| Market imperfections, capital market equilibrium and corporation finance RC Stapleton, MG Subrahmanyam The Journal of Finance 32 (2), 307-319, 1977 | 403 | 1977 |
| Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises N Friewald, R Jankowitsch, MG Subrahmanyam Managing and Measuring Risk: Emerging Global Standards and Regulations After …, 2013 | 402 | 2013 |
| 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 | 389 | 1996 |
| 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 | 331 | 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 | 281 | 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 | 247 | 2008 |
| A simple formula to compute the implied standard deviation M Brenner, MG Subrahmanyan Financial Analysts Journal 44 (5), 80-83, 1988 | 216 | 1988 |
| Credit default swaps–A survey P Augustin, MG Subrahmanyam, DY Tang, SQ Wang Foundations and Trends® in Finance 9 (1-2), 1-196, 2014 | 207 | 2014 |
| Liquidity and arbitrage in the market for credit risk A Nashikkar, MG Subrahmanyam, S Mahanti Journal of Financial and Quantitative Analysis, 627-656, 2011 | 191* | 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, 1265-1289, 2009 | 191 | 2009 |
| 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 | 184 | 2011 |
| 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 | 173 | 1998 |
| Systematic Risk and the Theory of the Firm MG Subrahmanyam, SB Thomadakis The Quarterly Journal of Economics 94 (3), 437-451, 1980 | 159 | 1980 |
| 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 | 158 | 1989 |
| 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 | 143 | 2014 |
| The valuation of multivariate contingent claims in discrete time models RC Stapleton, MG Subrahmanyam The Journal of Finance 39 (1), 207-228, 1984 | 141 | 1984 |
| A multiperiod equilibrium asset pricing model RC Stapleton, MG Subrahmanyam Econometrica: Journal of the Econometric Society, 1077-1096, 1978 | 134 | 1978 |
| 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 | 131* | 2010 |
| A simple algorithm for optimal portfolio selection with fixed transaction costs NR Patel, MG Subrahmanyam Management Science 28 (3), 303-314, 1982 | 114 | 1982 |
| A tale of two prices: Liquidity and asset prices in multiple markets JSP Chan, D Hong, MG Subrahmanyam Journal of Banking & Finance 32 (6), 947-960, 2008 | 105 | 2008 |
