E-LIB Suche - Ergebnisse für: Brenner, Menachem

1

Informed options strategies before corporate events:

Augustin, Patrick ; Brenner, Menachem ; Grass, Gunnar..
Journal of Financial Markets. 63 (2023) - p. 100766 , 2023

Link: https://doi.org/10.1016/..

2

Asset pricing and ambiguity: Empirical evidence:

Brenner, Menachem ; Izhakian, Yehuda
Journal of Financial Economics. 130 (2018) 3 - p. 503-531 , 2018

Link: https://doi.org/10.1016/..

3

A Special Issue of the International Risk Management Confer..:

Allen, Franklin ; Brenner, Menachem
Review of Finance. 21 (2017) 1 - p. 387-388 , 2017

Link: https://doi.org/10.1093/..

4

Inflation risk premium implied by options:

Azoulay, Eddy ; Brenner, Menachem ; Landskroner, Yoram.
Journal of Economics and Business. 71 (2014) - p. 90-102 , 2014

Link: https://doi.org/10.1016/..

5

The new market for volatility trading:

Zhang, Jin E. ; Shu, Jinghong ; Brenner, Menachem
Journal of Futures Markets. 30 (2010) 9 - p. 809-833 , 2010

Link: https://doi.org/10.1002/..

6

Derivatives ‐ The Ultimate Financial Innovation:

Acharya, Viral V. ; Brenner, Menachem ; Engle, Robert..
Financial Markets, Institutions & Instruments. 18 (2009) 2 - p. 166-167 , 2009

Link: https://doi.org/10.1111/..

7

On the Volatility and Comovement of U.S. Financial Markets ..:

Brenner, Menachem ; Pasquariello, Paolo ; Subrahmanyam, Marti
Journal of Financial and Quantitative Analysis. 44 (2009) 6 - p. 1265-1289 , 2009

Link: https://doi.org/10.1017/..

8

Inflation Targeting and Exchange Rate Regimes: Evidence fro..:

Brenner, Menachem ; Sokoler, Meir
Review of Finance. 14 (2009) 2 - p. 295-311 , 2009

Link: https://doi.org/10.1093/..

9

On the Volatility and Comovement of U.S. Financial Markets ..:

Brenner, Menachem ; Pasquariello, Paolo ; Subrahmanyam, Marti
The Journal of Financial and Quantitative Analysis. 44 (2009) 6 - p. 1265-1289 , 2009

Link: https://www.jstor.org/st..

10

Short Selling:

Brenner, Menachem ; Subrahmanyam, Marti G.
Financial Markets, Institutions & Instruments. 18 (2009) 2 - p. 171-172 , 2009

Link: https://doi.org/10.1111/..

11

Sovereign debt auctions: Uniform or discriminatory?:

Brenner, Menachem ; Galai, Dan ; Sade, Orly
Journal of Monetary Economics. 56 (2009) 2 - p. 267-274 , 2009

Link: https://doi.org/10.1016/..

12

Hedging volatility risk:

Brenner, Menachem ; Ou, Ernest Y. ; Zhang, Jin E.
Journal of Banking & Finance. 30 (2006) 3 - p. 811-821 , 2006

Link: https://doi.org/10.1016/..

13

On Rescissions in Executive Stock Options*:

Sundaram, Rangarajan K. ; Brenner, Menachem ; Yermack, David
The Journal of Business. 78 (2005) 5 - p. 1809-1836 , 2005

Link: https://www.jstor.org/st..

14

The Price of Options Illiquidity:

Brenner, Menachem ; Eldor, Rafi ; Hauser, Shmuel
The Journal of Finance. 56 (2001) 2 - p. 789-805 , 2001

Link: https://www.jstor.org/st..

15

The Price of Options Illiquidity:

Brenner, Menachem ; Eldor, Rafi ; Hauser, Shmuel
The Journal of Finance. 56 (2001) 2 - p. 789-805 , 2001

Link: https://doi.org/10.1111/..