NYU Working Paper No. FIN-01-065

Number of pages: 21 Posted: 03 Nov 2008

Menachem Brenner and meir h sokoler

New York University (NYU) - Department of Finance and affiliation not provided to SSRN

Downloads 245 (261,772)

Citation 1

Abstract:

15.

The Price of Options Illiquidity

Downloads 240 (267,093)

Citation 21

2

The Price of Options Illiquidity

NYU Working Paper No. FIN-99-086

Number of pages: 32 Posted: 11 Nov 2008

Menachem Brenner, Rafi Eldor and Shmuel Hauser

New York University (NYU) - Department of Finance, affiliation not provided to SSRN and Ben-Gurion University of the Negev - School of Management

Downloads 143 (426,024)

Citation 8

Abstract:

The Price of Options Illiquidity

Journal of Finance, Vol. 56, No. 2, 2001

Number of pages: 18 Posted: 01 Jan 2014

Menachem Brenner, Rafi (Rafael) Eldor and Shmuel Hauser

New York University (NYU) - Department of Finance, Interdisciplinary Center (IDC) Herzliya - Arison School of Business and Ben-Gurion University of the Negev - School of Management

Downloads 97 (575,266)

Citation 13

Abstract:

16.

Liquidity and Efficiency in Three Related Foreign Exchange Options Markets

Downloads 232 (276,055)

2

Liquidity and Efficiency in Three Related Foreign Exchange Options Markets

Number of pages: 42 Posted: 17 Jan 2007

Menachem Brenner and Ben Z. Schreiber

New York University (NYU) - Department of Finance and Bank of Israel

Downloads 152 (405,042)

Abstract:

Liquidity and Efficiency in Three Related Foreign Exchange Options Markets

NYU Working Paper No. FIN-06-041

Number of pages: 42 Posted: 03 Nov 2008

Menachem Brenner and Ben Z. Schreiber

New York University (NYU) - Department of Finance and Bank of Israel

Downloads 80 (649,209)

Abstract:

17.

Asset Prices and Ambiguity

NYU Working Paper No. 2451/31330

Number of pages: 36 Posted: 26 Jun 2013

Menachem Brenner and Yehuda (Yud) Izhakian

New York University (NYU) - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Downloads 183 (344,791)

Abstract:

18.

No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property

NYU Working Paper No. FIN-98-009

Number of pages: 42 Posted: 07 Nov 2008

Menachem Brenner and Young Ho Eom

New York University (NYU) - Department of Finance and Yonsei University

Downloads 151 (407,086)

Abstract:

19.

Inflation Expectations Derived from Foreign

NYU Working Paper No. FIN-07-001

Number of pages: 24 Posted: 03 Nov 2008

Eddy Azoulay, Menachem Brenner and Yoram Landskroner

affiliation not provided to SSRN, New York University (NYU) - Department of Finance and Hebrew University of Jerusalem - Department of Finance and Banking

Downloads 106 (535,452)

Abstract:

20.

Endogenizing Bidder’s Choice in Financial Assets Auctions – An Experimental Investigation

NYU Working Paper No. FIN-07-011

Number of pages: 34 Posted: 03 Nov 2008 Last Revised: 18 Oct 2009

Menachem Brenner, Dan Galai and Orly Sade

New York University (NYU) - Department of Finance, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Department of Finance

Downloads 92 (589,021)

Abstract:

21.

Option Greeks, Insider Trading, and the Heinz Acquisition

Darden Case No. UVA-F-1978

Number of pages: 11 Posted: 21 Oct 2021 Last Revised: 10 Nov 2021

Davide Tomio, Patrick Augustin, Menachem Brenner and Marti G. Subrahmanyam

Darden School of Business, McGill University, New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business

Downloads 11 (1,219,573)

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Abstract:

22.

Sovereign Debt Auctions: Uniform or Discriminatory?

Journal of Monetary Economics, Vol. 56, No. 2, 2009

Posted: 28 Apr 2009

Menachem Brenner, Dan Galai and Orly Sade

New York University (NYU) - Department of Finance, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Department of Finance

Menachem Brenner

New York University (NYU) - Department of Finance

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Scholarly Papers (22)

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Option Greeks, Insider Trading, and the Heinz Acquisition

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