Concepedia

Marti G. Subrahmanyam

MG

Statistics

Publications

108

Citations

6.6K

H-Index

43

Active since

1974

Affiliations

New York University(Current)

Vienna University of Economics and Business

McGill University

Goethe University Frankfurt

University of Warwick

Marti G. Subrahmanyam is an author at New York University specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsFinancial EconomicsAsset PricingEconomic AnalysisManagementOption PricingEmpirical FinanceCorporate Finance

Publications per year

1974–2024

107

Publications

108

Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises

Nils Friewald, Rainer Jankowitsch, Marti G. Subrahmanyam · Journal of Financial Economics · 2012 · 401 citations

Empirical Finance, Liquidity Risk, Financial System +13

Recent Advances in Corporate Finance.

Colin M. Young, Edward I. Altman, Marti G. Subrahmanyam · The Journal of Finance · 1986 · 399 citations

Finance, Financial Management, Business +5

Pricing and Hedging American Options: A Recursive Integration Method

Jing‐Zhi Huang, Marti G. Subrahmanyam, G. George Yu · Review of Financial Studies · 1996 · 307 citations

Numerical Analysis, Recursive Integration Method, Option Pricing +10

MARKET IMPERFECTIONS, CAPITAL MARKET EQUILIBRIUM AND CORPORATION FINANCE

Michael J. Brennan, Richard C. Stapleton, Marti G. Subrahmanyam · The Journal of Finance · 1977 · 245 citations

Financial Economics, Market Equilibrium, Business +3

Does the Tail Wag the Dog?: The Effect of Credit Default Swaps on Credit Risk

Marti G. Subrahmanyam, Dragon Yongjun Tang, Sarah Qian Wang · Review of Financial Studies · 2014 · 245 citations · Full text

Financial Risk Management, Financial Risk, Credit Risk +16

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