36
H index
43
i10 index
13241
Citations
| 36 H index 43 i10 index 13241 Citations RESEARCH PRODUCTION: 44 Articles 43 Papers 2 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 12 |
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.) | 3 |
Scholarly Articles / Harvard University Department of Economics | 3 |
Year | Title of citing document | |
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2021 | Behavioral 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. Full description at Econpapers || Download paper | |
2022 | Incomplete Information Bargaining with Applications to Mergers, Investment, and Vertical Integration. (2022). Marx, Leslie M ; Loertscher, Simon. In: American Economic Review. RePEc:aea:aecrev:v:112:y:2022:i:2:p:616-49. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Carbon Boards and Transition Risk: Explicit and Implicit exposure implications for Total Stock Returns and Dividend Payouts. (2021). Xepapadeas, Anastasios ; Pareglio, Stefano ; Mazzarano, Matteo ; Guastella, Gianni. In: FEEM Working Papers. RePEc:ags:feemwp:316261. Full description at Econpapers || Download paper | |
2022 | The perfect match: interpersonal relationships and their impact on chain management. (2022). Hanf, Jon H ; Bitsch, Linda. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:320740. Full description at Econpapers || Download paper | |
2021 | Portfolio insurance under rough volatility and Volterra processes. (2021). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021026. Full description at Econpapers || Download paper | |
2021 | Unpacking the black box of ICO white papers: a topic modeling approach. (2021). Torsin, Wouter ; Thewissen, James ; Shrestha, Prabal ; Pastwa, Anna M. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021018. Full description at Econpapers || Download paper | |
2021 | Optimal Delegation and Information Transmission under Limited Awareness. (2021). Pavoni, Nicola ; Auster, Sarah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:059. Full description at Econpapers || Download paper | |
2022 | Flow Trading. (2022). Cramton, Peter ; Malec, David ; Lee, Jeongmin ; Kyle, Albert S ; Budish, Eric. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:146. Full description at Econpapers || Download paper | |
2022 | Information and Communication Technology, Hierarchy, and Job Design. (2022). Krakel, Matthias ; Beckmann, Michael ; Gerten, Elisa. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:189. Full description at Econpapers || Download paper | |
2022 | The Dark Side of Transparency: Mission Variety and Industry Equilibrium in Decentralized Public Good Provision. (2022). Verdier, Thierry ; Jaimovich, Esteban ; Aldashev, Gani. In: Working Papers. RePEc:aoz:wpaper:125. Full description at Econpapers || Download paper | |
2021 | David 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. Full description at Econpapers || Download paper | |
2021 | Liquidity in Competitive Dealer Markets. (2018). Muhle-Karbe, Johannes ; Ekren, Ibrahim ; Bank, Peter. In: Papers. RePEc:arx:papers:1807.08278. Full description at Econpapers || Download paper | |
2022 | New closed-form approximations in multi-asset market making. (2018). Vieira, Douglas ; Evangelista, David. In: Papers. RePEc:arx:papers:1810.04383. Full description at Econpapers || Download paper | |
2022 | Incentivizing the Dynamic Workforce: Learning Contracts in the Gig-Economy. (2018). Deligkas, Argyrios ; Koren, Moran ; Cohen, Alon. In: Papers. RePEc:arx:papers:1811.06736. Full description at Econpapers || Download paper | |
2022 | Size matters for OTC market makers: viscosity approach and dimensionality reduction technique. (2019). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:1907.01225. Full description at Econpapers || Download paper | |
2021 | Learning a functional control for high-frequency finance. (2020). Lehalle, Charles-Albert ; Lauriere, Mathieu ; Leal, Laura. In: Papers. RePEc:arx:papers:2006.09611. Full description at Econpapers || Download paper | |
2022 | Only Time Will Tell: Credible Dynamic Signaling. (2020). Starkov, Egor. In: Papers. RePEc:arx:papers:2007.09568. Full description at Econpapers || Download paper | |
2021 | How Market Ecology Explains Market Malfunction. (2021). Farmer, Doyne J ; Calinescu, Anisoara ; Scholl, Maarten P. In: Papers. RePEc:arx:papers:2009.09454. Full description at Econpapers || Download paper | |
2021 | Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278. Full description at Econpapers || Download paper | |
