36
H index
43
i10 index
13960
Citations
| 36 H index 43 i10 index 13960 Citations RESEARCH PRODUCTION: 44 Articles 43 Papers 2 Books 2 Chapters RESEARCH ACTIVITY: 28 years (1975 - 2003). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgr108 |
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 |
---|---|
NBER Working Papers / National Bureau of Economic Research, Inc | 12 |
Scholarly Articles / Harvard University Department of Economics | 3 |
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.) | 3 |
Year | Title of citing document | |
---|---|---|
2023 | Probabilistic Verification in Mechanism Design. (2019). Kattwinkel, Deniz ; Ball, Ian. In: Papers. RePEc:arx:papers:1908.05556. Full description at Econpapers || Download paper | |
2023 | Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870. Full description at Econpapers || Download paper | |
2023 | Screening for breakthroughs. (2020). Sinander, Ludvig ; Curello, Gregorio. In: Papers. RePEc:arx:papers:2011.10090. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | 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 | |
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 | |
2023 | Inference from Selectively Disclosed Data. (2022). Gao, Ying. In: Papers. RePEc:arx:papers:2204.07191. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | 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 | |
2023 | 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 | |
2023 | 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 | |
2023 | Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362. Full description at Econpapers || Download paper | |
2023 | Informationally Robust Cheap-Talk. (2023). Smorodinsky, Rann ; Gradwohl, Ronen ; Arieli, Itai. In: Papers. RePEc:arx:papers:2302.00281. Full description at Econpapers || Download paper | |
2023 | Inefficiency of CFMs: hedging perspective and agent-based simulations. (2023). Szpruch, Lukasz ; Vsivska, David ; Sabat, Marc ; Cohen, Samuel. In: Papers. RePEc:arx:papers:2302.04345. Full description at Econpapers || Download paper | |
2023 | Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382. Full description at Econpapers || Download paper | |
2023 | On Data-Driven Drawdown Control with Restart Mechanism in Trading. (2023). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2303.02613. Full description at Econpapers || Download paper | |
2023 | Optimal Delegation in Markets for Matching with Signaling. (2023). Shin, Youngki ; Sam, Alex ; Han, Seung Jin. In: Papers. RePEc:arx:papers:2303.09415. Full description at Econpapers || Download paper | |
2023 | The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533. Full description at Econpapers || Download paper | |
2023 | Equilibrium with Heterogeneous Information Flows. (2023). Robertson, Scott. In: Papers. RePEc:arx:papers:2304.01272. Full description at Econpapers || Download paper | |
2023 | Covert learning and disclosure. (2023). Escud, Matteo. In: Papers. RePEc:arx:papers:2304.02989. Full description at Econpapers || Download paper | |
2023 | Test-Optional Admissions. (2023). Kartik, Navin ; Frankel, Alex ; Dessein, Wouter. In: Papers. RePEc:arx:papers:2304.07551. Full description at Econpapers || Download paper | |
2023 | With a Grain of Salt: Uncertain Relevance of External Information and Firm Disclosures. (2023). Wiedman, Elyashiv ; Michaeli, Beatrice ; Libgober, Jonathan. In: Papers. RePEc:arx:papers:2304.09262. Full description at Econpapers || Download paper | |
2023 | How one-size-fits-all public works contract does it better? An assessment of infrastructure provision in Italy. (2023). Guccio, Calogero ; Rizzo, Ilde ; Castroa, Massimo Finocchiaro. In: Papers. RePEc:arx:papers:2304.10776. Full description at Econpapers || Download paper | |
2023 | Private Experimentation, Data Truncation, and Verifiable Disclosure. (2023). Lou, Yichuan. In: Papers. RePEc:arx:papers:2305.04231. Full description at Econpapers || Download paper | |
2023 | Blockchain-based Decentralized Co-governance: Innovations and Solutions for Sustainable Crowdfunding. (2023). Qiao, Yanan ; Bo, Junge ; Yang, Fan ; Liu, Ying ; Luo, YU ; Chen, Bingyou. In: Papers. RePEc:arx:papers:2306.00869. Full description at Econpapers || Download paper | |
2023 | The Power of Menus in Contract Design. (2023). Zhao, Junyao ; Wang, Joshua ; Schneider, Jon ; Guruganesh, Guru. In: Papers. RePEc:arx:papers:2306.12667. Full description at Econpapers || Download paper | |
2023 | Market Making of Options via Reinforcement Learning. (2023). Xu, Haiqing ; Fang, Zhou. In: Papers. RePEc:arx:papers:2307.01814. Full description at Econpapers || Download paper | |
2023 | Over-the-Counter Market Making via Reinforcement Learning. (2023). Xu, Haiqing ; Fang, Zhou. In: Papers. RePEc:arx:papers:2307.01816. Full description at Econpapers || Download paper | |
2023 | Estimation of an Order Book Dependent Hawkes Process for Large Datasets. (2023). Sancetta, Alessio ; Mucciante, Luca. In: Papers. RePEc:arx:papers:2307.09077. Full description at Econpapers || Download paper | |
2023 | Robust Trading in a Generalized Lattice Market. (2023). Wang, Xin-Yu ; Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2310.11023. Full description at Econpapers || Download paper | |
2023 | Randomisation with moral hazard: a path to existence of optimal contracts. (2023). Possamai, Dylan ; Krvsek, Daniel. In: Papers. RePEc:arx:papers:2311.13278. Full description at Econpapers || Download paper | |
2023 | Algorithmic Persuasion Through Simulation: Information Design in the Age of Generative AI. (2023). Slivkins, Aleksandrs ; Lucier, Brendan ; Immorlica, Nicole ; Harris, Keegan. In: Papers. RePEc:arx:papers:2311.18138. Full description at Econpapers || Download paper | |
2023 | Ex-Ante Design of Persuasion Games. (2023). Luo, Daniel ; Gao, Eric. In: Papers. RePEc:arx:papers:2312.02465. Full description at Econpapers || Download paper | |
2023 | Detecting Toxic Flow. (2023). , Leandro ; Duran-Martin, Gerardo ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:2312.05827. Full description at Econpapers || Download paper | |
2023 | Politicians, Trust and Financial Literacy: When Do Politicians Care?. (2023). Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23206. Full description at Econpapers || Download paper | |
2023 | Politicians, Trust, Financial Literacy and Financial Education: When Do Politicians Care?. (2023). Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23208. Full description at Econpapers || Download paper | |
2023 | Financial Education between Market and State: Private Commitment, Conflicts of Interest and Public Certification. (2023). Masciandaro, Donato ; Guerini, Carolina. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23213. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23. Full description at Econpapers || Download paper | |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper | |
2023 | An impossibility theorem on truth-telling in fully decentralised systems. (2023). Monnet, Cyril ; Garratt, Rodney. In: BIS Working Papers. RePEc:bis:biswps:1117. Full description at Econpapers || Download paper | |
2023 | CEO overconfidence and the tone of press release. (2023). Gong, Rong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2081-2108. Full description at Econpapers || Download paper | |
2023 | Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445. Full description at Econpapers || Download paper | |
2023 | The link between formality and procedural fairness: The influences of precision, sensitivity and role clarity. (2023). Wang, Andy ; Dyball, Maria Cadiz. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1571-1598. Full description at Econpapers || Download paper | |
2023 | Licensing cost?reducing innovations under supply function competition. (2023). Saglam, Ismail. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:180-201. Full description at Econpapers || Download paper | |
2023 | Expectations and the housing market: A model of house price dynamics. (2023). Ryu, Doojin ; Hong, Jengei. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1242-1266. Full description at Econpapers || Download paper | |
2023 | The Social Planning Problem with Costly Information Processing: Towards Understanding Production Decisions in Centralized Economies. (2023). Naeher, Dominik. In: Economica. RePEc:bla:econom:v:90:y:2023:i:357:p:285-314. Full description at Econpapers || Download paper | |
2023 | Artificial intelligence adoption in a competitive market. (2023). Gans, Joshua S. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:690-705. Full description at Econpapers || Download paper | |
2023 | Intellectual property and the organization of the global value chain. (2023). Kejar, Katja Zajc ; Ottaviano, Gianmarco ; Naghavi, Alireza ; Bolatto, Stefano. In: Economica. RePEc:bla:econom:v:90:y:2023:i:359:p:707-745. Full description at Econpapers || Download paper | |
2023 | The great margin call: The role of leverage in the 1929 Wall Street crash. (2023). Borowiecki, Karol ; Tepper, Alexander ; Dzieliski, Micha. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:3:p:807-826. Full description at Econpapers || Download paper | |
2023 | Tick size and price efficiency: Further evidence from the Tick Size Pilot Program. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:483-511. Full description at Econpapers || Download paper | |
2023 | Do uninformed traders move prices? Evidence from the Bank of Japans ETF purchasing program. (2023). Philip, Richard ; Liang, Lantian ; Kwan, Amy ; Bouffler, Luke. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:5-18. Full description at Econpapers || Download paper | |
2023 | Trading under uncertainty about other market participants. (2023). Papadimitriou, Dimitris. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:343-367. Full description at Econpapers || Download paper | |
2023 | The real effects of local mutual funds: Evidence from corporate innovation. (2023). Hwang, Hyoseok. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:272-300. Full description at Econpapers || Download paper | |
2023 | Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345. Full description at Econpapers || Download paper | |
2023 | Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61. Full description at Econpapers || Download paper | |
2023 | A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793. Full description at Econpapers || Download paper | |
2023 | Information Aggregation via Contracting. (2023). Li, Jiasun. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:935-965. Full description at Econpapers || Download paper | |
2023 | The Value of Mandatory Certification: A Real Effects Perspective. (2023). Xiong, Yan ; Xin, Baohua ; Jiang, XU. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:1:p:377-413. Full description at Econpapers || Download paper | |
2023 | Algorithmic market making in dealer markets with hedging and market impact. (2023). Gueant, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:1:p:41-79. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Managerial political power and the reallocation of resources in the internal capital market. (2023). Keum, Dongil Daniel. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:2:p:369-414. Full description at Econpapers || Download paper | |
2023 | Disentangling the role of the institutional environment in the ownership competence framework: A comment on Foss et al. (2021). (2023). Miranda, Bruno Varella ; Fowler, Guilherme. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:8:p:1939-1954. Full description at Econpapers || Download paper | |
2023 | MEASURING MARKET EFFICIENCY THROUGH VALUATION TECHNIQUES: THE CASE OF VISEGRAD COUNTRIES STOCK MARKETS. (2023). Arber, Hoti ; Fisnik, Aliu ; Florin, Aliu ; Artor, Nuhiu. In: Studies in Business and Economics. RePEc:blg:journl:v:18:y:2023:i:1:p:198-217. Full description at Econpapers || Download paper | |
2023 | Information-Forcing Effects of Non-Disclosure Rules. (2023). Singh, Ram ; Author-Workplace, Francesco Parisi. In: Working papers. RePEc:cde:cdewps:338. Full description at Econpapers || Download paper | |
2023 | Tickets to the global market: First US patent awards and Chinese firm exports. (2023). Sun, Stephen Teng ; Manova, Kalina ; Li, Yao Amber ; Gong, Robin Kaiji. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1962. Full description at Econpapers || Download paper | |
2023 | Biased Decoding and the Foundations of Communication. (2023). Braghieri, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10432. Full description at Econpapers || Download paper | |
2023 | Optimal Ownership and Firm Performance: An Analysis of China’s FDI Liberalization. (2023). Eppinger, Peter ; Ma, Hong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10551. Full description at Econpapers || Download paper | |
2023 | Tickets to the Global Market: First US Patent Awards and Chinese Firm Exports. (2023). Manova, Kalina B ; Sun, Stephen Teng ; Li, Yao Amber ; Gong, Robin Kaiji. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10790. Full description at Econpapers || Download paper | |
2087 | Does Competition Solve the Hold-up Problem?. (2087). Roberts, Kevin ; Felli, Leonardo. In: Penn CARESS Working Papers. RePEc:cla:penntw:4a7d448e61f494c5472087aed639edb6. Full description at Econpapers || Download paper | |
2023 | Constitutions and Order: A theory and comparative evidence from Colombia and the United States. (2023). Torres, Santiago ; Robinson, James A ; Mejia, Javier ; Fergusson, Leopoldo. In: Documentos CEDE. RePEc:col:000089:020815. Full description at Econpapers || Download paper | |
2023 | Optimal contracts when the players think different. (2023). Dumav, Martin ; Rigotti, Luca ; Khan, Urmee. In: UC3M Working papers. Economics. RePEc:cte:werepe:38519. Full description at Econpapers || Download paper | |
2023 | Global and local drivers of Bitcoin trading vis-Ă -vis fiat currencies. (2023). Habib, Maurizio Michael ; di Casola, Paola ; Tercero-Lucas, David. In: Working Paper Series. RePEc:ecb:ecbwps:20232868. Full description at Econpapers || Download paper | |
2023 | Stock Market Liquidity during Periods of Distress and its Implications: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-1. Full description at Econpapers || Download paper | |
2023 | The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16. Full description at Econpapers || Download paper | |
2023 | Experiments in finance: A survey of historical trends. (2023). Huber, Christoph ; Kirchler, Michael. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200065x. Full description at Econpapers || Download paper | |
2023 | Corporate culture, cultural diversification, and independent directors: Evidence from earnings conference calls. (2023). Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Chindasombatcharoen, Pongsapak. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000958. Full description at Econpapers || Download paper | |
2023 | Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197. Full description at Econpapers || Download paper | |
2023 | The informational consequences of good and bad mergers. (2023). Barbopoulos, Leonidas G ; Adra, Samer. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001535. Full description at Econpapers || Download paper | |
2023 | Firms access to informal financing: The role of shared managers in trade credit access. (2023). Wu, Shan ; Wang, Wenming ; Shi, Hanzhong ; Liu, Qiliang ; Ding, Feng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000378. Full description at Econpapers || Download paper | |
2023 | Risk communication clarity and insurance demand: The case of the COVID-19 pandemic. (2023). Zou, Hong ; Xu, Xian ; Feng, Jingbing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002652. Full description at Econpapers || Download paper | |
2023 | Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106. Full description at Econpapers || Download paper | |
2023 | Information linkages in a financial market with imperfect competition. (2023). Yang, Yaqing ; Lou, Youcheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000490. Full description at Econpapers || Download paper | |
2023 | Dynamic spending and portfolio decisions with a soft social norm. (2023). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000738. Full description at Econpapers || Download paper | |
2023 | A general method for analysis and valuation of drawdown risk. (2023). Li, Lingfei ; Zhang, Gongqiu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:152:y:2023:i:c:s0165188923000751. Full description at Econpapers || Download paper | |
2023 | Searching for ESG Information: Heterogeneous Preferences and Information Acquisition. (2023). Kang, Junqing ; Zhou, Xuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000994. Full description at Econpapers || Download paper | |
2023 | Digitalization, financial inclusion, and small and medium-sized enterprise financing: Evidence from China. (2023). Worthington, Andrew C ; Xiang, Dong ; Li, Jinbao ; Zhang, Xiaoyan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002225. Full description at Econpapers || Download paper | |
2023 | The British Stock Market, currencies, brexit, and media sentiments: A big data analysis. (2023). Das, Pranab ; Mukherjee, Debashis ; Marjit, Sugata ; Basak, Gopal K ; Yang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001966. Full description at Econpapers || Download paper | |
2023 | Money, payments systems, limited participation, and central banking. (2023). Choi, Hyung Sun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002091. Full description at Econpapers || Download paper | |
2023 | Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438. Full description at Econpapers || Download paper | |
2023 | Completely relationship-specific investments, transaction costs, and the property rights theory. (2023). Schmitz, Patrick. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001283. Full description at Econpapers || Download paper | |
2023 | Factor-based portfolio optimization. (2023). Cho, Wonho ; Auh, Jun Kyung. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001623. Full description at Econpapers || Download paper | |
2023 | Blockholdings in closely held corporations: An analysis of ownership coalitions in emerging countries. (2023). Pranikar, Janez ; Koman, Matja ; Habu, Ada Gutin ; Bole, Velimir. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362523000018. Full description at Econpapers || Download paper | |
2023 | Backward versus forward integration of firms in global value chains. (2023). Egger, Peter ; Masllorens, Gerard ; Erhardt, Katharina. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000302. Full description at Econpapers || Download paper | |
2023 | The proper scope of government reconsidered: Asymmetric information and incentive contracts. (2023). Schmitz, Patrick. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s001429212300140x. Full description at Econpapers || Download paper | |
2023 | Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495. Full description at Econpapers || Download paper | |
2023 | The interactions between upstream quality disclosure and downstream entry. (2023). Ji, Xiang ; Lu, Wei ; Wu, Jie. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:2:p:545-559. Full description at Econpapers || Download paper | |
2023 | Portfolio selection with exploration of new investment assets. (2023). Strub, Moris S ; Sornette, Didier ; de Gennaro, Luca. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:773-792. Full description at Econpapers || Download paper | |
2023 | Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365. 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 | 291 |
1980 | On the Impossibility of Informationally Efficient Markets. In: American Economic Review. [Citation analysis] | article | 2097 |
1997 | On the Impossibility of Informationally Efficient Markets.(1997) In: Levine's Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2097 | paper | |
1981 | The Determinants of the Variability of Stock Market Prices. In: American Economic Review. [Full Text][Citation analysis] | article | 294 |
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 nother version. Agregated cites: 294 | paper | |
1980 | The Determinants of the Variability of Stock Market Prices.(1980) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 294 | 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 | 160 |
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 nother 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 | 295 |
1977 | On Value Maximization and Alternative Objectives of the Firm. In: Journal of Finance. [Full Text][Citation analysis] | article | 24 |
1980 | Disclosure Laws and Takeover Bids. In: Journal of Finance. [Full Text][Citation analysis] | article | 305 |
Disclosure Laws and Takeover Bids.() In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 305 | paper | ||
1981 | The Allocational Role of Takeover Bids in Situations of Asymmetric Information. In: Journal of Finance. [Full Text][Citation analysis] | article | 34 |
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 nother version. Agregated cites: 34 | 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 nother version. Agregated cites: 34 | paper | |
1995 | Dynamic Asset Allocation and the Informational Efficiency of Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 38 |
1996 | Equilibrium Analysis of Portfolio Insurance. In: Journal of Finance. [Full Text][Citation analysis] | article | 121 |
1993 | OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS In: Mathematical Finance. [Full Text][Citation analysis] | article | 121 |
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 | 921 |
1983 | An Analysis of the Principal-Agent Problem..(1983) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 921 | 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 nother version. Agregated cites: 921 | 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 | 342 |
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 nother version. Agregated cites: 342 | 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 nother version. Agregated cites: 342 | paper | |
1985 | The Cost and Benefits of Ownership: A Theory of Vertical and Lateral Integration In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3448 |
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 nother version. Agregated cites: 3448 | paper | |
1985 | The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration.(1985) In: Working papers. [Citation analysis] This paper has nother version. Agregated cites: 3448 | 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 nother version. Agregated cites: 3448 | article | |
1992 | Optimal Dynamic Trading with Leverage Constraints In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 81 |
1989 | Optimal Dynamic Trading with Leverage Constraints.(1989) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 81 | 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 nother 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 nother version. Agregated cites: 12 | article | |
1979 | A Theory of Competitive Equilibrium in Stock Market Economies. In: Econometrica. [Full Text][Citation analysis] | article | 125 |
1978 | A theory of competitive equilibrium in stock market economies.(1978) In: Special Studies Papers. [Citation analysis] This paper has nother version. Agregated cites: 125 | paper | |
1981 | Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs. In: Econometrica. [Full Text][Citation analysis] | article | 94 |
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 | 38 |
1978 | Further results on the informational efficiency of competitive stock markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 60 |
1978 | Further results on the informational efficiency of competitive stock markets.(1978) In: Special Studies Papers. [Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
1986 | Sequential bargaining under asymmetric information In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 69 |
1986 | Sequential Bargaining Under Asymmetric Information.(1986) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
1986 | Perfect sequential equilibrium In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 154 |
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 | 78 |
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 nother version. Agregated cites: 78 | paper | |
1988 | One share-one vote and the market for corporate control In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 448 |
1987 | One Share/One Vote and The Market for Corporate Control.(1987) In: Working papers. [Citation analysis] This paper has nother version. Agregated cites: 448 | paper | |
1987 | One Share/One Vote and the Market for Corporate Control.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 448 | 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 | 411 | |
1982 | Corporate Financial Structure and Managerial Incentives.(1982) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 411 | 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 nother 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 nother 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 | 12 |
1988 | LIQUIDITY AND MARKET STRUCTURE In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 523 |
1988 | Liquidity and Market Structure.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 523 | 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 | 40 |
1989 | Portfolio Insurance in Complete Markets: A Note..(1989) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
1993 | Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles. [Full Text][Citation analysis] | paper | 626 |
1992 | Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 626 | paper | |
1993 | Trading Volume and Serial Correlation in Stock Returns.(1993) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 626 | 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 nother version. Agregated cites: 16 | paper | |
1983 | Unemployment with Observable Aggregate Shocks..(1983) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
1989 | The Informational Role of Prices In: MIT Press Books. [Citation analysis] | book | 71 |
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 | 7 |
1985 | Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
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 | 152 |
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 nother version. Agregated cites: 152 | article | |
1980 | Stockholder Unanimity in Making Production and Financial Decisions In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 26 |
1977 | The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities In: Review of Economic Studies. [Full Text][Citation analysis] | article | 93 |
1977 | A Bayesian Approach to the Production of Information and Learning By Doing In: Review of Economic Studies. [Full Text][Citation analysis] | article | 119 |
1981 | An Introduction to the Theory of Rational Expectations Under Asymmetric Information In: Review of Economic Studies. [Full Text][Citation analysis] | article | 133 |
1987 | Vertical Integration and the Distribution of Property Rights In: Palgrave Macmillan Books. [Citation analysis] | chapter | 5 |
1980 | Takeover Bids, the Free-Rider Problem, and the Theory of the Corporation In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 849 |
1981 | The Informational Role of Warranties and Private Disclosure about Product Quality. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 934 |
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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team