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Michael Brennan

Global rank #410 99%

Institution: University of California-Los Angeles (UCLA)

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1971

Most Recent: 2012

RePEc ID: pbr614 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 41.56 15.75 0.00 98.87

Publication Statistics

Raw Publications 48
Coauthorship-Adjusted Count 57.56

Publications (48)

Year Article Journal Tier Authors
2012 Sell-order liquidity and the cross-section of expected stock returns Journal of Financial Economics A 4
2005 The dynamics of international equity market expectations Journal of Financial Economics A 4
2001 Stock price volatility and equity premium Journal of Monetary Economics A 2
2001 Assessing Asset Pricing Anomalies. The Review of Financial Studies A 2
1998 Alternative factor specifications, security characteristics, and the cross-section of expected stock returns Journal of Financial Economics A 3
1997 International Portfolio Investment Flows. Journal of Finance A 2
1997 Strategic asset allocation Journal of Economic Dynamics and Control B 3
1997 Underpricing, ownership and control in initial public offerings of equity securities in the UK Journal of Financial Economics A 2
1996 Market microstructure and asset pricing: On the compensation for illiquidity in stock returns Journal of Financial Economics A 2
1996 Information, Trade, and Derivative Securities. The Review of Financial Studies A 2
1995 Investment analysis and price formation in securities markets Journal of Financial Economics A 2
1993 Brokerage Commission Schedules. Journal of Finance A 2
1993 Investment Analysis and the Adjustment of Stock Prices to Common Information. The Review of Financial Studies A 3
1992 International risk sharing and capital mobility: reply Journal of International Money and Finance B 2
1991 Stock Prices and the Supply of Information. Journal of Finance A 2
1990 Latent Assets. Journal of Finance A 1
1990 Shareholder Preferences and Dividend Policy. Journal of Finance A 2
1989 International risk sharing and capital mobility Journal of International Money and Finance B 2
1988 Stock splits, stock prices, and transaction costs Journal of Financial Economics A 2
1987 Efficient Financing under Asymmetric Information. Journal of Finance A 2
1986 A theory of price limits in futures markets Journal of Financial Economics A 1
1985 On the Geometric Mean Index: A Note Journal of Financial and Quantitative Analysis B 2
1984 Optimal Financial Policy and Firm Valuation. Journal of Finance A 2
1982 Regulation and Corporate Investment Policy. Journal of Finance A 2
1982 An Equilibrium Model of Bond Pricing and a Test of Market Efficiency Journal of Financial and Quantitative Analysis B 2
1981 Empirical Tests of Multi-Factor Pricing Model: Discussion. Journal of Finance A 1
1981 Optimal Portfolio Insurance Journal of Financial and Quantitative Analysis B 2
1980 Conditional Predictions of Bond Prices and Returns. Journal of Finance A 2
1980 Analyzing Convertible Bonds Journal of Financial and Quantitative Analysis B 2
1979 The Pricing of Contingent Claims in Discrete Time Models. Journal of Finance A 1
1979 A continuous time approach to the pricing of bonds Journal of Banking & Finance B 2
1978 Necessary Conditions for Aggregation in Securities Markets Journal of Financial and Quantitative Analysis B 2
1978 Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis Journal of Financial and Quantitative Analysis B 2
1977 The Valuation of American Put Options. Journal of Finance A 2
1977 Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion. Journal of Finance A 2
1977 Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee Journal of Financial and Quantitative Analysis B 2
1977 Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis Journal of Financial and Quantitative Analysis B 2
1977 Savings bonds, retractable bonds and callable bonds Journal of Financial Economics A 2
1976 The Geometry of Separation and Myopia Journal of Financial and Quantitative Analysis B 2
1976 The pricing of equity-linked life insurance policies with an asset value guarantee Journal of Financial Economics A 2
1975 Financial Models of Regulated Firms: Discussion. Journal of Finance A 1
1975 The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results Journal of Financial and Quantitative Analysis B 1
1974 An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment. Journal of Finance A 1
1973 An Approach to the Valuation of Uncertain Income Streams. Journal of Finance A 1
1972 The Value of Perfect Market Forecasts in Portfolio Selection: Discussion. Journal of Finance A 1
1972 Valuation and the Cost of Capital for Regulated Utilities: Comment. Journal of Finance A 1
1971 A Note on Dividend Irrelevance and the Gordon Valuation Model. Journal of Finance A 1
1971 Capital Market Equilibrium with Divergent Borrowing and Lending Rates Journal of Financial and Quantitative Analysis B 1