2021 | Screening for breakthroughs. (2020). Sinander, Ludvig ; Curello, Gregorio. In: Papers. RePEc:arx:papers:2011.10090. Full description at Econpapers || Download paper | |
2021 | The Wisdom of the Crowd and Higher-Order Beliefs. (2021). Mueller-Frank, Manuel ; Pai, Mallesh M ; Chen, Yi-Chun. In: Papers. RePEc:arx:papers:2102.02666. Full description at Econpapers || Download paper | |
2021 | Learning about latent dynamic trading demand. (2021). Choi, Jin Hyuk ; Chen, Xiao ; Seppi, Duane J ; Larsen, Kasper. In: Papers. RePEc:arx:papers:2105.13401. Full description at Econpapers || Download paper | |
2022 | Algorithmic 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. Full description at Econpapers || Download paper | |
2021 | Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2107.10941. Full description at Econpapers || Download paper | |
2022 | Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Adaptive Refined Labeling. (2021). Wang, Ling ; Zhu, Dewei ; Dai, Zhonghao ; Zhang, Ruchen ; Li, Jian ; Niu, Hui ; Zeng, Liang. In: Papers. RePEc:arx:papers:2107.11972. Full description at Econpapers || Download paper | |
2022 | Welfare implications of noise traders. (2021). Weston, Kim ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:2108.00973. Full description at Econpapers || Download paper | |
2021 | Influential News and Policy-making. (2021). Vaccari, Federico. In: Papers. RePEc:arx:papers:2108.11177. Full description at Econpapers || Download paper | |
2022 | Designing a Competitive Monotone Signaling Equilibrium. (2021). Shin, Youngki ; Sam, Alex ; Han, Seungjin. In: Papers. RePEc:arx:papers:2109.03370. Full description at Econpapers || Download paper | |
2021 | Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions. (2021). Dumav, Martin. In: Papers. RePEc:arx:papers:2110.15229. Full description at Econpapers || Download paper | |
2021 | Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300. Full description at Econpapers || Download paper | |
2021 | Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376. Full description at Econpapers || Download paper | |
2021 | Multivariate Realized Volatility Forecasting with Graph Neural Network. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2112.09015. Full description at Econpapers || Download paper | |
2022 | Mechanism Design with Informational Punishment. (2022). Schneider, Johannes ; Balzer, Benjamin. In: Papers. RePEc:arx:papers:2201.01149. Full description at Econpapers || Download paper | |
2022 | Option Volume Imbalance as a predictor for equity market returns. (2022). Howison, Sam ; Cucuringu, Mihai ; Michael, Nikolas. In: Papers. RePEc:arx:papers:2201.09319. Full description at Econpapers || Download paper | |
2023 | Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817. Full description at Econpapers || Download paper | |
2022 | A mean-field game of market-making against strategic traders. (2022). Possamai, Dylan ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2203.13053. Full description at Econpapers || Download paper | |
2022 | Inference from Selectively Disclosed Data. (2022). Gao, Ying. In: Papers. RePEc:arx:papers:2204.07191. Full description at Econpapers || Download paper | |
2022 | Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange. (2022). Sarkar, Seema ; Bhattacharyya, Rupak ; Mitra, Gour Sundar. In: Papers. RePEc:arx:papers:2204.13385. Full description at Econpapers || Download paper | |
2022 | Market Impact: Empirical Evidence, Theory and Practice. (2022). Said, Emilio. In: Papers. RePEc:arx:papers:2205.07385. Full description at Econpapers || Download paper | |
2022 | Communicating with Anecdotes. (2022). Mohan, Divyarthi ; Mobius, Markus ; Lucier, Brendan ; Immorlica, Nicole ; Haghtalab, Nika. In: Papers. RePEc:arx:papers:2205.13461. Full description at Econpapers || Download paper | |
2022 | Comparative statics with adjustment costs and the le Chatelier principle. (2022). Sinander, Ludvig ; John , ; Dekel, Eddie. In: Papers. RePEc:arx:papers:2206.00347. Full description at Econpapers || Download paper | |
2022 | Withholding Verifiable Information. (2022). Zhang, Kun. In: Papers. RePEc:arx:papers:2206.09918. Full description at Econpapers || Download paper | |
2022 | AlphaMLDigger: A Novel Machine Learning Solution to Explore Excess Return on Investment. (2022). Jin, Yifan ; Yuan, Zhehu ; Shen, Jimei. In: Papers. RePEc:arx:papers:2206.11072. Full description at Econpapers || Download paper | |
