Menachem Brenner

2.5k citations
67 papers · 1.7k indexed · h-index 24

Impact in

  • Finance top 0.5%
    • Financial Markets and Investment Strategies
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Capital Investment and Risk Analysis
  • Accounting top 2%
    • Corporate Finance and Governance

Papers in

    • Financial Markets and Investment Strategies 39
    • Stochastic processes and financial applications 19
    • Capital Investment and Risk Analysis 15
    • Financial Risk and Volatility Modeling 11
    • Monetary Policy and Economic Impact 14

Menachem Brenner

61 papers receiving 1.5k citations

Peers

Menachem Brenner
Comparison fields: 5 of 69
  • Finance 1.4k
  • Accounting 432
  • Economics and Econometrics 846
  • General Economics, Econometrics and Finance 249
  • General Decision Sciences 34
Replace Fernando Zapatero with:
Fernando Zapatero United States
Grant McQueen United States
Larry J. Merville United States
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Douglas T. Breeden United States
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Citations per field
00.5×1.6×
Fernando Zapatero · 1×
Citations per year

Countries citing papers authored by Menachem Brenner

Since Specialization
Citations

This map shows the geographic impact of Menachem Brenner's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Menachem Brenner with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Menachem Brenner more than expected).

Fields of papers citing papers by Menachem Brenner

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Menachem Brenner. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Menachem Brenner. The network helps show where Menachem Brenner may publish in the future.

Co-authorship network

The 25 scholars most cited alongside Menachem Brenner, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Menachem Brenner Line = papers co-authored together Menachem Brenner links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20223
2 202010
3
Pricing Systematic Ambiguity in Capital Markets
20126
4
Asset Prices and Ambiguity
20112
5
Sovereign Debt Auctions: Uniform or Discriminatory?
20091
6 2009126
7 200944
8
The Market for Volatility Trading; VIX Futures
20072
9
Inflation Targeting and Exchange Rate Regimes; Evidence from the Financial Markets
20061
10 20060
11 20029
12
No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property
199716
13 19964
14 1988115
15 198434
16 198310
17 197916
18 197913
19 197826
20 197748

About Menachem Brenner

Menachem Brenner is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, General Decision Sciences and Accounting, having authored 67 papers that have together received 1.7k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (39 papers), Stochastic processes and financial applications (19 papers), Capital Investment and Risk Analysis (15 papers), Monetary Policy and Economic Impact (14 papers), Market Dynamics and Volatility (14 papers), Corporate Finance and Governance (12 papers), Financial Risk and Volatility Modeling (11 papers) and Economic theories and models (8 papers). The work is most often cited by research in Finance (1.4k citations), Accounting (432 citations), Economics and Econometrics (846 citations), General Economics, Econometrics and Finance (249 citations) and General Decision Sciences (34 citations). Menachem Brenner has collaborated with scholars based in United States, Israel and Canada. Frequent co-authors include Marti G. Subrahmanyam, Dan Galai, Yehuda Izhakian, Jin E. Zhang, Seymour Smidt, Paolo Pasquariello, Patrick Augustin, Jun Uno, Jinghong Shu and Edward I. Altman. Their work appears in journals such as The Journal of Finance, Journal of Financial and Quantitative Analysis, Financial Analysts Journal, The Journal of Business and Journal of Banking & Finance.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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