Michael Brennan
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Michael |
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Brennan |
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Affiliations
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University of California-Los Angeles (UCLA)
/ Anderson Graduate School of Management
Research profile
author of:
- A Note on Dividend Irrelevance and the Gordon Valuation Model (RePEc:bla:jfinan:v:26:y:1971:i:5:p:1115-22)
by Brennan, Michael - The Value of Perfect Market Forecasts in Portfolio Selection: Discussion (RePEc:bla:jfinan:v:27:y:1972:i:2:p:395-98)
by Brennan, Michael J - Valuation and the Cost of Capital for Regulated Utilities: Comment (RePEc:bla:jfinan:v:27:y:1972:i:5:p:1147-49)
by Brennan, Michael J - An Approach to the Valuation of Uncertain Income Streams (RePEc:bla:jfinan:v:28:y:1973:i:3:p:661-74)
by Brennan, Michael J - An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment (RePEc:bla:jfinan:v:29:y:1974:i:1:p:258-59)
by Brennan, M J - Financial Models of Regulated Firms: Discussion (RePEc:bla:jfinan:v:30:y:1975:i:2:p:446-47)
by Brennan, Michael J - The Valuation of American Put Options (RePEc:bla:jfinan:v:32:y:1977:i:2:p:449-62)
by Brennan, Michael J & Schwartz, Eduardo S - Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion (RePEc:bla:jfinan:v:32:y:1977:i:5:p:1699-1715)
by Brennan, M J & Schwartz, Eduardo S - The Pricing of Contingent Claims in Discrete Time Models (RePEc:bla:jfinan:v:34:y:1979:i:1:p:53-68)
by Brennan, M J - Conditional Predictions of Bond Prices and Returns (RePEc:bla:jfinan:v:35:y:1980:i:2:p:405-17)
by Brennan, Michael J & Schwartz, Eduardo S - Empirical Tests of Multi-Factor Pricing Model: Discussion (RePEc:bla:jfinan:v:36:y:1981:i:2:p:352-53)
by Brennan, M J - Regulation and Corporate Investment Policy (RePEc:bla:jfinan:v:37:y:1982:i:2:p:289-300)
by Brennan, Michael J & Schwartz, Eduardo S - Optimal Financial Policy and Firm Valuation (RePEc:bla:jfinan:v:39:y:1984:i:3:p:593-607)
by Brennan, Michael J & Schwartz, Eduardo S - Efficient Financing under Asymmetric Information (RePEc:bla:jfinan:v:42:y:1987:i:5:p:1225-43)
by Brennan, Michael J & Kraus, Alan - Latent Assets (RePEc:bla:jfinan:v:45:y:1990:i:3:p:709-30)
by Brennan, Michael J - Shareholder Preferences and Dividend Policy (RePEc:bla:jfinan:v:45:y:1990:i:4:p:993-1018)
by Brennan, Michael J & Thakor, Anjan V - Stock Prices and the Supply of Information (RePEc:bla:jfinan:v:46:y:1991:i:5:p:1665-91)
by Brennan, Michael J & Hughes, Patricia J - Brokerage Commission Schedules (RePEc:bla:jfinan:v:48:y:1993:i:4:p:1379-1402)
by Brennan, Michael J & Chordia, Tarun - International Portfolio Investment Flows (RePEc:bla:jfinan:v:52:y:1997:i:5:p:1851-80)
by Brennan, Michael J & Cao, H Henry - How Did It Happen? (RePEc:cdl:anderf:qt1047x6kv)
by Brennan, Michael J - Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing (RePEc:cdl:anderf:qt20r0j5t8)
by Brennan, Michael & Wang, Ashley W & Xia, Yihong - Assessing Assets Pricing Anomalies (RePEc:cdl:anderf:qt3jx02532)
by Brennan, Michael J. & Xia, Yihong - Stock Price Volatility, Learning, and the Equity Premium (RePEc:cdl:anderf:qt3zw2w634)
by Brennan, Michael & Xia, Yihong - Option Pricing Kernels and the ICAPM (RePEc:cdl:anderf:qt4d90p8ss)
by Brennan, Michael J & LIU, XIAOQUAN & Xia, Yihong - Agency and Asset Pricing (RePEc:cdl:anderf:qt53k014sd)
by Brennan, Michael J. - Dollar Cost Averaging (RePEc:cdl:anderf:qt53p0r65q)
