World's Best Scientists 2026 revealed!
Marti G. Subrahmanyam

Marti G. Subrahmanyam

D-Index & Metrics

Economics and Finance

D-Index
55
Citations
10062
World Ranking
1080
National Ranking
665

Overview

Marti G. Subrahmanyam is affiliated with New York University in the United States. Their research spans a range of topics within Economics, Econometrics and Finance, with a particular focus on subfields such as Finance, Accounting, Economics and Econometrics, Management Science and Operations Research, and General Decision Sciences.

The main topics covered in their body of work include:

  • Banking stability, regulation, efficiency
  • Corporate Finance and Governance
  • Financial Markets and Investment Strategies
  • Credit Risk and Financial Regulations
  • Global Financial Crisis and Policies
  • Fiscal Policies and Political Economy
  • Auction Theory and Applications

Subrahmanyam frequently publishes in venues such as:

  • SSRN Electronic Journal
  • Journal of Financial Economics
  • The Review of Corporate Finance Studies
  • Critical Finance Review
  • Production and Operations Management

Recent papers authored by Subrahmanyam include:

  • In sickness and in debt: The COVID-19 impact on sovereign credit risk, 2021, Journal of Financial Economics
  • The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy, 2020, The Review of Corporate Finance Studies
  • Attention triggers and investors' risk-taking, 2021, Journal of Financial Economics
  • Collateral Eligibility of Corporate Debt in the Eurosystem, 2020, SSRN Electronic Journal
  • The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy, 2020, SSRN Electronic Journal

Collaborations have been an integral part of their work, with frequent coauthors including:

  • Loriana Pelizzon
  • Patrick Augustin
  • Davide Tomio
  • Matthias Pelster
  • Mario Bellia

Best Publications

  • The structure and formation of business groups: Evidence from Korean Chaebols*

    Heitor Almeida;Sang Yong Park;Marti G. Subrahmanyam;Daniel Wolfenzon

  • ILLIQUIDITY OR CREDIT DETERIORATION: A STUDY OF LIQUIDITY IN THE US CORPORATE BOND MARKET DURING FINANCIAL CRISES

    Nils Friewald;Rainer Jankowitsch;Marti G. Subrahmanyam

  • Does the tail wag the dog?: : The effect of credit default swaps on credit risk

    Marti G. Subrahmanyam;Dragon Yongjun Tang;Sarah Qian Wang

  • Pricing and Hedging American Options: A Recursive Integration Method

    Jing zhi Huang;Marti G. Subrahmanyam;G. George Yu

  • MARKET IMPERFECTIONS, CAPITAL MARKET EQUILIBRIUM AND CORPORATION FINANCE

    Michael Brennan;R. C. Stapleton;M. G. Subrahmanyam

  • Credit Default Swaps: A Survey

    Patrick Augustin;Marti G. Subrahmanyam;Dragon Yongjun Tang;Sarah Qian Wang

  • Latent liquidity: A new measure of liquidity, with an application to corporate bonds ☆

    Sriketan Mahanti;Amrut Nashikkar;Marti Subrahmanyam;George Chacko

  • Price Dispersion in OTC Markets: A New Measure of Liquidity

    Rainer Jankowitsch;Amrut Nashikkar;Amrut Nashikkar;Marti G. Subrahmanyam

  • Recent Advances in Corporate Finance

    Edward I. Altman;Marti G. Subrahmanyam

  • On the Volatility and Comovement of U.S. Financial Markets Around Macroeconomic News Announcements

    Menachem Brenner;Paolo Pasquariello;Marti Subrahmanyam

  • The determinants of recovery rates in the US corporate bond market

    Rainer Jankowitsch;Florian Nagler;Marti G. Subrahmanyam

  • Systematic Risk and the Theory of the Firm

    Marti G. Subrahmanyam;Stavros B. Thomadakis

  • WHO BUYS AND WHO SELLS OPTIONS : THE ROLE OF OPTIONS IN AN ECONOMY WITH BACKGROUND RISK

    Günter Franke;Richard C. Stapleton;Marti G. Subrahmanyam

  • The behavior of prices in the Nikkei spot and futures market

    Menachem Brenner;Menachem Brenner;Marti G Subrahmanyam;Jun Uno

  • Liquidity and Arbitrage in the Market for Credit Risk

    Amrut Nashikkar;Marti G. Subrahmanyam;Sriketan Mahanti

  • The Valuation of Multivariate Contingent Claims in Discrete Time Models

    R. C. Stapleton;M. G. Subrahmanyam

  • Sovereign Credit Risk, Liquidity, and European Central Bank Intervention: Deus ex Machina?

    Loriana Pelizzon;Loriana Pelizzon;Marti G. Subrahmanyam;Davide Tomio;Jun Uno;Jun Uno

  • A Multiperiod Equilibrium Asset Pricing Model

    R. C. Stapleton;M. G. Subrahmanyam

  • A tale of two prices: Liquidity and asset prices in multiple markets

    Justin Sai Pang Chan;Dong Hong;Marti G. Subrahmanyam

  • In sickness and in debt: the COVID-19 impact on sovereign credit risk

    Patrick Augustin;Valeri Sokolovski;Marti G. Subrahmanyam;Davide Tomio

  • Latent Liquidity: A New Measure of Liquidity, with an Application Corporate Bonds

    Sriketan Mahanti;Amrut J. Nashikkar;Marti G. Subrahmanyam;George Chacko

Frequent Co-Authors

Loriana Pelizzon
Loriana Pelizzon Ca Foscari University of Venice
Elena Carletti
Elena Carletti Bocconi University
Matthew Richardson
Matthew Richardson New York University
Viral V. Acharya
Viral V. Acharya New York University
Rangarajan K. Sundaram
Rangarajan K. Sundaram New York University
Heitor Almeida
Heitor Almeida University of Illinois at Urbana-Champaign
Söhnke M. Bartram
Söhnke M. Bartram University of Warwick
Arnoud W. A. Boot
Arnoud W. A. Boot University of Amsterdam
Robert F. Whitelaw
Robert F. Whitelaw New York University
Marco Pagano
Marco Pagano University of Naples Federico II

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

Building a career in Economics and Finance opens diverse opportunities in today's data-driven and global markets. Many students now enhance their expertise with related online degrees that provide flexible study options and expand career choices. For example, an online data analytics masters equips graduates with skills to interpret complex economic data, making them highly sought after by employers in finance and consulting.

Leadership is another critical area for advancement. Enrolling in reputable organizational leadership master's programs helps individuals move into management roles and navigate the challenges of team leadership within financial institutions.

As technology shapes modern finance, professionals are also considering an ms business intelligence to gain advanced knowledge of databases, data mining, and strategic decision-making.

Lastly, for those looking to accelerate their careers without standardized testing hurdles, several online mba no gre options let candidates gain broad business acumen and leadership skills applicable in various sectors, including economics and finance.

Best Scientists Citing Marti G. Subrahmanyam

Trending Scientists