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D-Index & Metrics

Economics and Finance

D-Index
72
Citations
37431
World Ranking
408
National Ranking
278

Overview

Michael J. Brennan is affiliated with the University of California, Los Angeles in the United States. Their research spans multiple aspects of economics, finance, and social sciences, with a focus on political and economic history, social policy, and financial market dynamics.

Their recent papers cover topics related to financial markets, investment strategies, and policy studies. Key publications include:

  • Option Payoffs, Disagreement and Returns (2021) published in SSRN Electronic Journal
  • Geoff Brennan and Public Policy (2024) published in History of Economics Review
  • Expected returns and risk in the stock market (2023) published in Journal of Empirical Finance
  • A cover is worth a thousand words (2024) published in Device

Michael J. Brennan has collaborated frequently with co-authors such as Yuzhao Zhang and Alex P. Taylor.

Their research has been published in venues including:

  • History of Economics Review
  • SSRN Electronic Journal
  • Journal of Empirical Finance
  • Device

In the area of book publications, they contributed to the work Financial Markets and Corporate Finance (2024), published by Springer International Publishing.

Their primary fields of study include Social Sciences and Economics, Econometrics and Finance. Subfields they have contributed to involve Political Science and International Relations, Finance, Sociology and Political Science, and Economics and Econometrics.

Key topics addressed in their work include:

  • Political and Economic history of UK and US
  • Social Policy and Reform Studies
  • Irish and British Studies
  • Financial Markets and Investment Strategies
  • Financial Risk and Volatility Modeling
  • Market Dynamics and Volatility

Best Publications

  • Evaluating Natural Resource Investments

    Michael J. Brennan;Eduardo S. Schwartz

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

    Michael J. Brennan;Michael J. Brennan;Avanidhar Subrahmanyam

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

    Michael J. Brennan;Michael J. Brennan;Tarun Chordia;Avanidhar Subrahmanyam

  • International Portfolio Investment Flows

    Unknown

  • Investment analysis and price formation in securities markets

    Michael J. Brennan;Michael J. Brennan;Avanidhar Subrahmanyam;Avanidhar Subrahmanyam

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

    M.J. Brennan;J. Franks

  • A continuous time approach to the pricing of bonds

    Michael J. Brennan;Eduardo S. Schwartz

  • Analyzing Convertible Bonds

    Michael J. Brennan;Eduardo S. Schwartz

  • THE VALUATION OF AMERICAN PUT OPTIONS

    Robert C. Merton;Michael J. Brennan;Eduardo S. Schwartz

  • Strategic asset allocation

    Michael J. Brennan;Michael J. Brennan;Eduardo S. Schwartz;Ronald Lagnado

  • Investment Analysis and the Adjustment of Stock Prices to Common Information

    Michael J. Brennan;Narasimhan Jegadeesh;Bhaskaran Swaminathan

  • CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION

    M. J. Brennan;E. S. Schwartz

  • Stock Prices and the Supply of Information

    Michael J. Brennan;Patricia J. Hughes

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

    Michael J Brennan;Edwardo S Schwartz

  • The Supply of Storage

    Unknown

  • Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis

    Michael J. Brennan;Eduardo S. Schwartz

  • The pricing of equity-linked life insurance policies with an asset value guarantee

    Michael J. Brennan;Eduardo S. Schwartz

  • TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY

    Unknown

  • Shareholder Preferences and Dividend Policy

    Michael J. Brennan;Anjan Thakor

  • Shareholder Preferences and Dividend Policy

    Michael J. Brennan;Anjan V. Thakor

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

    Michael J. Brennan;Avanidhar Subrahmanyam;Avanidhar Subrahmanyam

  • An Equilibrium Model of Bond Pricing and a Test of Market Efficiency

    Michael J. Brennan;Eduardo S. Schwartz

  • Dynamic Asset Allocation under Inflation

    Michael J. Brennan;Yihong Xia

  • The Role of Learning in Dynamic Portfolio Decisions

    Michael Brennan

  • MARKET IMPERFECTIONS, CAPITAL MARKET EQUILIBRIUM AND CORPORATION FINANCE

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

  • Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing

    Michael J. Brennan;Ashley W. Wang;Yihong Xia

Frequent Co-Authors

Avanidhar Subrahmanyam
Avanidhar Subrahmanyam University of California, Los Angeles
Eduardo S. Schwartz
Eduardo S. Schwartz Simon Fraser University
Tarun Chordia
Tarun Chordia Emory University
Julian R. Franks
Julian R. Franks London Business School
Sanford J. Grossman
Sanford J. Grossman University of Pennsylvania
Geert Bekaert
Geert Bekaert Columbia University
James J. Choi
James J. Choi Yale University
Marti G. Subrahmanyam
Marti G. Subrahmanyam New York University
Narasimhan Jegadeesh
Narasimhan Jegadeesh Emory University

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