by Brennan, Michael J & Li, Feifei & Torous, Walt - Convertible Bonds: Test of a Financial Signalling Model (RePEc:cdl:anderf:qt53r645wn)
by Brennan, Michael J. & Her, Constance - International Capital Markets and Foreign Exchange Risk (RePEc:cdl:anderf:qt53z0s29k)
by Brennan, Michael J. & Xia, Yihong - Resolution of a Financial Puzzle (RePEc:cdl:anderf:qt5497w2bh)
by Brennan, Michael J. & Xia, Yihong - Contributing Shares (RePEc:cdl:anderf:qt6342f7bm)
by Brennan, Michael J. & Dunlop, Ian - The Dynamics of International Equity Market Expectations (RePEc:cdl:anderf:qt88t154b5)
by Brennan, Michael J. & Cao, H. Henry & Strong, Norman & Xu, Xinzhong - The Role of Learning in Dynamic Portfolio Decisions” (RePEc:cdl:anderf:qt8js8x85g)
by Brennan, Michael - Dynamic Asset Allocation under Inflation (RePEc:cdl:anderf:qt8p95456t)
by Brennan, Michael J. & Xia, Yihong - Risk and Valuation Under an Intertemporal (RePEc:cdl:anderf:qt98x741b1)
by Brennan, Michael J. & Xia, Yihong - Underpricing, Ownership and Control in Initial Public Offerings of Equity Securities in the UK (RePEc:cpr:ceprdp:1211)
by Brennan, Michael J & Franks, Julian R - The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results (RePEc:cup:jfinqa:v:10:y:1975:i:03:p:483-496_01)
by Brennan, M. J. - The Geometry of Separation and Myopia (RePEc:cup:jfinqa:v:11:y:1976:i:02:p:171-193_02)
by Brennan, M. J. & Kraus, A. - Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee (RePEc:cup:jfinqa:v:12:y:1977:i:04:p:651-652_02)
by Brennan, Michael J. & Schwartz, Eduardo S. - Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis (RePEc:cup:jfinqa:v:12:y:1977:i:04:p:659-659_02)
by Brennan, Michael J. & Schwartz, Eduardo S. - Necessary Conditions for Aggregation in Securities Markets (RePEc:cup:jfinqa:v:13:y:1978:i:03:p:407-418_00)
by Brennan, M. J. & Kraus, Alan - Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis (RePEc:cup:jfinqa:v:13:y:1978:i:03:p:461-474_00)
by Brennan, Michael J. & Schwartz, Eduardo S. - Analyzing Convertible Bonds (RePEc:cup:jfinqa:v:15:y:1980:i:04:p:907-929_01)
by Brennan, Michael J. & Schwartz, Eduardo S. - Optimal Portfolio Insurance (RePEc:cup:jfinqa:v:16:y:1981:i:03:p:279-300_00)
by Brennan, M.J. & Solanki, R. - An Equilibrium Model of Bond Pricing and a Test of Market Efficiency (RePEc:cup:jfinqa:v:17:y:1982:i:03:p:301-329_01)
by Brennan, Michael J. & Schwartz, Eduardo S. - On the Geometric Mean Index: A Note (RePEc:cup:jfinqa:v:20:y:1985:i:01:p:119-122_01)
by Brennan, Michael J. & Schwartz, Eduardo S. - Capital Market Equilibrium with Divergent Borrowing and Lending Rates (RePEc:cup:jfinqa:v:6:y:1971:i:05:p:1197-1205_02)
by Brennan, M. J. - Strategic asset allocation (RePEc:eee:dyncon:v:21:y:1997:i:8-9:p:1377-1403)
by Brennan, Michael J. & Schwartz, Eduardo S. & Lagnado, Ronald - Corporate investment policy (RePEc:eee:finchp:1-03)
by Brennan, Michael J. - tay's as good as cay (RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14)
by Brennan, Michael J. & Xia, Yihong - A continuous time approach to the pricing of bonds (RePEc:eee:jbfina:v:3:y:1979:i:2:p:133-155)
by Brennan, Michael J. & Schwartz, Eduardo S. - Sell-order liquidity and the cross-section of expected stock returns (RePEc:eee:jfinec:v:105:y:2012:i:3:p:523-541)
by Brennan, Michael J. & Chordia, Tarun & Subrahmanyam, Avanidhar & Tong, Qing - A theory of price limits in futures markets (RePEc:eee:jfinec:v:16:y:1986:i:2:p:213-233)
