Michael J. Brennan

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name Citations Publications World Ranking National Ranking

Economics and Finance D-index 39 Citations 15,281 107 World Ranking 1399 National Ranking 866

Market microstructure and asset pricing: On the compensation for illiquidity in stock returns

Michael J. Brennan;Michael J. Brennan;Avanidhar Subrahmanyam.
Journal of Financial Economics (1996)

2343 Citations

Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1

Michael J. Brennan;Michael J. Brennan;Tarun Chordia;Avanidhar Subrahmanyam.
Journal of Financial Economics (1998)

2020 Citations

Underpricing, ownership and control in initial public offerings of equity securities in the UK

M.J. Brennan;J. Franks.
Journal of Financial Economics (1997)

1051 Citations

Strategic asset allocation

Michael J. Brennan;Michael J. Brennan;Eduardo S. Schwartz;Ronald Lagnado.
Journal of Economic Dynamics and Control (1997)

894 Citations

Stock Prices and the Supply of Information

Michael J. Brennan;Patricia J. Hughes.
Journal of Finance (1991)

813 Citations

Investment Analysis and the Adjustment of Stock Prices to Common Information

Michael J. Brennan;Narasimhan Jegadeesh;Bhaskaran Swaminathan.
Review of Financial Studies (1993)

807 Citations

Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure

Michael J Brennan;Edwardo S Schwartz.
The Journal of Business (1978)

802 Citations

Market Microstructure and Asset Pricing: On the Compensation for Market Illiquidity in Stock Returns

Michael J. Brennan;Avanidhar Subrahmanyam;Avanidhar Subrahmanyam.
Social Science Research Network (1999)

565 Citations

The Role of Learning in Dynamic Portfolio Decisions

Michael Brennan.
Review of Finance (1998)

481 Citations

Dynamic Asset Allocation under Inflation

Michael J. Brennan;Yihong Xia.
Journal of Finance (2002)

459 Citations

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