2022 | Supply-Side Equilibria in Recommender Systems. (2022). Steinhardt, Jacob ; Garg, Nikhil ; Jagadeesan, Meena. In: Papers. RePEc:arx:papers:2206.13489. Full description at Econpapers || Download paper | |
2022 | Market Making with Scaled Beta Policies. (2022). Savani, Rahul ; Palmer, Gregory ; Jerome, Joseph. In: Papers. RePEc:arx:papers:2207.03352. Full description at Econpapers || Download paper | |
2022 | The Efficient Market Hypothesis for Bitcoin in the context of neural networks. (2022). Osterrieder, Joerg ; Kraehenbuehl, Mike. In: Papers. RePEc:arx:papers:2208.07254. Full description at Econpapers || Download paper | |
2022 | Implementation with Uncertain Evidence. (2022). Chen, Yi-Chun ; Banerjee, Soumen. In: Papers. RePEc:arx:papers:2209.10741. Full description at Econpapers || Download paper | |
2022 | Smooth Value Function for a Consumption-Wealth Preference and Leverage Constraint. (2022). Zhu, Zimu ; Tian, Weidong. In: Papers. RePEc:arx:papers:2210.01016. Full description at Econpapers || Download paper | |
2022 | Bayesian Analysis of Linear Contracts. (2022). Talgam-Cohen, Inbal ; Li, Yingkai ; Dutting, Paul ; Alon, Tal. In: Papers. RePEc:arx:papers:2211.06850. Full description at Econpapers || Download paper | |
2022 | Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility. (2022). Robertson, Scott ; Detemple, Jerome ; De Temple, Jerome. In: Papers. RePEc:arx:papers:2211.15573. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | The Good, the Bad and the Complex: Product Design with Imperfect Information. (2021). Foarta, Dana ; Vanasco, Victoria ; Asriyan, Vladimir. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21155. Full description at Econpapers || Download paper | |
2022 | THE IMPACT OF BUY – SELL RECOMMENDATIONS ON BANKS’ STOCK RETURNS. (2022). Altinay, Ayenur Tarakioalu ; Doaan, Mesut ; Kevser, Mustafa. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2022:8:2:1. Full description at Econpapers || Download paper | |
2022 | On Stock Return Patterns Following Large Monthly Price Movements: Empirical Evidence from India. (2022). Sendilvelu, Kannadas ; Parthasarathy, Srikanth. In: Economic Thought journal. RePEc:bas:econth:y:2022:i:3:p:249-268. Full description at Econpapers || Download paper | |
2021 | Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48. Full description at Econpapers || Download paper | |
2022 | The Financial Origins of Non-fundamental Risk. (2022). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:22-4. Full description at Econpapers || Download paper | |
2021 | Human Capital and Startup Financing. (2021). Van Doornik, Bernardus ; Medeiros, Mauricio. In: Working Papers Series. RePEc:bcb:wpaper:546. Full description at Econpapers || Download paper | |
2022 | Flash crashes on sovereign bond markets – EU evidence. (2022). Panzarino, Onofrio ; Marseglia, Gaetano ; Haferkorn, Martin ; Bouveret, Antoine. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_020_22. Full description at Econpapers || Download paper | |
2021 | THE 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. Full description at Econpapers || Download paper | |
2022 | Joint Ownership of Production Projects as a Commitment Device against Interest Groups. (2022). Berardi, Nicoletta ; Seabright, Paul. In: Working papers. RePEc:bfr:banfra:889. Full description at Econpapers || Download paper | |
2021 | Organizational Structure and Technological Investment. (2021). Matsushima, Noriaki ; Shinohara, Ryusuke ; MacHo-Stadler, Ines. In: Working Papers. RePEc:bge:wpaper:1243. Full description at Econpapers || Download paper | |
2021 | DeFi risks and the decentralisation illusion. (2021). Schrimpf, Andreas ; Aramonte, Sirio ; Huang, Wenqian ; Aramonteand, Sirio. In: BIS Quarterly Review. RePEc:bis:bisqtr:2112b. Full description at Econpapers || Download paper | |
2021 | Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923. Full description at Econpapers || Download paper | |
2021 | Permissioned distributed ledgers and the governance of money. (2021). Auer, Raphael ; Shin, Hyun Song ; Monnet, Cyril. In: BIS Working Papers. RePEc:bis:biswps:924. Full description at Econpapers || Download paper | |
2021 | Corporate 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. Full description at Econpapers || Download paper | |
2021 | Relationship lending and bank loan covenant violations. (2021). Zhou, Qing ; Zheng, YI ; Shi, Jing ; Li, Wenyi ; Bo, Xu Chong. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5847-5878. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Earnings 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. Full description at Econpapers || Download paper | |
2022 | CEO pay disparity, takeover premiums and bidder performance in Australia: efficient contracting or managerial power?. (2022). Evans, John ; Duong, Lien ; Luong, Hoa. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:143-179. Full description at Econpapers || Download paper | |
2022 | Disclosure regulation and incentive uncertainty. (2022). Stocken, Phillip C. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2267-2281. Full description at Econpapers || Download paper | |
2022 | Can CEO equity?based compensation limit investment?related agency problems?. (2022). Stewart, Jenny ; Hu, Fang ; Percy, Majella ; Qu, Xin. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2579-2614. Full description at Econpapers || Download paper | |
2022 | Proprietary costs and the choice of hard and soft greenhouse gas emissions’ disclosure. (2022). Qu, Xin ; Kent, Pamela ; Hollindale, Janice. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3837-3873. Full description at Econpapers || Download paper | |
2022 | An integrated theory of the firm approach to environmental, social and governance performance. (2022). Huang, Danny Zhaoxiang. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1567-1598. Full description at Econpapers || Download paper | |
2021 | Classification 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. Full description at Econpapers || Download paper | |
2022 | Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa. (2022). Ngalawa, Harold ; Dlamini, Lenhle. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:304-336. Full description at Econpapers || Download paper | |
2021 | Fishy labeling: Inter?regional inequality of truthful product information. (2021). Lan, Hao ; Kim, Sang Hyun. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:4:p:831-848. Full description at Econpapers || Download paper | |
2021 | Asymmetric effects of sectoral shifts under low and high uncertainty. (2021). Berg, Kimberly ; Vu, Nam T. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1149-1171. Full description at Econpapers || Download paper | |
2022 | At what price should Bordeaux wines be released?. (2022). Weisskopf, Jeanphilippe ; Masset, Philippe. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:1:p:392-412. Full description at Econpapers || Download paper | |
2022 | From financial structure to economic growth: Theory, evidence and challenges. (2022). Xu, Guangdong. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12197. Full description at Econpapers || Download paper | |
2021 | Liquidity Formation and Preopening Periods in Financial Markets. (2021). Pouget, Sebastien ; Hong, Jieying. In: Economica. RePEc:bla:econom:v:88:y:2021:i:351:p:697-723. Full description at Econpapers || Download paper | |
2021 | How an ineffective agent can increase his budget. (2021). Glazer, Amihai ; Terai, Kimiko. In: Economics and Politics. RePEc:bla:ecopol:v:33:y:2021:i:1:p:133-147. Full description at Econpapers || Download paper | |
2021 | Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137. Full description at Econpapers || Download paper | |
2021 | Price anchors and short?term reversals. (2021). Stivers, Chris ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:425-454. Full description at Econpapers || Download paper | |
2022 | Economic forecasts, anchoring bias, and stock returns. (2022). Yu, Han ; Dutta, Sandip ; Birz, Gene. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:169-191. Full description at Econpapers || Download paper | |
2022 | Industry centrality: Weak ties, industry attributes, and managerial contracting. (2022). Nanda, Vikram ; Dass, Nishant ; Ashraf, Rasha. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:663-699. Full description at Econpapers || Download paper | |
2021 | Portfolios of actively managed mutual funds. (2021). Riley, Timothy B. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:205-230. Full description at Econpapers || Download paper | |
2021 | A nonrandom walk down Hollywood boulevard: Celebrity deaths and investor sentiment. (2021). Lepori, Gabriele M. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:3:p:591-613. Full description at Econpapers || Download paper | |
2022 | Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44. Full description at Econpapers || Download paper | |
2022 | The more we know, the less we agree: A test of the trading horizon heterogeneity theory. (2022). Winchester, Donald W ; Parwada, Jerry T ; Dai, Lili ; Zhang, Bohui. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:45-67. Full description at Econpapers || Download paper | |
2021 | FOUR MODES OF NEIGHBOURHOOD GOVERNANCE: The View from Nanjing, China. (2021). Clarke, Nick ; Wang, Ying. In: International Journal of Urban and Regional Research. RePEc:bla:ijurrs:v:45:y:2021:i:3:p:535-554. Full description at Econpapers || Download paper | |
2022 | Gauging the effect of investor overconfidence on trading volume from the perspective of the relationship between lagged stock returns and current trading volume. (2022). Li, Hexuan ; Fan, Yaojun ; Wang, Yifan ; Huang, Jiayu. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:103-123. Full description at Econpapers || Download paper | |
2021 | Do Patented Innovations Reduce Stock Price Crash Risk?. (2021). Zhong, Rui ; Bouslimi, Lobna ; Bennasr, Hamdi. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:3-36. Full description at Econpapers || Download paper | |
2021 | The importance of targets and value creation in vertical acquisitions. (2021). Paudyal, Krishna ; Ekkayokkaya, Manapol. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:636-644. Full description at Econpapers || Download paper | |
2021 | Rights issues: Retail shareholders and their participation decisions. (2021). Brown, Christine ; Au Yong, Hue Hwa ; Ho, Choy Yeing ; Shekhar, Chander. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:917-944. Full description at Econpapers || Download paper | |
2021 | The information content of 10?K file size change. (2021). Qiu, Buhui ; Gan, Quan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1251-1285. Full description at Econpapers || Download paper | |
2021 | Top management incentives and financial flexibility: The case of make?whole call provisions. (2021). Prevost, Andrew ; King, Taohsien Dolly ; Jameson, Melvin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:374-404. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
1976 | Information and Competitive Price Systems. In: American Economic Review. [Citation analysis] | article | 279 |
1980 | On the Impossibility of Informationally Efficient Markets. In: American Economic Review. [Citation analysis] | article | 1954 |
1997 | On the Impossibility of Informationally Efficient Markets.(1997) In: Levine's Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1954 | paper | |
1981 | The Determinants of the Variability of Stock Market Prices. In: American Economic Review. [Full Text][Citation analysis] | article | 290 |
1980 | The Determinants of the Variability of Stock Market Price.(1980) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 290 | paper | |
1980 | The Determinants of the Variability of Stock Market Prices.(1980) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 290 | paper | |
1981 | Implicit Contracts, Moral Hazard, and Unemployment. In: American Economic Review. [Full Text][Citation analysis] | article | 74 |
1982 | On the Impossibility of Informationally Efficient Markets: Reply. In: American Economic Review. [Citation analysis] | article | 1 |
1983 | A Transactions-Based Model of the Monetary Transmission Mechanism. In: American Economic Review. [Full Text][Citation analysis] | article | 155 |
1987 | Estimating the Continuous-Time Consumption-Based Asset-Pricing Model. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 69 |
1985 | Estimating the Continuous Time Consumption Based Asset Pricing Model.(1985) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
1976 | On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information. In: Journal of Finance. [Full Text][Citation analysis] | article | 272 |
1977 | On Value Maximization and Alternative Objectives of the Firm. In: Journal of Finance. [Full Text][Citation analysis] | article | 22 |
1980 | Disclosure Laws and Takeover Bids. In: Journal of Finance. [Full Text][Citation analysis] | article | 285 |
Disclosure Laws and Takeover Bids.() In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 285 | paper | ||
1981 | The Allocational Role of Takeover Bids in Situations of Asymmetric Information. In: Journal of Finance. [Full Text][Citation analysis] | article | 31 |
1980 | The 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: 31 | paper | |
1980 | The 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: 31 | paper | |
1995 | Dynamic Asset Allocation and the Informational Efficiency of Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 37 |
1996 | Equilibrium Analysis of Portfolio Insurance. In: Journal of Finance. [Full Text][Citation analysis] | article | 119 |
1993 | OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS In: Mathematical Finance. [Full Text][Citation analysis] | article | 116 |
1984 | The 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. [Citation analysis] | paper | 0 |
2001 | An Analysis of the Principal-Agent Problem In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 876 |
1983 | An Analysis of the Principal-Agent Problem..(1983) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 876 | article | |
1980 | An Analysis of the Principal-Agent Problem.(1980) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 876 | paper | |
2003 | Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 334 |
1990 | Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods..(1990) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 334 | article | |
1987 | Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 334 | paper | |
1985 | The Cost and Benefits of Ownership: A Theory of Vertical and Lateral Integration In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3297 |
1986 | The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration.(1986) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3297 | paper | |
1985 | The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration.(1985) In: Working papers. [Citation analysis] This paper has another version. Agregated cites: 3297 | paper | |
1986 | The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration..(1986) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3297 | article | |
1992 | Optimal Dynamic Trading with Leverage Constraints In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 77 |
1989 | Optimal Dynamic Trading with Leverage Constraints.(1989) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
1980 | Heterogeneous Information and the Theory of the Business Cycle In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
1980 | Heterogeneous Information and the Theory of the Business Cycle.(1980) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
1982 | Heterogeneous Information and the Theory of the Business Cycle..(1982) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
1979 | A Theory of Competitive Equilibrium in Stock Market Economies. In: Econometrica. [Full Text][Citation analysis] | article | 118 |
1978 | A theory of competitive equilibrium in stock market economies.(1978) In: Special Studies Papers. [Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
1981 | Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs. In: Econometrica. [Full Text][Citation analysis] | article | 86 |
1975 | Rational expectations and the econometric modeling of markets subject to uncertainty : A Bayesian approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
1977 | A characterization of the optimality of equilibrium in incomplete markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 37 |
1978 | Further results on the informational efficiency of competitive stock markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 54 |
1978 | Further results on the informational efficiency of competitive stock markets.(1978) In: Special Studies Papers. [Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
1986 | Sequential bargaining under asymmetric information In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 68 |
1986 | Sequential Bargaining Under Asymmetric Information.(1986) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
1986 | Perfect sequential equilibrium In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 151 |
1982 | Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 73 |
1981 | Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information.(1981) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
1988 | One share-one vote and the market for corporate control In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 435 |
1987 | One Share/One Vote and The Market for Corporate Control.(1987) In: Working papers. [Citation analysis] This paper has another version. Agregated cites: 435 | paper | |
1987 | One Share/One Vote and the Market for Corporate Control.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 435 | paper | |
1978 | The public good is a public good: a theory of corporations In: Special Studies Papers. [Citation analysis] | paper | 0 |
1989 | Trading Technology and Financial Market Stability In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
Corporate Financial Structure and Managerial Incentives In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 399 | |
1982 | Corporate Financial Structure and Managerial Incentives.(1982) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 399 | chapter | |
Rational Expectations and the Allocation of Resources Under Asymmetric Information: A Survey In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 | |
1990 | The Informational Role of Upstairs and Downstairs Trading In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 54 |
1990 | THE INFORMATION ROLE OF UPSTAIRS AND DOWNSTAIRS TRADING..(1990) In: Weiss Center Working Papers. [Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
1992 | The Informational Role of Upstairs and Downstairs Trading..(1992) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
1989 | An Economic Analysis of Dual Trading In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 10 |
1988 | LIQUIDITY AND MARKET STRUCTURE In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 488 |
1988 | Liquidity and Market Structure.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 488 | paper | |
1988 | OPTIMAL DYNAMIC HEDGING In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 0 |
1988 | PORTFOLIO INSURANCE IN COMPLETE MARKETS: A NOTE In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 39 |
1989 | Portfolio Insurance in Complete Markets: A Note..(1989) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
1993 | Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles. [Full Text][Citation analysis] | paper | 602 |
1992 | Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 602 | paper | |
1993 | Trading Volume and Serial Correlation in Stock Returns.(1993) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 602 | article | |
1983 | Unemployment with Observable Aggregate Shocks In: Scholarly Articles. [Full Text][Citation analysis] | paper | 16 |
1982 | Unemployment with Observable Aggregate Shocks.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
1983 | Unemployment with Observable Aggregate Shocks..(1983) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
1989 | The Informational Role of Prices In: MIT Press Books. [Citation analysis] | book | 70 |
1990 | Stock Market Volatility and the Crash In: NBER Books. [Citation analysis] | book | 0 |
1982 | A Transactions Based Model of the Monetary Transmission Mechanism: Part 1 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
1982 | A Transactions Based Model of the Monetary Transmission Mechanism: Part 2 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
1985 | Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
1987 | An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies In: NBER Working Papers. [Full Text][Citation analysis] | paper | 139 |
1988 | An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies..(1988) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | article | |
1980 | Stockholder Unanimity in Making Production and Financial Decisions In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 25 |
1977 | The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities In: Review of Economic Studies. [Full Text][Citation analysis] | article | 83 |
1977 | A Bayesian Approach to the Production of Information and Learning By Doing In: Review of Economic Studies. [Full Text][Citation analysis] | article | 114 |
1981 | An Introduction to the Theory of Rational Expectations Under Asymmetric Information In: Review of Economic Studies. [Full Text][Citation analysis] | article | 125 |
1980 | Takeover Bids, the Free-Rider Problem, and the Theory of the Corporation In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 811 |
1981 | The Informational Role of Warranties and Private Disclosure about Product Quality. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 845 |
1997 | Clustering and Competition in Asset Markets. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 51 |
1986 | An Analysis of the Role of Insider Trading on Futures Markets. In: The Journal of Business. [Full Text][Citation analysis] | article | 12 |
1984 | Customer protection in futures and securities markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
1986 | Economic costs and benefits of the proposed one—minute time bracketing regulation In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
1988 | Program trading and stock and futures price volatility In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
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