Browsing All of EconStor by Author Subrahmanyam, Marti G.

Jump to a point in the index:
Showing results 1 to 20 of 21
 next >
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 Lighting up the dark: Liquidity in the German corporate bond marketGündüz, Yalin; Ottonello, Giorgio; Pelizzon, Loriana; Schneider, Michael; Subrahmanyam, Marti G.
2018 Central bank-driven mispricingPelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun
2020 The COVID-19 shock and equity shortfall: Firm-level evidence from ItalyCarletti, Elena; Oliviero, Tommaso; Pagano, Marco; Pelizzon, Loriana; Subrahmanyam, Marti G.
2020 Collateral eligibility of corporate debt in the EurosystemPelizzon, Loriana; Riedel, Max; Simon, Zorka; Subrahmanyam, Marti G.
2020 Designated Market Makers: Competition and IncentivesBellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Yuferova, Darya
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.
2020 Corona and financial stability 4.0: Implementing a european pandemic equity fundBoot, Arnoud W. A.; Carletti, Elena; Kotz, Hans-Helmut; Krahnen, Jan Pieter; Pelizzon, Loriana; Subrahmanyam, Marti G.
2020 Corona and financial stability 3.0: Try equity - risk sharing for companies, large and smallBoot, Arnoud W. A.; Carletti, Elena; Kotz, Hans-Helmut; Krahnen, Jan Pieter; Pelizzon, Loriana; Subrahmanyam, Marti G.