M
Marti G. Subrahmanyam
Researcher at New York University
Publications - 210
Citations - 8295
Marti G. Subrahmanyam is an academic researcher from New York University. The author has contributed to research in topics: Market liquidity & Credit risk. The author has an hindex of 52, co-authored 202 publications receiving 7641 citations. Previous affiliations of Marti G. Subrahmanyam include New York University Shanghai & Indian Institute of Management Ahmedabad.
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The structure and formation of business groups: Evidence from Korean Chaebols*
TL;DR: In this paper, the determinants of business groups' ownership structure using a unique dataset of Korean chaebols, and a set of new metrics of group ownership structure were studied, and it was shown that controlling families optimally design the ownership structure of the group in a manner that is consistent with theory.
Book
Credit Default Swaps: A Survey
TL;DR: In this article, a survey of the literature on credit default swaps (CDS) is presented, with a focus on the role of fundamental credit risk factors, liquidity and counterparty risk.
Journal ArticleDOI
On the Volatility and Comovement of U.S. Financial Markets Around Macroeconomic News Announcements
TL;DR: In this article, the authors study the short-term anticipation and response of U.S. stock, Treasury, and corporate bond markets to the first release of surprise macroeconomic information and find that both the process of price formation in each financial markets and their interaction appear to be driven by fundamentals.
Posted Content
Latent Liquidity: A New Measure of Liquidity, with an Application Corporate Bonds
TL;DR: In this article, the authors present a new measure of liquidity known as "latent liquidity" and apply it to a unique corporate bond database, defined as the weighted average turnover of investors who hold a bond, in which the weights are the fractional investor holdings.