by Brennan, Michael J. - Stock splits, stock prices, and transaction costs (RePEc:eee:jfinec:v:22:y:1988:i:1:p:83-101)
by Brennan, Michael J. & Copeland, Thomas E. - Investment analysis and price formation in securities markets (RePEc:eee:jfinec:v:38:y:1995:i:3:p:361-381)
by Brennan, Michael J. & Subrahmanyam, Avanidhar - The pricing of equity-linked life insurance policies with an asset value guarantee (RePEc:eee:jfinec:v:3:y:1976:i:3:p:195-213)
by Brennan, Michael J. & Schwartz, Eduardo S. - Market microstructure and asset pricing: On the compensation for illiquidity in stock returns (RePEc:eee:jfinec:v:41:y:1996:i:3:p:441-464)
by Brennan, Michael J. & Subrahmanyam, Avanidhar - Underpricing, ownership and control in initial public offerings of equity securities in the UK (RePEc:eee:jfinec:v:45:y:1997:i:3:p:391-413)
by Brennan, M. J. & Franks, J. - Alternative factor specifications, security characteristics, and the cross-section of expected stock returns (RePEc:eee:jfinec:v:49:y:1998:i:3:p:345-373)
by Brennan, Michael J. & Chordia, Tarun & Subrahmanyam, Avanidhar - Savings bonds, retractable bonds and callable bonds (RePEc:eee:jfinec:v:5:y:1977:i:1:p:67-88)
by Brennan, Michael J. & Schwartz, Eduardo S. - The dynamics of international equity market expectations (RePEc:eee:jfinec:v:77:y:2005:i:2:p:257-288)
by Brennan, Michael J. & Henry Cao, H. & Strong, Norman & Xu, Xinzhong - International risk sharing and capital mobility: reply (RePEc:eee:jimfin:v:11:y:1992:i:1:p:122-123)
by Brennan, M. J. & Solnik, B. - International risk sharing and capital mobility (RePEc:eee:jimfin:v:8:y:1989:i:3:p:359-373)
by Brennan, M. J. & Solnik, B. - Stock price volatility and equity premium (RePEc:eee:moneco:v:47:y:2001:i:2:p:249-283)
by Brennan, Michael J. & Xia, Yihong - Boud Covenants And The Valuation Of Risk Debt: A New Approach (RePEc:fth:colubu:fb-_90-01)
by Brennan, M. & Detemple, J. & Kalay, A. - Dollar Cost Averaging (RePEc:kap:eurfin:v:9:y:2005:i:4:p:509-535)
by Michael Brennan & Feifei Li & Walter Torous - Stock Market Volatility and the Crash (RePEc:nbr:nberbk:gros90-1)
by Sanford Grossman & Michael Brennan - Assessing Asset Pricing Anomalies (RePEc:oup:rfinst:v:14:y:2001:i:4:p:905-42)
by Brennan, Michael J & Xia, Yihong - Investment Analysis and the Adjustment of Stock Prices to Common Information (RePEc:oup:rfinst:v:6:y:1993:i:4:p:799-824)
by Brennan, Michael J & Jegadeesh, Narasimhan & Swaminathan, Bhaskaran - Information, Trade, and Derivative Securities (RePEc:oup:rfinst:v:9:y:1996:i:1:p:163-208)
by Brennan, Michael J & Cao, H Henry - Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure (RePEc:ucp:jnlbus:v:51:y:1978:i:1:p:103-14)
by Brennan, Michael J & Schwartz, Edwardo S - Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee (RePEc:ucp:jnlbus:v:52:y:1979:i:1:p:63-93)
by Brennan, Michael J & Schwartz, Eduardo S - Evaluating Natural Resource Investments (RePEc:ucp:jnlbus:v:58:y:1985:i:2:p:135-57)
by Brennan, Michael J & Schwartz, Eduardo S - Portfolio Insurance and Financial Market Equilibrium (RePEc:ucp:jnlbus:v:62:y:1989:i:4:p:455-72)
by Brennan, Michael J & Schwartz, Eduardo S - Arbitrage in Stock Index Futures (RePEc:ucp:jnlbus:v:63:y:1990:i:1:p:s7-31)
by Brennan, Michael J & Schwartz, Eduardo S - The Determinants of Average Trade Size (RePEc:ucp:jnlbus:v:71:y:1998:i:1:p:1-25)
by Brennan, Michael J & Subrahmanyam, Avanidhar - Financing asset growth (RePEc:zbw:safewp:26)
by Brennan, Michael J. & Kraft, Holger