Sanford Jay Grossman : Citation Profile


Are you Sanford Jay Grossman?

35

H index

43

i10 index

10760

Citations

RESEARCH PRODUCTION:

44

Articles

43

Papers

2

Books

1

Chapters

RESEARCH ACTIVITY:

   28 years (1975 - 2003). See details.
   Cites by year: 384
   Journals where Sanford Jay Grossman has often published
   Relations with other researchers
   Recent citing documents: 731.    Total self citations: 11 (0.1 %)

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   Permalink: http://citec.repec.org/pgr108
   Updated: 2021-10-16    RAS profile: 2005-08-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Sanford Jay Grossman.

Is cited by:

Renneboog, Luc (86)

Schmitz, Patrick (72)

Shleifer, Andrei (57)

Vives, Xavier (40)

Burkart, Mike (33)

Stiglitz, Joseph (32)

Zingales, Luigi (32)

Koessler, Frederic (32)

Gorton, Gary (30)

Goergen, Marc (29)

Felli, Leonardo (29)

Cites to:

Summers, Lawrence (5)

Shleifer, Andrei (5)

Waldmann, Robert (5)

Sargent, Thomas (4)

Wallace, Neil (4)

Weiss, Laurence (4)

Lucas, Robert (3)

Campbell, John (3)

Barro, Robert (2)

DeLong, James (2)

Miller, Merton (2)

Main data


Where Sanford Jay Grossman has published?


Journals with more than one article published# docs
Journal of Finance6
American Economic Review6
Econometrica4
Journal of Economic Theory4
The Journal of Business4
Review of Economic Studies3
Journal of Futures Markets3
Journal of Political Economy3
The Quarterly Journal of Economics2
Journal of Law and Economics2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Scholarly Articles / Harvard University Department of Economics3
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)3

Recent works citing Sanford Jay Grossman (2021 and 2020)


YearTitle of citing document
2021Behavioral Constraints on the Design of Subgame-Perfect Implementation Mechanisms. (2021). Wilkening, Tom ; Powell, Michael ; Fehr, Ernst. In: American Economic Review. RePEc:aea:aecrev:v:111:y:2021:i:4:p:1055-91.

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2020The Buck Stops Where? Federalism, Uncertainty, and Investment in the Brazilian Water and Sanitation Sector. (2020). Kresch, Evan Plous. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:12:y:2020:i:3:p:374-401.

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2020What Students Learn in Economics 101: Time for a Change. (2020). Carlin, Wendy ; Bowles, Samuel. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:1:p:176-214.

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2020Agricultural Water right reforms and Irrigation Water Demand: A Quasi-Natural Experiment in China. (2020). Ma, Jiujie ; Du, Xiaodong ; Cui, YI. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304364.

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2020Institutional Determinant of Market Concentration and Trade in a General Equilibrium Setup. (2020). Kennedy, Lynn P ; Fannin, Matthew J ; Tanger, Shaun ; Das, Joy. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304458.

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2021Portfolio insurance under rough volatility and Volterra processes. (2021). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021026.

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2021Optimal Delegation and Information Transmission under Limited Awareness. (2021). Pavoni, Nicola ; Auster, Sarah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:059.

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2021David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.00984.

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2020Smart TWAP trading in continuous-time equilibria. (2018). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:1803.08336.

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2021Liquidity in Competitive Dealer Markets. (2018). Muhle-Karbe, Johannes ; Ekren, Ibrahim ; Bank, Peter. In: Papers. RePEc:arx:papers:1807.08278.

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2020Robust Pricing with Refunds. (2018). Hinnosaar, Toomas ; Kawai, Keiichi. In: Papers. RePEc:arx:papers:1808.02233.

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2021New closed-form approximations in multi-asset market making. (2018). Vieira, Douglas ; Evangelista, David. In: Papers. RePEc:arx:papers:1810.04383.

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2020Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989.

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2020Multiscale Features of Cross Correlation of Price and Trading Volume. (2019). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:1903.01744.

