"Altering the Terms of Executive Stock Options," M. Brenner, R. Sundaram, and D. Yermack, Journal of Financial Economics, July 2000, pp. 103-128.
"The Price of Options Illiquidity", M. Brenner, R. Eldor, and S. Hauser, Journal of Finance, April 2001, pp. 789-805.
"The Y2K Enigma ", M. Brenner , M. Crouhy and D. Galai, in RISK MANAGEMENT: The State of the Art, Edited by R. Levich and S. Figlewski , Kluwer Academic Publishers, 2001,pp.111-119.
"The Varying Nature of Volatile Forces", M. Brenner, in MASTERING INVESTMENTS, Edited by J. Pickford, FT Prentice Hall, 2002, pp.224-230.
"On Rescissions in Executive Stock Options", R. Sundaram, M.Brenner and D. Yermack, Journal of Business, September 2005, pp. 1809-1835.
"Sovereign Debt Auctions: Uniform or Discriminatory?", M.Brenner, D.Galai and O.Sade, The Journal of Monetary Economics, March 2009, pp. 267-274.
"On the Volatility and Comovement of the U.S. Financial Markets Around Macroeconomic News Announcements", M.Brenner, P.Pasquariello, M.Subrahmanyam, The Journal of Financial and Quantitative Analysis, December 2009, pp.1265-1289.
"Inflation Targeting and Exchange Rate Regimes; Evidence from the Financial Markets", M. Brenner and M. Sokoler, Review of Finance, April 2010, pp.295-311.
"Short Selling", M.Brenner and M.Subrahmanyam, Chapter 12 in Restoring Financial Stability; How to Repair a Failed System, edited by V. Acharya and M. Richardson, J.Wiley & Sons, 2009.
"Derivatives: The Ultimate Financial Innovation", V. Acharya, M. Brenner, R. Engle, A. Lynch, M. Richardson, Chapter 10 in Restoring Financial Stability; How to Repair a Failed System, edited by V. Acharya and M. Richardson, J.Wiley & Sons, 2009.
"Asset pricing and Ambiguity: Empirical Evidence", Menachem Brenner and Yehuda Izhakian, Forthcoming (2018): Journal of Financial Economics
"Informed Trading prior to Merger and Take-Over Announcements", Augustin Patrick, Menachem Brenner and Marti Subrahmanyam, Forthcoming: Management Science.