Thomas J. Brennan
Research
Papers:
Dynamic Loss Probabilities and Implications for Financial Regulation Yale Journal on Regulation (forthcoming, 2014) (Co-authored with Andrew W. Lo)
Law and Finance: The Case of Constructive Sales 5 Annual Review of Financial Economics 259-276 (November 2013)
An Evolutionary Model of Bounded Rationality and Intelligence 7 PLoS ONE e50310 (November 2012) (Co-authored with Andrew W. Lo)
Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses? An Analytical Framework 90 Texas Law Review 1775-1810 (June 2012) (Co-authored with Andrew W. Lo)
The Origin of Behavior, 1 Quarterly Journal of Finance 55-108 (March 2011) (Co-authored with Andrew Lo)
Impossible Frontiers, 56 Management Science 905-923 (June 2010) (Co-authored with Andrew Lo)
What Happens After a Holiday?: Long-Term Effects of the Repatriation Provision of the AJCA 5 Northwestern Journal of Law and Social Policy 1-18 (Spring 2010)
Political Economy of Judging, 93 Minnesota Law Review 1503-1534 (May 2009) (Co-authored with Lee Epstein and Nancy Staudt).
Economic Trends and Judicial Outcomes: A Macrotheory of the Court, 58 Duke Law Journal 1191-1230 (April 2009) (Co-authored with Lee Epstein and Nancy Staudt).
Measuring the Tax Subsidy in Private Equity and Hedge Fund Compensation, 60 Hastings Law Journal 27-59 (November 2008) (Co-authored with Karl S. Okamoto).
Works in Progress:
Where the Money Really Went: A New Understanding of the AJCA Tax Holiday (under review)
Deconstructing the Taxation of Packaged Financial Strategies (with Bob McDonald)
Perils of Partial Mark-to-Market Taxation
Taxing Departures from the Brownian Bridge