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2020Size matters for OTC market makers: viscosity approach and dimensionality reduction technique. (2019). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:1907.01225.

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2020Algorithmic market making: the case of equity derivatives. (2019). Gu, Olivier ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:1907.12433.

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2020Portfolio optimization while controlling Value at Risk, when returns are heavy tailed. (2019). Mukherjee, Diganta ; Biswas, Subhojit. In: Papers. RePEc:arx:papers:1908.03907.

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2020Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty. (2019). Zhou, Chao ; Yu, Xiang ; Lee, Junbeom. In: Papers. RePEc:arx:papers:1909.01121.

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2020Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466.

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2020Lying by Omission. (2019). Jiang, Shaofei. In: Papers. RePEc:arx:papers:1910.13633.

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2020Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from Chinas Urban Areas. (2020). Liu, Huirong. In: Papers. RePEc:arx:papers:2001.01641.

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2020Measuring the Input Rank in Global Supply Networks. (2020). Rungi, Armando ; Huremovic, Kenan ; Fattorini, Loredana. In: Papers. RePEc:arx:papers:2001.08003.

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2020Robust Market Making via Adversarial Reinforcement Learning. (2020). Savani, Rahul ; Spooner, Thomas. In: Papers. RePEc:arx:papers:2003.01820.

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2020When to sell an asset amid anxiety about drawdowns. (2020). Zhang, Hongzhong ; Rodosthenous, Neofytos. In: Papers. RePEc:arx:papers:2006.00282.

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2021Learning a functional control for high-frequency finance. (2020). Lehalle, Charles-Albert ; Lauriere, Mathieu ; Leal, Laura. In: Papers. RePEc:arx:papers:2006.09611.

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

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2021Only Time Will Tell: Credible Dynamic Signaling. (2020). Starkov, Egor. In: Papers. RePEc:arx:papers:2007.09568.

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2020Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2020An approximate solution for options market-making in high dimension. (2020). Manziuk, Iuliia ; Derchu, Joffrey ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2009.00907.

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2021How Market Ecology Explains Market Malfunction. (2021). Farmer, Doyne J ; Calinescu, Anisoara ; Scholl, Maarten P. In: Papers. RePEc:arx:papers:2009.09454.

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2020On the Pricing of Currency Options under Variance Gamma Process. (2020). Chandra, Abhijeet ; Jayprakash, Gowri ; Abdulsalam, Azwar. In: Papers. RePEc:arx:papers:2009.14113.

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2020How to Sell Hard Information. (2020). Haghpanah, Nima ; Ali, Nageeb S ; Siegel, Ron ; Lin, Xiao. In: Papers. RePEc:arx:papers:2010.08037.

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2020Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution. (2020). Nicolle, Johann ; de Franco, Carmine ; Pham, Huyen. In: Papers. RePEc:arx:papers:2010.15779.

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2020Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870.

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2020Screening and Information-Sharing Externalities. (2020). Quitz'e Valenzuela-Stookey, . In: Papers. RePEc:arx:papers:2011.04013.

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2020Deep Portfolio Optimization via Distributional Prediction of Residual Factors. (2020). Minami, Kentaro ; Imajo, Kentaro ; Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2012.07245.

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2021Learning about latent dynamic trading demand. (2021). Choi, Jin Hyuk ; Chen, Xiao ; Seppi, Duane J ; Larsen, Kasper. In: Papers. RePEc:arx:papers:2105.13401.

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2021Algorithmic market making in foreign exchange cash markets: a new model for active market makers. (2021). Gu, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Papers. RePEc:arx:papers:2106.06974.

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2021Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2107.10941.

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2021Welfare implications of noise traders. (2021). Weston, Kim ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:2108.00973.

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2021Influential News and Policy-making. (2021). Vaccari, Federico. In: Papers. RePEc:arx:papers:2108.11177.

