Michael J. Brennan

Finance · 2000–2019

A researcher in the Science corpus: 13 papers; trusts 11 researchers and is trusted by 42 researchers here, as inferred from the citation graph.

Subfields

Whom Michael J. Brennan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Eugene F. Fama
  2. R. C. Merton
  3. Qiang Dai
  4. Kenneth R. French
  5. Yihong Xia
  6. Franklin Allen
  7. Kenneth J. Singleton
  8. G. Duffee
  9. Michael W. Brandt
  10. Doron Avramov

Who trusts Michael J. Brennan overall

  1. Lin Peng
  2. Suleyman Basak
  3. Pavel Savor
  4. Claus Munk
  5. Alexander David
  6. Lars Peter Hansen
  7. Jessica A. Wachter
  8. Lucio Sarno
  9. Ľuboš Pástor
  10. David A. Hirshleifer

Papers from Michael J. Brennan's perspective

Ordered by how strongly the researchers Michael J. Brennan trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  2. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  3. Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
  4. Consumption, aggregate wealth and expected stock returns
  5. Stock Return Predictability and Model Uncertainty
  6. Spurious Regressions in Financial Economics
  7. Term Structure Dynamics in Theory and Reality
  8. Portfolio Selection and Asset Pricing Models
  9. The Pricing of Options and Corporate Liabilities
  10. Greener Pastures and the Impact of Dynamic Institutional Preferences

Their papers