Browsing All of EconStor by Author Subrahmanyam, Marti G.

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Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
1992 Idiosyncratic risk, sharing rules, and the theory of risk bearingFranke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G.
1995 Who buys and who sells options: The role and pricing of options in an economy with background riskFranke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G.
1999 When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.Franke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G.
2000 Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background RiskFranke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G.
2005 Incremental risk vulnerabilityFranke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G.
2014 Credit default swaps and corporate cash holdingsSubrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, Sarah Qian
2014 To disclose or not to disclose: Transparency and liquidity in the structured product marketFriewald, Nils; Jankowitsch, Rainer; Subrahmanyam, Marti G.
2015 Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun
2016 How do insiders trade?Augustin, Patrick; Brenner, Menachem; Grass, Gunnar; Subrahmanyam, Marti G.
2016 Why do investors buy sovereign default insurance?Augustin, Patrick; Sokolovski, Valeri; Subrahmanyam, Marti G.
2017 Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periodsBellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Uno, Jun; Yuferova, Darya
2018 Can central banks boost corporate investment: Evidence from the ECB liquidity injectionsDaetz, Stine Louise; Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, Sarah Qian
2018 Central bank-driven mispricingPelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun
2018 Lighting up the dark: Liquidity in the German corporate bond marketGündüz, Yalin; Ottonello, Giorgio; Pelizzon, Loriana; Schneider, Michael; Subrahmanyam, Marti G.
2019 Paying for market liquidity: Competition and incentivesBellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Yuferova, Darya
2020 The Coronavirus and financial stabilityBoot, Arnoud W. A.; Carletti, Elena; Haselmann, Rainer; Kotz, Hans-Helmut; Krahnen, Jan Pieter; Pelizzon, Loriana; Schaefer, Stephen M.; Subrahmanyam, Marti G.
2020 Corona and financial stability 2.0: Act jointly now, but also think about tomorrowBoot, Arnoud W. A.; Carletti, Elena; Kotz, Hans-Helmut; Krahnen, Jan Pieter; Pelizzon, Loriana; Subrahmanyam, Marti G.