Sanford Jay Grossman : Citation Profile

Are you Sanford Jay Grossman?

34

H index

43

i10 index

9561

Citations

RESEARCH PRODUCTION:

44

Articles

43

Papers

2

Books

1

Chapters

RESEARCH ACTIVITY:

   28 years (1975 - 2003). See details.
   Cites by year: 341
   Journals where Sanford Jay Grossman has often published
   Relations with other researchers
   Recent citing documents: 1308.    Total self citations: 11 (0.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr108
   Updated: 2020-05-16    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:

Schmitz, Patrick (63)

Shleifer, Andrei (57)

Renneboog, Luc (51)

Vives, Xavier (40)

Burkart, Mike (33)

Zingales, Luigi (31)

Gorton, Gary (30)

Felli, Leonardo (29)

Stiglitz, Joseph (28)

Hart, Oliver (27)

Koessler, Frederic (26)

Cites to:

Shleifer, Andrei (5)

Summers, Lawrence (5)

Waldmann, Robert (5)

Wallace, Neil (4)

Sargent, Thomas (4)

Weiss, Laurence (4)

Lucas, Robert (3)

Campbell, John (3)

Modigliani, Franco (2)

DeLong, James (2)

Barro, Robert (2)

Main data

Where Sanford Jay Grossman has published?

Journals with more than one article published# docs
Journal of Finance6
American Economic Review6
Journal of Economic Theory4
Econometrica4
The Journal of Business4
Journal of Political Economy3
Journal of Futures Markets3
Review of Economic Studies3
Journal of Law and Economics2
The Quarterly Journal of 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 (2018 and 2017)

YearTitle of citing document
2018THE NOISE TRADER EFFECT IN A WALRASIAN FINANCIAL MARKET. (2018). Laurila, Hannu ; Ilomki, Jukka. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:405-419.

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2019Household Portfolio Choice Before and After a House Purchase. (2019). Zhou, Jie ; Lyng, Ran Sun. In: Economics Working Papers. RePEc:aah:aarhec:2019-01.

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2017Subpoena Power and Information Transmission. (2017). Oak, Mandar ; Dellis, Arnaud. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-05.

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2019College Students’ Perceived Brand Value in Service and Manufacturing Categories. (2019). Xu, Pengzhi ; Gong, Yuexuan. In: Annals of Social Sciences & Management studies. RePEc:adp:oajasm:v:4:y:2019:i:2:p:29-34.

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2017Coarse Competitive Equilibrium and Extreme Prices. (2017). Strzalecki, Tomasz ; Gul, Faruk ; Pesendorfer, Wolfgang. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:109-37.

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2017Evidence Games: Truth and Commitment. (2017). Hart, Sergiu ; Perry, Motty ; Kremer, Ilan. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:3:p:690-713.

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2017The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

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2017Incomplete Contracts and Control. (2017). Hart, Oliver. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:7:p:1731-52.

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2018Marking to Market versus Taking to Market. (2018). Tirole, Jean ; Plantin, Guillaume. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:8:p:2246-76.

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2019Monetary Policy and the Redistribution Channel. (2019). Auclert, Adrien. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:6:p:2333-67.

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2017Disclosure and Legal Advice. (2017). Che, Yeon-Koo ; Severinov, Sergei . In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:9:y:2017:i:2:p:188-225.

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2017Valuation of Company Merger from the Shareholders’ Point of View. (2017). Hering, Thomas ; Toll, Christian. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:46:y:2017:i:19:p:836.

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2017The determinants of stock prices: Evidence from the Turkish banking sector. (2017). Bekta, Hakan ; Aydin, Mucahit ; Saldanli, Arif . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:181-188.

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2018Institutionalized social technologies index: A global perspective. (2018). Siddiqui, Danish ; Ahmed, Qazi Masood. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:67-96.

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2017The determinants of stock prices: Evidence from the Turkish banking sector. (2017). BEKTAŞ, Hakan ; Aydın, Mücahit ; Aydin, Mucahit ; Saldanli, Arif . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:181-188.

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2018The Impact of Voluntary Non-GMO Labeling on Demand in the Ready-to-Eat Cereal Industry. (2018). Adalja, Aaron A. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273817.

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2017Evaluating the Effectiveness of Axis 3-LEADER Grants on Job Creation. (2017). Wu, Ziping ; Sherry, Erin ; Angioloni, Simone. In: 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland. RePEc:ags:aesc17:258643.

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2018Adding Value to Sustainable Agri-Food Chains: Experimentation in the Pork Sector. (2018). Chapdaniel, Alain ; Filippi, Maryline. In: 166th Seminar, August 30-31, 2018, Galway, West of Ireland. RePEc:ags:eaa166:276199.

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2017Analysis of Short Food Supply Chain Governances: Innovative Collective Platforms Supplying Local Produce. (2017). Raynaud, Emmanuel ; Machado, Melise Dantas ; Bavec, Simon. In: 2018 International European Forum (163rd EAAE Seminar), February 5-9, 2018, Innsbruck-Igls, Austria. RePEc:ags:iefi18:276917.

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2018Dual Moral Hazard and Adverse Selection in South African Agribusiness: It Takes Two to Tango. (2018). Mkhabela, Thulasizwe . In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:269666.

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2017Analysis of Short Food Supply Chain Governances: Innovative Collective Platforms Supplying Local Produce. (2017). Bavec, Simon ; Raynaud, Emmanuel ; Machado, Melise Dantas. In: International Journal on Food System Dynamics. RePEc:ags:ijofsd:258169.

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2017Export Decision under Risk. (2017). Gaigne, Carl ; de Sousa, José ; Disdier, Anne-Celia. In: Working Papers. RePEc:ags:inrasl:265728.

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2019Social learning equilibria. (2019). Tamuz, Omer ; Sly, Allan ; Mueller-Frank, Manuel ; Mossel, Elchanan. In: Papers. RePEc:arx:papers:1207.5895.

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2017Rebalancing with Linear and Quadratic Costs. (2017). Muhle-Karbe, Johannes ; Liu, Ren ; Weber, Marko. In: Papers. RePEc:arx:papers:1402.5306.

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2018David 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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2017Evidence of Self-Organization in Time Series of Capital Markets. (2017). , Leopoldo ; Garc, Alba Lucero ; Morales-Matamoros, Oswaldo ; Soto-Campos, Carlos Arturo . In: Papers. RePEc:arx:papers:1604.03996.

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2017Optimal market making. (2017). Gu, Olivier . In: Papers. RePEc:arx:papers:1605.01862.

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2017Pricing insurance drawdown-type contracts with underlying L\evy assets. (2017). Tumilewicz, Joanna ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1701.01891.

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2019Bank monitoring incentives under moral hazard and adverse selection. (2019). Santib, Nicol'As Hern'Andez ; Zhou, Chao ; Possamai, Dylan. In: Papers. RePEc:arx:papers:1701.05864.

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2017A Unified Approach for Drawdown (Drawup) of Time-Homogeneous Markov Processes. (2017). Zhang, Hongzhong ; Li, Bin ; Landriault, David. In: Papers. RePEc:arx:papers:1702.07786.

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2017Option pricing for Informed Traders. (2017). Fabozzi, Frank ; Rachev, Svetlozar T ; Kim, Yong Shin ; Stoyanov, Stoyan V. In: Papers. RePEc:arx:papers:1711.09445.

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2017Retirement Wealth under Fixed Limits: The Optimal Strategy for Exponential Utility. (2017). Schutte, Lena. In: Papers. RePEc:arx:papers:1712.00463.

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2018Fair valuation of L\evy-type drawdown-drawup contracts with general insured and penalty functions. (2018). Tumilewicz, Joanna ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1712.04418.

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2018Why Markets are Inefficient: A Gambling Theory of Financial Markets For Practitioners and Theorists. (2018). Moffitt, Steven D. In: Papers. RePEc:arx:papers:1801.01948.

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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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2018Market Making via Reinforcement Learning. (2018). Koukorinis, Andreas ; Savani, Rahul ; Fearnley, John ; Spooner, Thomas. In: Papers. RePEc:arx:papers:1804.04216.

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2019Optimal investment for participating insurance contracts under VaR-Regulation. (2019). Stadje, Mitja ; Nguyen, Thai. In: Papers. RePEc:arx:papers:1805.09068.

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2018Foreign Exchange Markets with Last Look. (2018). Walton, Jamie ; Jaimungal, Sebastian ; Cartea, Alvaro. In: Papers. RePEc:arx:papers:1806.04460.

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2019Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates. (2019). Bayraktar, Erhan ; Young, Virginia R ; Angoshtari, Bahman . In: Papers. RePEc:arx:papers:1806.07499.

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

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2019Robust Pricing with Refunds. (2018). Hinnosaar, Toomas ; Kawai, Keiichi. In: Papers. RePEc:arx:papers:1808.02233.

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

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2019Mid-price estimation for European corporate bonds: a particle filtering approach. (2019). Pu, Jiang ; Gu, Olivier. In: Papers. RePEc:arx:papers:1810.05884.

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2019Optimal electricity demand response contracting with responsiveness incentives. (2019). Touzi, Nizar ; Possamai, Dylan ; Ren'e A"id, . In: Papers. RePEc:arx:papers:1810.09063.

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2019Optimal Incentive Contract with Endogenous Monitoring Technology. (2019). Yang, Ming ; Li, Anqi. In: Papers. RePEc:arx:papers:1810.11471.

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2018Incentivizing the Dynamic Workforce: Learning Contracts in the Gig-Economy. (2018). Deligkas, Argyrios ; Koren, Moran ; Cohen, Alon. In: Papers. RePEc:arx:papers:1811.06736.

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2018Quantification of market efficiency based on informational-entropy. (2018). Rothenstein, Roland . In: Papers. RePEc:arx:papers:1812.02371.

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2018Duesenberrys Theory of Consumption: Habit, Learning, and Ratcheting. (2018). Koo, Hyeng Keun ; Jeon, Junkee ; Choi, Kyoung Jin. In: Papers. RePEc:arx:papers:1812.10038.

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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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2019Multiscale 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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2019A Theory of Information overload applied to perfectly efficient financial markets. (2019). Torrisi, Benedetto ; Pernagallo, Giuseppe. In: Papers. RePEc:arx:papers:1904.03726.

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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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2019Portfolio 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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2019Probabilistic Verification in Mechanism Design. (2019). Kattwinkel, Deniz ; Ball, Ian. In: Papers. RePEc:arx:papers:1908.05556.

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2019Stock Price Forecasting and Hypothesis Testing Using Neural Networks. (2019). Varaku, Kerda. In: Papers. RePEc:arx:papers:1908.11212.

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2019Lifetime 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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2019Fundamental Analysis in China: An Empirical Study of the Relationship between Financial Ratios and Stock Prices. (2019). Felicia, H L ; Schinckus, Christophe ; Ausloos, Marcel ; Ma, Lijuan. In: Papers. RePEc:arx:papers:1910.06746.

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

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2019Design of High-Frequency Trading Algorithm Based on Machine Learning. (2019). Feng, Yutong ; Fang, Boyue. In: Papers. RePEc:arx:papers:1912.10343.

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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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2018Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_215.

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2019Agency Costs, Ownership, and Internal Governance Mechanisms: Evidence from Chinese Listed Companies. (2019). Vijayakumaran, Ratnam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:133-154.

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2019Leverage, Debt Maturity and Corporate Performance: Evidence from Chinese Listed Companies. (2019). Vijayakumaran, Sunitha. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:491-506.

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2018Socioeconomic Stability and Variability in Stock Market Prices: A Case Study of Karachi Stock Exchange. (2018). Ali, Rafaqat. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:428-440.

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2019The interplay between oil and food commodity prices: Has It changed over time?. (2019). Rüth, Sebastian ; Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0665.

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2018MAIN CONTRACTOR – SUBCONTRACTOR RELATIONS IN THE FRAMEWORK OF CONTRACT THEORY. (2018). Nykyforchyn, Iryna ; Suduk, Nataliia. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2018:4:3:26.

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2018But What Does it Mean? Competition between Products Carrying Alternative Green Labels when Consumers are Active Acquirers of Information. (2018). Maxwell, John W ; Martin, Steve ; Kennedy, Peter W ; Kapur, Sandeep ; Heyes, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1812.

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2018Seeking Safety. (2018). Perotti, Enrico ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:18-41.

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2019Quality of enforcement and investment decisions. Firm-level evidence from Spain. (2019). Mora-Sanguinetti, Juan ; Dejuan, Daniel. In: Working Papers. RePEc:bde:wpaper:1927.

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2018Managing Social Comparison Costs in Organizations. (2018). Zanarone, Giorgio ; Oscar, Contreras. In: Working Papers. RePEc:bdm:wpaper:2018-25.

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2019Contracts, Firm Dynamics and Aggregate Productivity. (2019). Perez-Reyna, David ; Lopez-Martin, Bernabe ; Bernabe, Lopez-Martin. In: Working Papers. RePEc:bdm:wpaper:2019-07.

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2018An Auction-Based Test of Private Information in an Interdealer FX Market. (2018). Villamizar-Villegas, mauricio ; Bonaldi, Jean. In: Borradores de Economia. RePEc:bdr:borrec:1049.

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2017Stock Price Synchronicity and Information Environment. (2017). Hassan, Arshad ; Fraz, Ahmad. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:4:p:213-232.

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2019THE EFFECT OF TRADING VOLUMES ON STOCK RETURNS FOLLOWING LARGE PRICE MOVES. (2019). Kudryavtsev, Andrey. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:85-116.

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2017Adjustment Costs and Factor Demand: New Evidence From Firms’ Real Estate. (2017). Bergeaud, Antonin ; Ray, S. In: Working papers. RePEc:bfr:banfra:641.

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2017Price Dispersion, Private Uncertainty, and Endogenous Nominal Rigidities. (2017). Gaballo, Gaetano. In: Working papers. RePEc:bfr:banfra:653.

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2018Benevolent Mediation in the Shadow of Conflict. (2018). Esteban, Joan ; Canidio, Andrea. In: Working Papers. RePEc:bge:wpaper:1027.

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2019The Good, The Bad and The Complex: Product Design with Imperfect Information. (2019). Vanasco, Victoria ; Foarta, Dana ; Asriyan, Vladimir. In: Working Papers. RePEc:bge:wpaper:1079.

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2017Property as sequential exchange: The forgotten limits of private contract. (2017). Arruñada, Benito ; Arruada, Benito. In: Working Papers. RePEc:bge:wpaper:948.

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2017Vertical Integration, Supplier Behavior, and Quality Upgrading among Exporters. (2017). León-Ciliotta, Gianmarco ; Teachout, Matthieu ; Leon, Gianmarco ; Hjort, Jonas ; Hansman, Christopher. In: Working Papers. RePEc:bge:wpaper:961.

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2017Aggregation and Design of Information in Asset Markets with Adverse Selection. (2017). Fuchs, William ; Green, Brett ; Asriyan, Vladimir. In: Working Papers. RePEc:bge:wpaper:979.

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2018Information Aggregation in Arrow-Debreu Markets: An Experiment. (2018). Zultan, Ro'i ; Kaplan, Todd ; Choo, Lawrence. In: Working Papers. RePEc:bgu:wpaper:1807.

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2019Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Pham, Tho ; Xiong, Xiong ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements. (2018). Miao, Evan Weicheng ; Binici, Mahir ; Hutchison, Michael M. In: BIS Working Papers. RePEc:bis:biswps:704.

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2019The cost of clearing fragmentation. (2019). Vasios, Michalis ; Menkveld, Albert ; Huang, Wenqian ; Benos, Evangelos . In: BIS Working Papers. RePEc:bis:biswps:826.

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2018Does Ownership Identity Matter? A Meta‐analysis of Research on Firm Financial Performance in Relation to Government versus Private Ownership. (2018). Wang, Kun Tracy ; Shailer, Greg. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:1:p:1-35.

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2018Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence. (2018). Kim, Jae H ; Ji, Philip Inyeob ; Ahmed, Kamran. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:524-546.

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2017Does the T + 1 rule really reduce speculation? Evidence from Chinese Stock Index ETF. (2017). Chen, Xinyun ; Zeng, Tao ; Liu, Yan. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1287-1313.

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2018Dissecting stock price momentum using financial statement analysis. (2018). Ahmed, Anwer S ; Safdar, Irfan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:3-43.

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2018Transferring and trading on insider information in the United States and Australia: just a case of happy hour drinks?. (2018). Chen, Xiaoyan ; Linnenluecke, Martina K ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:83-95.

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2018THE THEORY OF THE LABOR-MANAGED FIRM: PAST, PRESENT, AND FUTURE. (2018). Dow, Gregory. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:88:y:2017:i:3:p:65-86.

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2018THE THEORY OF THE LABOR†MANAGED FIRM: PAST, PRESENT, AND FUTURE. (2018). Dow, Gregory K. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:89:y:2018:i:1:p:65-86.

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2018TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. (2018). Kartsaklas, Aris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:3:p:226-250.

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2017SPECULATIVE PROFITS, INNOVATION, AND GROWTH. (2017). Denicolo', Vincenzo ; Zanchettin, Piercarlo. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:160-174.

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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]		article203
1980On the Impossibility of Informationally Efficient Markets. In: American Economic Review.
[Citation analysis]		article1426
1997On the Impossibility of Informationally Efficient Markets.(1997) In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1426		paper
1981The Determinants of the Variability of Stock Market Prices. In: American Economic Review.
[Full Text][Citation analysis]		article247
1980The 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: 247		paper
1980The Determinants of the Variability of Stock Market Prices.(1980) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 247		paper
1981Implicit Contracts, Moral Hazard, and Unemployment. In: American Economic Review.
[Full Text][Citation analysis]		article55
1982On the Impossibility of Informationally Efficient Markets: Reply. In: American Economic Review.
[Citation analysis]		article1
1983A Transactions-Based Model of the Monetary Transmission Mechanism. In: American Economic Review.
[Full Text][Citation analysis]		article125
1987Estimating the Continuous-Time Consumption-Based Asset-Pricing Model. In: Journal of Business & Economic Statistics.
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1985Estimating the Continuous Time Consumption Based Asset Pricing Model.(1985) In: NBER Working Papers.
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1976On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information. In: Journal of Finance.
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1977On Value Maximization and Alternative Objectives of the Firm. In: Journal of Finance.
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1980 Disclosure Laws and Takeover Bids. In: Journal of Finance.
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1981The Allocational Role of Takeover Bids in Situations of Asymmetric Information. In: Journal of Finance.
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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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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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1995 Dynamic Asset Allocation and the Informational Efficiency of Markets. In: Journal of Finance.
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1996 Equilibrium Analysis of Portfolio Insurance. In: Journal of Finance.
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1993OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS In: Mathematical Finance.
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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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2001An Analysis of the Principal-Agent Problem In: Levine's Working Paper Archive.
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1983An Analysis of the Principal-Agent Problem..(1983) In: Econometrica.
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1980An Analysis of the Principal-Agent Problem.(1980) In: Rodney L. White Center for Financial Research Working Papers.
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2003Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods In: Levine's Working Paper Archive.
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1990Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods..(1990) In: Econometrica.
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1987Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods.(1987) In: NBER Working Papers.
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1985The Cost and Benefits of Ownership: A Theory of Vertical and Lateral Integration In: CEPR Discussion Papers.
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1986The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration.(1986) In: Scholarly Articles.
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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: 2296		paper
1986The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration..(1986) In: Journal of Political Economy.
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1992Optimal Dynamic Trading with Leverage Constraints In: Journal of Financial and Quantitative Analysis.
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1989Optimal Dynamic Trading with Leverage Constraints.(1989) In: Rodney L. White Center for Financial Research Working Papers.
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1980Heterogeneous Information and the Theory of the Business Cycle In: Cowles Foundation Discussion Papers.
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1980Heterogeneous Information and the Theory of the Business Cycle.(1980) In: Rodney L. White Center for Financial Research Working Papers.
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1982Heterogeneous Information and the Theory of the Business Cycle..(1982) In: Journal of Political Economy.
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1979A Theory of Competitive Equilibrium in Stock Market Economies. In: Econometrica.
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1978A theory of competitive equilibrium in stock market economies.(1978) In: Special Studies Papers.
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1981Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs. In: Econometrica.
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1975Rational expectations and the econometric modeling of markets subject to uncertainty : A Bayesian approach In: Journal of Econometrics.
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1977A characterization of the optimality of equilibrium in incomplete markets In: Journal of Economic Theory.
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1978Further results on the informational efficiency of competitive stock markets In: Journal of Economic Theory.
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1978Further results on the informational efficiency of competitive stock markets.(1978) In: Special Studies Papers.
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1986Sequential bargaining under asymmetric information In: Journal of Economic Theory.
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1986Sequential Bargaining Under Asymmetric Information.(1986) In: NBER Technical Working Papers.
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1986Perfect sequential equilibrium In: Journal of Economic Theory.
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1982Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information In: Journal of Financial Economics.
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1981Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information.(1981) In: NBER Working Papers.
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1988One share-one vote and the market for corporate control In: Journal of Financial Economics.
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1987One Share/One Vote and The Market for Corporate Control.(1987) In: Working papers.
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1987One Share/One Vote and the Market for Corporate Control.(1987) In: NBER Working Papers.
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1978The public good is a public good: a theory of corporations In: Special Studies Papers.
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1989Trading Technology and Financial Market Stability In: Rodney L. White Center for Financial Research Working Papers.
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1982Corporate Financial Structure and Managerial Incentives.(1982) In: NBER Chapters.
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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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1990The Informational Role of Upstairs and Downstairs Trading In: Rodney L. White Center for Financial Research Working Papers.
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1990THE INFORMATION ROLE OF UPSTAIRS AND DOWNSTAIRS TRADING..(1990) In: Weiss Center Working Papers.
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1992The Informational Role of Upstairs and Downstairs Trading..(1992) In: The Journal of Business.
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1989An Economic Analysis of Dual Trading In: Rodney L. White Center for Financial Research Working Papers.
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1988LIQUIDITY AND MARKET STRUCTURE In: Princeton, Department of Economics - Financial Research Center.
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1988Liquidity and Market Structure.(1988) In: NBER Working Papers.
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1988OPTIMAL DYNAMIC HEDGING In: Princeton, Department of Economics - Financial Research Center.
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1988PORTFOLIO INSURANCE IN COMPLETE MARKETS: A NOTE In: Princeton, Department of Economics - Financial Research Center.
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1989Portfolio Insurance in Complete Markets: A Note..(1989) In: The Journal of Business.
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1993Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles.
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1992Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers.
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1993Trading Volume and Serial Correlation in Stock Returns.(1993) In: The Quarterly Journal of Economics.
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1983Unemployment with Observable Aggregate Shocks In: Scholarly Articles.
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1982Unemployment with Observable Aggregate Shocks.(1982) In: NBER Working Papers.
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1983Unemployment with Observable Aggregate Shocks..(1983) In: Journal of Political Economy.
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1989The Informational Role of Prices In: MIT Press Books.
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1990Stock Market Volatility and the Crash In: NBER Books.
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1982A Transactions Based Model of the Monetary Transmission Mechanism: Part 1 In: NBER Working Papers.
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1982A Transactions Based Model of the Monetary Transmission Mechanism: Part 2 In: NBER Working Papers.
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1985Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods In: NBER Working Papers.
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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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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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1980Stockholder Unanimity in Making Production and Financial Decisions In: The Quarterly Journal of Economics.
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1977The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities In: Review of Economic Studies.
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1977A Bayesian Approach to the Production of Information and Learning By Doing In: Review of Economic Studies.
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1981An Introduction to the Theory of Rational Expectations Under Asymmetric Information In: Review of Economic Studies.
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1980Takeover Bids, the Free-Rider Problem, and the Theory of the Corporation In: Bell Journal of Economics.
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1981The Informational Role of Warranties and Private Disclosure about Product Quality. In: Journal of Law and Economics.
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1997Clustering and Competition in Asset Markets. In: Journal of Law and Economics.
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1986An Analysis of the Role of Insider Trading on Futures Markets. In: The Journal of Business.
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1984Customer protection in futures and securities markets In: Journal of Futures Markets.
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1986Economic costs and benefits of the proposed one—minute time bracketing regulation In: Journal of Futures Markets.
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1988Program trading and stock and futures price volatility In: Journal of Futures Markets.
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