Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
Evaluating Natural Resource Investments
19851.6k citationsMichael J. Brennan, Eduardo S. SchwartzThe Journal of Businessprofile →
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
19961.2k citationsMichael J. Brennan, Avanidhar Subrahmanyamprofile →
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1We are especially grateful to Eugene Fama (a referee), an anonymous referee and Bill Schwert (the editor) for insightful and constructive suggestions. We also thank Wayne Ferson, Ken French, Will Goetzmann, Craig Holden, Ravi Jagannathan, Bob Jennings, Bruce Lehmann, Josef Lakonishok, Richard Roll, participants at the 1997 Meetings of the Western Finance Association, the 1997 UCLA/USC/UC Irvine conference, the November 1997 Asset Pricing Meeting of the National Bureau of Economic Research, the Atlanta Forum, and seminars at Columbia, Indiana, Florida, New York, Tulane, and Yale Universities; Eugene Fama and Ken French for providing part of the data used in this study; and Christoph Schenzler for excellent programming assistance. The second author acknowledges support from the Dean's Fund for Research and the Financial Markets Research Center at Vanderbilt University. We are responsible for remaining errors. This paper was formerly titled `A Re-Examination of Security Return Anomalies'.1
1998984 citationsMichael J. Brennan, Avanidhar Subrahmanyam et al.profile →
International Portfolio Investment Flows
1997936 citationsMichael J. Brennan, H. Henry CaoThe Journal of Financeprofile →
Investment analysis and price formation in securities markets
1995596 citationsMichael J. Brennan, Avanidhar Subrahmanyamprofile →
TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY
Countries citing papers authored by Michael J. Brennan
Since
Specialization
Citations
This map shows the geographic impact of Michael J. Brennan'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 Michael J. Brennan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael J. Brennan more than expected).
Fields of papers citing papers by Michael J. Brennan
This network shows the impact of papers produced by Michael J. Brennan. 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 Michael J. Brennan. The network helps show where Michael J. Brennan may publish in the future.
Co-authorship network of co-authors of Michael J. Brennan
This figure shows the co-authorship network connecting the top 25 collaborators of Michael J. Brennan.
A scholar is included among the top collaborators of Michael J. Brennan based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Michael J. Brennan. Michael J. Brennan is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Brennan, Michael J., Xiaolong Cheng, & Feifei Li. (2011). Agency and Institutional Investment. European Financial Management. 18(1). 1–27.28 indexed citations
3.
Sienkiewicz, Joseph, et al.. (2008). Extratropical Cyclones With Hurricane Force Winds. AGU Fall Meeting Abstracts. 2008.
4.
Brennan, Michael J. & Ashley Wang. (2008). The Mispricing Return Premium. SSRN Electronic Journal.12 indexed citations
5.
Brennan, Michael J.. (2004). How Did It Happen. SSRN Electronic Journal.1 indexed citations
6.
Mei, Jianping, Michael A. Moses, Michael J. Brennan, et al.. (2004). Vested Interest and Biased Price Estimates: Evidence from An Auction Market. SSRN Electronic Journal.14 indexed citations
Brennan, Michael J., et al.. (2000). Convertible Bonds: Tests of a Financial Signalling Model. SSRN Electronic Journal.
11.
Brennan, Michael J. & Lenos Trigeorgis. (2000). Project flexibility, agency, and competition : new developments in the theory and application of real options. Oxford University Press eBooks.152 indexed citations
12.
Brennan, Michael J. & Avanidhar Subrahmanyam. (1999). Market Microstructure and Asset Pricing: On the Compensation for Market Illiquidity in Stock Returns. SSRN Electronic Journal.301 indexed citations
13.
Brennan, Michael J. & Avanidhar Subrahmanyam. (1999). Investment Analysis and Price Formation in Securities Markets. SSRN Electronic Journal.77 indexed citations
Brennan, Michael J. & H. Henry Cao. (1998). International Portfolio Equity Flows. SSRN Electronic Journal.10 indexed citations
16.
Brennan, Michael J. & Yihong Xia. (1998). Resolution of a Financial Puzzle. eScholarship (California Digital Library).8 indexed citations
17.
Brennan, Michael J. & Yihong Xia. (1997). Stock Price Volatility, Learning, and the Equity Premium. eScholarship (California Digital Library).11 indexed citations
Solnik, Bruno & Michael J. Brennan. (1989). International Risk Sharing and Capital Flows. Journal of International Money and Finance.3 indexed citations
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.