Concepedia
Statistics
Publications
42
Citations
2.4K
H-Index
25
Active since
1974
Affiliations
New York University(Current)
Hebrew University of Jerusalem
Baruch College
McGill University
Menachem Brenner is an author at New York University specializing in finance, business, and asset pricing.
Top concepts
FinanceBusinessAsset PricingEconomicsFinancial EconomicsManagementOption PricingEmpirical FinanceEconomic AnalysisVolatility Modeling
Publications per year
1974–2021
Asset pricing and ambiguity: Empirical evidence
Menachem Brenner, Yehuda Izhakian · Journal of Financial Economics · 2018 · 198 citations
Empirical Finance, Financial Economics, Asset Pricing +5
A Simple Formula to Compute the Implied Standard Deviation
Menachem Brenner, Marti G. Subrahmanyan · Financial Analysts Journal · 1988 · 197 citations
Implied Standard Deviation, Uncertainty Quantification, Financial Analysts Journal +5
On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements
Menachem Brenner, Paolo Pasquariello, Marti G. Subrahmanyam · Journal of Financial and Quantitative Analysis · 2009 · 181 citations
Empirical Finance, Economics, Volatility Modeling +15
Informed Options Trading Prior to Takeover Announcements: Insider Trading?
Patrick Augustin, Menachem Brenner, Marti G. Subrahmanyam · Management Science · 2019 · 136 citations
Market Microstructure, Mergers And Acquisitions, Market Manipulation +12
The new market for volatility trading
Jin E. Zhang, Jinghong Shu, Menachem Brenner · Journal of Futures Markets · 2010 · 120 citations
Volatility Modeling, Engineering, Vix Futures Volatility +16
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