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2021The Good, the Bad and the Complex: Product Design with Imperfect Information. (2021). Vanasco, Victoria ; Foarta, Dana ; Asriyan, Vladimir. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20155.

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2020Inequalities between liberal doctrine and Keynesian-oriented conventional economics. (2020). Morselli, Alessandro. In: Economic Thought journal. RePEc:bas:econth:y:2020:i:3:p:86-117,118-145.

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2020Multidimensional Noise and Non-Fundamental Information Diversity. (2020). Russ, David. In: Working Papers. RePEc:bav:wpaper:201_russ.

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2020Economic Resilience: spillovers, courts, and vertical integration. (2020). Silva, Thiago ; Skrastins, Janis ; Fazio, Dimas Mateus. In: Working Papers Series. RePEc:bcb:wpaper:531.

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2021Human Capital and Startup Financing. (2021). Van Doornik, Bernardus ; Medeiros, Mauricio. In: Working Papers Series. RePEc:bcb:wpaper:546.

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2020THE MONITORING ROLE OF NON-EXECUTIVE DIRECTORS IN VIETNAM FROM A RETURN-VOLATILITY PERSPECTIVE. (2020). Thai, Kim Phong ; Tran, Thi Siem ; To, Anh Tho ; Hong, Thi Thu. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:224:p:29-52.

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2021THE CORRELATION BETWEEN STOCK RETURNS BEFORE AND AFTER ANALYST RECOMMENDATION REVISIONS. (2021). Kudryavtsev, Andrey. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:228:p:69-100.

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2020Market Making and Proprietary Trading in the US Corporate Bond Market. (2020). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:754.

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2021Organizational Structure and Technological Investment. (2021). Matsushima, Noriaki ; Shinohara, Ryusuke ; MacHo-Stadler, Ines. In: Working Papers. RePEc:bge:wpaper:1243.

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2021Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923.

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2020News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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2020Overnight block trades in the Korean stock market. (2020). Kim, Suk Bong ; Hur, Seokkyun ; Chung, Chune Young. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2231-2261.

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2020Are individual investors liquidity providers around earnings announcements? Evidence from an emerging market. (2020). Lin, William T ; Chen, Zhijuan ; Wang, Kent ; Ma, Changfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3447-3475.

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2021Corporate social responsibility and information flow. (2021). Wang, Xiaohong ; Chen, Gary. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2759-2807.

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2021The effect of stock liquidity on investment efficiency under financing constraints and asymmetric information: Evidence from the United States. (2021). Naidu, Dharmendra ; Haman, Janto ; Quah, Heidi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2109-2150.

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2021Earnings momentum meets short?term return reversal. (2021). Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2379-2405.

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2020Performance of municipally owned corporations: Determinants and mechanisms. (2020). van Thiel, Sandra ; van Genugten, Marieke ; Voorn, Bart. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:91:y:2020:i:2:p:191-212.

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2020Drivers of participation in collective arrangements in the agri‐food supply chain. Evidence from Italy using a transaction costs economics perspective. (2020). Martino, Gaetano ; Frascarelli, Angelo ; Ciliberti, Stefano. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:91:y:2020:i:3:p:387-409.

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2021Classification of co?operative member shares as equity or liabilities: The case of consumer co?operatives in South Korea. (2021). Choi, Woo Suk ; Seo, Jinseon. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:92:y:2021:i:2:p:283-305.

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2020Beyond the efficient markets hypothesis: Towards a new paradigm. (2020). Fender, John . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:3:p:333-351.

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2020FREE PRODUCT TRIALS: DISCLOSING QUALITY AND MATCH VALUE. (2020). Lubensky, Dmitry ; Schmidbauer, Eric. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:4:p:1565-1576.

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2020VOLUNTARY DISCLOSURE AND EARNINGS EXPECTATIONS IN MULTI‐LEVEL MARKETING. (2020). Greenman, Sarah ; Bosley, Stacie A ; Snyder, Samantha. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:4:p:1643-1662.

