Professor of Finance Michael Brennan

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Position: Professor of Finance
Academic unit: Accounting and Finance
 

Biography

Michael Brennan is a professor of finance, having previously held this position at UCLA and London Business School.

A former president of the American Finance Association, he has served as editor of the Journal of Finance and was the founding editor of the Review of Financial Studies. He has consulted extensively for corporations in Canada and the US, and in 1995 he was awarded the INQUIRE Europe prize for his work on corporate hedging strategies.

Research Interests

His research interests include asset pricing, corporate finance, the pricing and role of derivative securities, market microstructure, and the role of information in capital markets. He has published extensively in all of these areas. He is currently working on several issues, including: the problem of asset allocation when investors face time-varying opportunity sets, initial public offerings and the allocation of control rights in the corporation, the determinants of international flows of portfolio investment, the role of convertible securities in corporate finance, and corporate hedging strategies.

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Showing 18 publication(s)

2012

2010

2009

2006

2005

2004

2003

  • Brennan, M., M, J., & Xia, Y. (2003). Risk and Valuation under an Intertemporal Capital Asset Pricing Model. Journal of Business. . Publication link: d7e4ae8e-933b-4262-af82-672ec1aee912

2002

2001

  • Brennan, M. J. (2001). Empirical Corporate Finance Edited Readings: International Library of Critical Readings in Financial Economics (4 volumes). Elgar, Cheltenham.. Publication link: 035236ad-3187-4e07-bf21-99e3d368c3a9

1998

1996

  • Brennan, M., Chordia, T., & Subrahmanyam, A. (1996). Cross-sectional Determinants of Expected Returns. In B. N. Lehmann (Ed.), The legacy of Fischer Black. Oxford University Press. . Publication link: 2c56537d-9498-46df-bf30-9708c27a870b