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The Effects of Inflation and Taxes on Growth Investments and Replacement Policies.
Brenner, Menachem; Venezia, Itzhak - In: Journal of Finance 38 (1983) 5, pp. 1519-28
Persistent link: https://www.econbiz.de/10005302711
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The Effect of Model Misspecification on Tests of the Efficient Market Hypothesis.
Brenner, Menachem - In: Journal of Finance 32 (1977) 1, pp. 57-66
Persistent link: https://www.econbiz.de/10005302996
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A Simple Model of Non-Stationarity of Systematic Risk.
Brenner, Menachem; Smidt, Seymour - In: Journal of Finance 32 (1977) 4, pp. 1081-92
Persistent link: https://www.econbiz.de/10005303212
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Options on the Spot and Options on Futures.
Brenner, Menachem; Courtadon, Georges; Subrahmanyam, Marti - In: Journal of Finance 40 (1985) 5, pp. 1303-17
Persistent link: https://www.econbiz.de/10005214149
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The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the Market Model.
Brenner, Menachem - In: Journal of Finance 34 (1979) 4, pp. 915-29
Persistent link: https://www.econbiz.de/10005214529
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Intra-Equilibrium and Inter-Equilibrium Analysis in Capital Market Theory: A Clarification.
Brenner, Menachem; Subrahmanyam, Marti G - In: Journal of Finance 32 (1977) 4, pp. 1313-19
Persistent link: https://www.econbiz.de/10005334377
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The Price of Options Illiquidity
Brenner, Menachem - In: Journal of Finance 56 (2001) 2, pp. 789-805
The purpose of this paper is to examine the effect of illiquidity on the value of currency options. We use a unique dataset that allows us to explore this issue in special circumstances where options are issued by a central bank and are not traded prior to maturity. The value of these options is...
Persistent link: https://www.econbiz.de/10005162129