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2020Investment in Financial Information and Portfolio Performance. (2020). Jappelli, Tullio ; Guiso, Luigi. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1133-1170.

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2020Within‐syndicate conflicts, loan covenants, and syndicate formation. (2020). Wang, Qinghai ; Nanda, Vikram ; Dass, Nishant. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:547-583.

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2020The effect of trade secrets protection on disclosure of forward‐looking financial information. (2020). Li, Yutao. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:3-4:p:397-437.

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2020Innovation disclosure in times of uncertainty. (2020). Amore, Mario Daniele. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:29:y:2020:i:4:p:792-815.

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2020Lazy Prices. (2020). Nguyen, Quoc ; Malloy, Christopher ; Cohen, Lauren. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1371-1415.

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2020High‐Frequency Trading and Market Performance. (2020). Mollner, Joshua ; Baldauf, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1495-1526.

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2020The Value of Central Clearing. (2020). Vuillemey, Guillaume. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2021-2053.

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2020OPTIMAL TIMING AND TERMS IN A VERTICAL MERGER WITH TWO SOURCES OF UNCERTAINTY. (2020). Lin, Tao ; Zhang, Sijia ; Chen, Zhuming . In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:345-372.

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2020The Dog that Did Not Bark: Limited Price Efficiency and Strategic Nondisclosure. (2020). Zhou, Frank S. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:1:p:155-197.

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2020The Silent Majority: Private U.S. Firms and Financial Reporting Choices. (2020). Minnis, Michael ; Lisowsky, Petro. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:3:p:547-588.

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2020Resolving Information Asymmetry Through Contractual Risk Sharing: The Case of Private Firm Acquisitions. (2020). Jansen, Mark. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:5:p:1203-1248.

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2020When to sell an asset amid anxiety about drawdowns. (2020). Zhang, Hongzhong ; Rodosthenous, Neofytos. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1422-1460.

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2020Intellectual property rights and the upgrading of the global value chain status. (2020). Yu, Xiao ; Zhang, Yilu ; Yang, Gaoju. In: Pacific Economic Review. RePEc:bla:pacecr:v:25:y:2020:i:2:p:185-204.

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2020Product Fit Uncertainty and Information Provision in a Distribution Channel. (2020). Tyagi, Rajeev K ; Sun, Monic. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:10:p:2381-2402.

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2020Transaction Cost Economics As a Theory of Supply Chain Efficiency. (2020). Mahoney, Joseph T ; Ketokivi, Mikko . In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:4:p:1011-1031.

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2020Inducing Consumer Online Reviews Via Disclosure. (2020). Wang, Yulan ; Guan, XU ; Chen, Yingju ; Yi, Zelong. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:8:p:1956-1971.

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2020Two Is Better Than One: A Dynamic Analysis of Value Co‐Creation. (2020). Kumar, Subodha ; Demirezen, Emre M ; Shetty, Bala. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:9:p:2057-2076.

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2020Word‐of‐mouth communication and search. (2020). Zenou, Yves ; Campbell, Arthur ; Leister, Matthew C. In: RAND Journal of Economics. RePEc:bla:randje:v:51:y:2020:i:3:p:676-712.

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2020Vertical structure and innovation: A study of the SoC and smartphone industries. (2020). Yang, Chenyu. In: RAND Journal of Economics. RePEc:bla:randje:v:51:y:2020:i:3:p:739-785.

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2020Organizational Design, Competition, and Financial Exchanges. (2020). Walz, Uwe ; Juranek, Steffen. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:132-163.

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2020Price Dispersion and the Role of Stores. (2020). Wulfsberg, Fredrik ; Moen, Espen R ; Aas, Oyvind. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:3:p:1181-1206.

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2020The role of relationship scope in sustaining relational contracts in interfirm networks. (2020). Bercovitz, Janet ; Argyres, Nicholas ; Zanarone, Giorgio. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:2:p:222-245.

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2020Allocation of property rights and technological innovation within firms. (2020). Magelssen, Catherine. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:4:p:758-787.

