Marti G. Subrahmanyam

Finance · 2000–2020

A researcher in the Science corpus: 13 papers; trusts 80 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Marti G. Subrahmanyam trusts overall

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

  1. Francis A. Longstaff
  2. Y. Amihud
  3. Darrell Duffie
  4. V. Acharya
  5. Robert F. Engle
  6. Jens Dick‐Nielsen
  7. Adam B. Ashcraft
  8. Sriketan Mahanti
  9. Amrut J. Nashikkar
  10. Tim Bollerslev

Who trusts Marti G. Subrahmanyam overall

  1. R. Jankowitsch
  2. N. Friewald
  3. Diego García
  4. Zhiguo He
  5. Patrick Augustin
  6. Abdolreza Nazemi
  7. Craig W. Holden
  8. Amrut J. Nashikkar

Papers from Marti G. Subrahmanyam's perspective

Ordered by how strongly the researchers Marti G. Subrahmanyam trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Explaining the Rate Spread on Corporate Bonds
  2. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
  3. Securities lending, shorting, and pricing
  4. Generalized autoregressive conditional heteroskedasticity
  5. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
  6. Structural Models of Corporate Bond Pricing: An Empirical Analysis
  7. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  8. Corporate Bond Trading Costs: A Peek Behind the Curtain
  9. Latent liquidity: A new measure of liquidity, with an application to corporate bonds ☆
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers