Sanford Jay Grossman : Citation Profile


Are you Sanford Jay Grossman?

36

H index

43

i10 index

13241

Citations

RESEARCH PRODUCTION:

44

Articles

43

Papers

2

Books

1

Chapters

RESEARCH ACTIVITY:

   28 years (1975 - 2003). See details.
   Cites by year: 472
   Journals where Sanford Jay Grossman has often published
   Relations with other researchers
   Recent citing documents: 866.    Total self citations: 11 (0.08 %)

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   Permalink: http://citec.repec.org/pgr108
   Updated: 2023-01-28    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 (90)

Schmitz, Patrick (89)

Shleifer, Andrei (72)

Koessler, Frederic (48)

Vives, Xavier (48)

Burkart, Mike (48)

Felli, Leonardo (42)

Stiglitz, Joseph (41)

Zingales, Luigi (37)

Perez, Eduardo (36)

Hart, Oliver (35)

Cites to:

Summers, Lawrence (5)

Waldmann, Robert (5)

Shleifer, Andrei (5)

Weiss, Laurence (4)

Wallace, Neil (4)

Sargent, Thomas (4)

Lucas, Robert (3)

Barro, Robert (3)

Campbell, John (3)

Miller, Merton (3)

Grandmont, Jean-Michel (2)

Main data


Where Sanford Jay Grossman has published?


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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc12
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)3
Scholarly Articles / Harvard University Department of Economics3

Recent works citing Sanford Jay Grossman (2022 and 2021)


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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2022Incomplete 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.

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2022.

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2022.

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2022.

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2022.

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2021Carbon 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.

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2022The 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.

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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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2021Unpacking 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.

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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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2022Flow Trading. (2022). Cramton, Peter ; Malec, David ; Lee, Jeongmin ; Kyle, Albert S ; Budish, Eric. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:146.

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2022Information and Communication Technology, Hierarchy, and Job Design. (2022). Krakel, Matthias ; Beckmann, Michael ; Gerten, Elisa. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:189.

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2022The 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.

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

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2022New closed-form approximations in multi-asset market making. (2018). Vieira, Douglas ; Evangelista, David. In: Papers. RePEc:arx:papers:1810.04383.

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2022Incentivizing 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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2022Size 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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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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2022Only Time Will Tell: Credible Dynamic Signaling. (2020). Starkov, Egor. In: Papers. RePEc:arx:papers:2007.09568.

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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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2021Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278.

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2021Screening for breakthroughs. (2020). Sinander, Ludvig ; Curello, Gregorio. In: Papers. RePEc:arx:papers:2011.10090.

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2021The 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.

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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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2022Algorithmic 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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2022Trade 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.

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2022Welfare 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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2022Designing a Competitive Monotone Signaling Equilibrium. (2021). Shin, Youngki ; Sam, Alex ; Han, Seungjin. In: Papers. RePEc:arx:papers:2109.03370.

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2021Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions. (2021). Dumav, Martin. In: Papers. RePEc:arx:papers:2110.15229.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2021Multivariate Realized Volatility Forecasting with Graph Neural Network. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2112.09015.

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2022Mechanism Design with Informational Punishment. (2022). Schneider, Johannes ; Balzer, Benjamin. In: Papers. RePEc:arx:papers:2201.01149.

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2022Option Volume Imbalance as a predictor for equity market returns. (2022). Howison, Sam ; Cucuringu, Mihai ; Michael, Nikolas. In: Papers. RePEc:arx:papers:2201.09319.

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2023Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817.

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2022A mean-field game of market-making against strategic traders. (2022). Possamai, Dylan ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2203.13053.

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2022Inference from Selectively Disclosed Data. (2022). Gao, Ying. In: Papers. RePEc:arx:papers:2204.07191.

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2022Fuzzy 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.

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2022Market Impact: Empirical Evidence, Theory and Practice. (2022). Said, Emilio. In: Papers. RePEc:arx:papers:2205.07385.

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2022Communicating with Anecdotes. (2022). Mohan, Divyarthi ; Mobius, Markus ; Lucier, Brendan ; Immorlica, Nicole ; Haghtalab, Nika. In: Papers. RePEc:arx:papers:2205.13461.

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2022Comparative statics with adjustment costs and the le Chatelier principle. (2022). Sinander, Ludvig ; John , ; Dekel, Eddie. In: Papers. RePEc:arx:papers:2206.00347.

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2022Withholding Verifiable Information. (2022). Zhang, Kun. In: Papers. RePEc:arx:papers:2206.09918.

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2022AlphaMLDigger: 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.

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2022Supply-Side Equilibria in Recommender Systems. (2022). Steinhardt, Jacob ; Garg, Nikhil ; Jagadeesan, Meena. In: Papers. RePEc:arx:papers:2206.13489.

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2022Market Making with Scaled Beta Policies. (2022). Savani, Rahul ; Palmer, Gregory ; Jerome, Joseph. In: Papers. RePEc:arx:papers:2207.03352.

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2022The Efficient Market Hypothesis for Bitcoin in the context of neural networks. (2022). Osterrieder, Joerg ; Kraehenbuehl, Mike. In: Papers. RePEc:arx:papers:2208.07254.

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2022Implementation with Uncertain Evidence. (2022). Chen, Yi-Chun ; Banerjee, Soumen. In: Papers. RePEc:arx:papers:2209.10741.

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2022Smooth Value Function for a Consumption-Wealth Preference and Leverage Constraint. (2022). Zhu, Zimu ; Tian, Weidong. In: Papers. RePEc:arx:papers:2210.01016.

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2022Bayesian Analysis of Linear Contracts. (2022). Talgam-Cohen, Inbal ; Li, Yingkai ; Dutting, Paul ; Alon, Tal. In: Papers. RePEc:arx:papers:2211.06850.

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2022Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility. (2022). Robertson, Scott ; Detemple, Jerome ; De Temple, Jerome. In: Papers. RePEc:arx:papers:2211.15573.

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2021.

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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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2021The 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.

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2022THE 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.

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2022On 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.

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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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2022The Financial Origins of Non-fundamental Risk. (2022). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:22-4.

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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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2022Flash 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.

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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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2022Joint Ownership of Production Projects as a Commitment Device against Interest Groups. (2022). Berardi, Nicoletta ; Seabright, Paul. In: Working papers. RePEc:bfr:banfra:889.

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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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2021DeFi risks and the decentralisation illusion. (2021). Schrimpf, Andreas ; Aramonte, Sirio ; Huang, Wenqian ; Aramonteand, Sirio. In: BIS Quarterly Review. RePEc:bis:bisqtr:2112b.

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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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2021Permissioned distributed ledgers and the governance of money. (2021). Auer, Raphael ; Shin, Hyun Song ; Monnet, Cyril. In: BIS Working Papers. RePEc:bis:biswps:924.

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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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2021Relationship 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.

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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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2022CEO 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.

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2022Disclosure regulation and incentive uncertainty. (2022). Stocken, Phillip C. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2267-2281.

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2022Can 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.

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2022Proprietary 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.

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2022An 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.

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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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2022Macroprudential 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.

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2021Fishy 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.

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2021Asymmetric 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.

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2022At 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.

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2022From 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.

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2021Liquidity 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.

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2021How 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.

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2021Learning 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.

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2021Price 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.

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2022Economic 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.

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2022Industry 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.

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2021Portfolios 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.

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2021A 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.

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2022Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44.

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2022The 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.

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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.

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2022Gauging 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.

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2021Do 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.

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2021The 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.

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2021Rights 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.

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2021The 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.

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2021Top 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.

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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]
article279
1980On the Impossibility of Informationally Efficient Markets. In: American Economic Review.
[Citation analysis]
article1954
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: 1954
paper
1981The Determinants of the Variability of Stock Market Prices. In: American Economic Review.
[Full Text][Citation analysis]
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1980The Determinants of the Variability of Stock Market Price.(1980) In: Rodney L. White Center for Financial Research Working Papers.
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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: 290
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1981Implicit Contracts, Moral Hazard, and Unemployment. In: American Economic Review.
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1982On the Impossibility of Informationally Efficient Markets: Reply. In: American Economic Review.
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1983A Transactions-Based Model of the Monetary Transmission Mechanism. In: American Economic Review.
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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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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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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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