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2020Firms efficiency and global value chains: An empirical investigation on Italian industry. (2020). Scalera, Domenico ; Giunta, Anna ; Brancati, Emanuele ; Trivieri, Francesco ; Agostino, Mariarosaria. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:4:p:1000-1033.

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2021Precision of Public Information Disclosures, Banks’ Stability and Welfare. (2021). Takalo, Tuomas ; Moreno, Diego. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_003.

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2021Human frictions in the transmission of economic policy. (2021). Weber, Michael ; Paloviita, Maritta ; Hoang, Daniel ; Dacunto, Francesco. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_012.

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2020Growth, Automation, and the Long-Run Share of Labor. (2020). Mookherjee, Dilip ; Ray, Debraj. In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series. RePEc:bos:iedwpr:dp-347.

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2020Can banks be owned?. (2020). Talita, Desiato ; Olivier, Butzbach ; Gennaro, Rotondo . In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:10:y:2020:i:1:p:21:n:2.

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2020Dynamic effects of consumption tax reforms with durable consumption. (2020). Qian, LI. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:2:p:33:n:6.

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2020Individual or Enterprise Liability? The Roles of Sanctions and Liability Under Contractible and Non-contractible Safety Efforts. (2020). Sverre, Grepperud. In: Review of Law & Economics. RePEc:bpj:rlecon:v:16:y:2020:i:3:p:28:n:1.

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2020Merchant utilities and boundaries of the firm: vertical integration in energy-only markets. (2020). Simshauser, Paul. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2039.

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2020Capability Accumulation and Conglomeratization in the Information Age. (2020). Koh, A ; Elliott, M ; Chen, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2069.

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2020Survival and Pricing Puzzles. (2020). Nicodano, Giovanna ; Altieri, Michela . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:604.

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2021Consumption Tax Cuts in a Recession. (2021). Parodi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:658.

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2020Reduced Form Evidence on Belief Updating Under Asymmetric Information. (2020). Villas-Boas, Sofia B. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt08c456vk.

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2020Lying and Deception in Games. (2020). Sobel, Joel. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0015j574.

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2021Theoretical Foundations of Relational Incentive Contracts. (2021). Watson, Joel. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt19f9w2xf.

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2020Emissions Trading with Transaction Costs. (2020). Baudry, marc ; Quemin, Simon ; Faure, Anouk. In: Working Papers. RePEc:cec:wpaper:2007.

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More than 100 citations found, this list is not complete...

Works by Sanford Jay Grossman:


YearTitleTypeCited
1976Information and Competitive Price Systems. In: American Economic Review.
[Citation analysis]
article221
1980On the Impossibility of Informationally Efficient Markets. In: American Economic Review.
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article1625
1997On the Impossibility of Informationally Efficient Markets.(1997) In: Levine's Working Paper Archive.
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This paper has another version. Agregated cites: 1625
paper
1981The Determinants of the Variability of Stock Market Prices. In: American Economic Review.
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article260
1980The Determinants of the Variability of Stock Market Price.(1980) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 260
paper
1980The Determinants of the Variability of Stock Market Prices.(1980) In: NBER Working Papers.
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This paper has another version. Agregated cites: 260
paper
1981Implicit Contracts, Moral Hazard, and Unemployment. In: American Economic Review.
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article56
1982On the Impossibility of Informationally Efficient Markets: Reply. In: American Economic Review.
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article1
1983A Transactions-Based Model of the Monetary Transmission Mechanism. In: American Economic Review.
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article130
1987Estimating the Continuous-Time Consumption-Based Asset-Pricing Model. In: Journal of Business & Economic Statistics.
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article61
1985Estimating the Continuous Time Consumption Based Asset Pricing Model.(1985) In: NBER Working Papers.
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This paper has another version. Agregated cites: 61
paper
1976On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information. In: Journal of Finance.
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article216
1977On Value Maximization and Alternative Objectives of the Firm. In: Journal of Finance.
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article19
1980 Disclosure Laws and Takeover Bids. In: Journal of Finance.
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article237
Disclosure Laws and Takeover Bids.() In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 237
paper
1981The Allocational Role of Takeover Bids in Situations of Asymmetric Information. In: Journal of Finance.
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article28
1980The Allocational Role of Takeover Bids in Situations of Asymmetric Information.(1980) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 28
paper
1980The Allocational Role of Takeover Bids in Situations of Asymmetric Information.(1980) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 28
paper
1995 Dynamic Asset Allocation and the Informational Efficiency of Markets. In: Journal of Finance.
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article30
1996 Equilibrium Analysis of Portfolio Insurance. In: Journal of Finance.
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article109
1993OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS In: Mathematical Finance.
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article104
1984The Costs and Benefits of Ownership: A Theory of Vertical Integration (Now published in Journal of Political Economy (August 1986)) In: STICERD - Theoretical Economics Paper Series.
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paper0
2001An Analysis of the Principal-Agent Problem In: Levine's Working Paper Archive.
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paper705
1983An Analysis of the Principal-Agent Problem..(1983) In: Econometrica.
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This paper has another version. Agregated cites: 705
article
1980An Analysis of the Principal-Agent Problem.(1980) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 705
paper
2003Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods In: Levine's Working Paper Archive.
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paper275
1990Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods..(1990) In: Econometrica.
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This paper has another version. Agregated cites: 275
article
1987Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 275
paper
1985The Cost and Benefits of Ownership: A Theory of Vertical and Lateral Integration In: CEPR Discussion Papers.
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paper2593
1986The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration.(1986) In: Scholarly Articles.
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This paper has another version. Agregated cites: 2593
paper
1985The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration.(1985) In: Working papers.
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This paper has another version. Agregated cites: 2593
paper
1986The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration..(1986) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 2593
article
1992Optimal Dynamic Trading with Leverage Constraints In: Journal of Financial and Quantitative Analysis.
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article65
1989Optimal Dynamic Trading with Leverage Constraints.(1989) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 65
paper
1980Heterogeneous Information and the Theory of the Business Cycle In: Cowles Foundation Discussion Papers.
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paper12
1980Heterogeneous Information and the Theory of the Business Cycle.(1980) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 12
paper
1982Heterogeneous Information and the Theory of the Business Cycle..(1982) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 12
article
1979A Theory of Competitive Equilibrium in Stock Market Economies. In: Econometrica.
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article100
1978A theory of competitive equilibrium in stock market economies.(1978) In: Special Studies Papers.
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This paper has another version. Agregated cites: 100
paper
1981Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs. In: Econometrica.
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article71
1975Rational expectations and the econometric modeling of markets subject to uncertainty : A Bayesian approach In: Journal of Econometrics.
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article8
1977A characterization of the optimality of equilibrium in incomplete markets In: Journal of Economic Theory.
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article36
1978Further results on the informational efficiency of competitive stock markets In: Journal of Economic Theory.
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article50
1978Further results on the informational efficiency of competitive stock markets.(1978) In: Special Studies Papers.
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This paper has another version. Agregated cites: 50
paper
1986Sequential bargaining under asymmetric information In: Journal of Economic Theory.
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article64
1986Sequential Bargaining Under Asymmetric Information.(1986) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 64
paper
1986Perfect sequential equilibrium In: Journal of Economic Theory.
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article138
1982Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information In: Journal of Financial Economics.
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article60
1981Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information.(1981) In: NBER Working Papers.
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This paper has another version. Agregated cites: 60
paper
1988One share-one vote and the market for corporate control In: Journal of Financial Economics.
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article367
1987One Share/One Vote and The Market for Corporate Control.(1987) In: Working papers.
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This paper has another version. Agregated cites: 367
paper
1987One Share/One Vote and the Market for Corporate Control.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 367
paper
1978The public good is a public good: a theory of corporations In: Special Studies Papers.
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paper0
1989Trading Technology and Financial Market Stability In: Rodney L. White Center for Financial Research Working Papers.
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paper0
Corporate Financial Structure and Managerial Incentives In: Rodney L. White Center for Financial Research Working Papers.
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paper241
1982Corporate Financial Structure and Managerial Incentives.(1982) In: NBER Chapters.
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This paper has another version. Agregated cites: 241
chapter
Rational Expectations and the Allocation of Resources Under Asymmetric Information: A Survey In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1990The Informational Role of Upstairs and Downstairs Trading In: Rodney L. White Center for Financial Research Working Papers.
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paper49
1990THE INFORMATION ROLE OF UPSTAIRS AND DOWNSTAIRS TRADING..(1990) In: Weiss Center Working Papers.
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This paper has another version. Agregated cites: 49
paper
1992The Informational Role of Upstairs and Downstairs Trading..(1992) In: The Journal of Business.
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This paper has another version. Agregated cites: 49
article
1989An Economic Analysis of Dual Trading In: Rodney L. White Center for Financial Research Working Papers.
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paper10
1988LIQUIDITY AND MARKET STRUCTURE In: Princeton, Department of Economics - Financial Research Center.
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paper409
1988Liquidity and Market Structure.(1988) In: NBER Working Papers.
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This paper has another version. Agregated cites: 409
paper
1988OPTIMAL DYNAMIC HEDGING In: Princeton, Department of Economics - Financial Research Center.
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paper0
1988PORTFOLIO INSURANCE IN COMPLETE MARKETS: A NOTE In: Princeton, Department of Economics - Financial Research Center.
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paper38
1989Portfolio Insurance in Complete Markets: A Note..(1989) In: The Journal of Business.
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This paper has another version. Agregated cites: 38
article
1993Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles.
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paper525
1992Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers.
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This paper has another version. Agregated cites: 525
paper
1993Trading Volume and Serial Correlation in Stock Returns.(1993) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 525
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1983Unemployment with Observable Aggregate Shocks In: Scholarly Articles.
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paper14
1982Unemployment with Observable Aggregate Shocks.(1982) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14
paper
1983Unemployment with Observable Aggregate Shocks..(1983) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 14
article
1989The Informational Role of Prices In: MIT Press Books.
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book50
1990Stock Market Volatility and the Crash In: NBER Books.
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book0
1982A Transactions Based Model of the Monetary Transmission Mechanism: Part 1 In: NBER Working Papers.
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paper1
1982A Transactions Based Model of the Monetary Transmission Mechanism: Part 2 In: NBER Working Papers.
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paper3
1985Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods In: NBER Working Papers.
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paper3
1987An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies In: NBER Working Papers.
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paper112
1988An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies..(1988) In: The Journal of Business.
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This paper has another version. Agregated cites: 112
article
1980Stockholder Unanimity in Making Production and Financial Decisions In: The Quarterly Journal of Economics.
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article21
1977The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities In: Review of Economic Studies.
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article65
1977A Bayesian Approach to the Production of Information and Learning By Doing In: Review of Economic Studies.
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article96
1981An Introduction to the Theory of Rational Expectations Under Asymmetric Information In: Review of Economic Studies.
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article100
1980Takeover Bids, the Free-Rider Problem, and the Theory of the Corporation In: Bell Journal of Economics.
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article608
1981The Informational Role of Warranties and Private Disclosure about Product Quality. In: Journal of Law and Economics.
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article708
1997Clustering and Competition in Asset Markets. In: Journal of Law and Economics.
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article42
1986An Analysis of the Role of Insider Trading on Futures Markets. In: The Journal of Business.
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article11
1984Customer protection in futures and securities markets In: Journal of Futures Markets.
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article5
1986Economic costs and benefits of the proposed one—minute time bracketing regulation In: Journal of Futures Markets.
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article5
1988Program trading and stock and futures price volatility In: Journal of Futures Markets.
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article3

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