| Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises N Friewald, R Jankowitsch, MG Subrahmanyam Journal of financial economics 105 (1), 18-36, 2012 | 494 | 2012 |
| Pricing and hedging American options: a recursive integration method J Huang, MG Subrahmanyam, GG Yu The Review of Financial Studies 9 (1), 277-300, 1996 | 435 | 1996 |
| Market imperfections, capital market equilibrium and corporation finance RC Stapleton, MG Subrahmanyam The Journal of Finance 32 (2), 307-319, 1977 | 423 | 1977 |
| The structure and formation of business groups: Evidence from Korean chaebols H Almeida, SY Park, MG Subrahmanyam, D Wolfenzon Journal of Financial Economics 99 (2), 447-475, 2011 | 418 | 2011 |
| Does the tail wag the dog?: The effect of credit default swaps on credit risk MG Subrahmanyam, DY Tang, SQ Wang The Review of Financial Studies 27 (10), 2927-2960, 2014 | 358 | 2014 |
| Latent liquidity: A new measure of liquidity, with an application to corporate bonds S Mahanti, A Nashikkar, M Subrahmanyam, G Chacko, G Mallik Journal of Financial Economics 88 (2), 272-298, 2008 | 280 | 2008 |
| Credit default swaps: A survey P Augustin, MG Subrahmanyam, DY Tang, SQ Wang Foundations and TrendsŪ in Finance 9 (1–2), 1-196, 2014 | 268 | 2014 |
| A simple formula to compute the implied standard deviation M Brenner, MG Subrahmanyan Financial Analysts Journal 44 (5), 80-83, 1988 | 247 | 1988 |
| Price dispersion in OTC markets: A new measure of liquidity R Jankowitsch, A Nashikkar, MG Subrahmanyam Journal of Banking & Finance 35 (2), 343-357, 2011 | 238 | 2011 |
| Liquidity and arbitrage in the market for credit risk A Nashikkar, MG Subrahmanyam, S Mahanti Journal of Financial and Quantitative Analysis 46 (3), 627-656, 2011 | 219 | 2011 |
| On the volatility and comovement of US financial markets around macroeconomic news announcements M Brenner, P Pasquariello, M Subrahmanyam Journal of Financial and quantitative Analysis 44 (6), 1265-1289, 2009 | 207 | 2009 |
| The determinants of recovery rates in the US corporate bond market R Jankowitsch, F Nagler, MG Subrahmanyam Journal of Financial Economics 114 (1), 155-177, 2014 | 203 | 2014 |
| Who buys and who sells options: The role of options in an economy with background risk G Franke, RC Stapleton, MG Subrahmanyam journal of economic theory 82 (1), 89-109, 1998 | 180 | 1998 |
| Informed options trading prior to takeover announcements: Insider trading? P Augustin, M Brenner, MG Subrahmanyam Management Science 65 (12), 5697-5720, 2019 | 178 | 2019 |
| Systematic Risk and the Theory of the Firm MG Subrahmanyam, SB Thomadakis The Quarterly Journal of Economics 94 (3), 437-451, 1980 | 173 | 1980 |
| The COVID-19 shock and equity shortfall: Firm-level evidence from Italy E Carletti, T Oliviero, M Pagano, L Pelizzon, MG Subrahmanyam The Review of Corporate Finance Studies 9 (3), 534-568, 2020 | 160 | 2020 |
| The behavior of prices in the Nikkei spot and futures market M Brenner, MG Subrahmanyam, J Uno Journal of Financial Economics 23 (2), 363-383, 1989 | 160 | 1989 |
| Group affiliation and the performance of IPOs in the Indian stock market VB Marisetty, MG Subrahmanyam Journal of Financial Markets 13 (1), 196-223, 2010 | 156* | 2010 |
| The valuation of multivariate contingent claims in discrete time models RC Stapleton, MG Subrahmanyam The Journal of Finance 39 (1), 207-228, 1984 | 150 | 1984 |
| A multiperiod equilibrium asset pricing model RC Stapleton, MG Subrahmanyam Econometrica: Journal of the Econometric Society, 1077-1096, 1978 | 146 | 1978 |
