37
H index
44
i10 index
15312
Citations
| 37 H index 44 i10 index 15312 Citations RESEARCH PRODUCTION: 45 Articles 43 Papers 2 Books 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sanford Jay Grossman. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 12 |
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 | |
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2024 | Information Acquisition and Individual Investors’ Trading Behavior. (2024). Li, Yaling ; Luo, Ronghua ; Shen, Kailing. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-698. Full description at Econpapers || Download paper | |
2024 | Information Acquisition and Individual Investors€™ Trading Behavior. (2024). Li, Yaling ; Luo, Ronghua ; Shen, Kailing. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2024-698. Full description at Econpapers || Download paper | |
2024 | Buying from a Group. (2024). Haghpanah, Nima ; Lipnowski, Elliot ; Kuvalekar, Aditya. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:8:p:2596-2632. Full description at Econpapers || Download paper | |
2024 | Dual Class Stock Companies: Global Experience and Russian Practice. (2024). Муравьев, Александр ; Telyatnikov, Nikolay S ; Muravyev, Alexander A. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:3:p:801-832. Full description at Econpapers || Download paper | |
2025 | Is Corporate Indebtedness a Drag on Investment after Financial Shocks?. (2025). Yarba, Ibrahim. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:1-15. Full description at Econpapers || Download paper | |
2025 | Argentina: The Honor Student—By Merit and By Mistake. A Natural Experiment on Information Effects. (2025). Menna, Lorenzo ; Tobal, Martn ; Meneses, Oscar. In: Working Papers. RePEc:aoz:wpaper:355. Full description at Econpapers || Download paper | |
2025 | Probabilistic Verification in Mechanism Design. (2025). Ball, Ian ; Kattwinkel, Deniz. In: Papers. RePEc:arx:papers:1908.05556. Full description at Econpapers || Download paper | |
2024 | Volatility Depends on Market Trades and Macro Theory. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907. Full description at Econpapers || Download paper | |
2025 | Model-free Analysis of Dynamic Trading Strategies. (2025). Xu, Renyuan ; Cont, Rama ; Ananova, Anna. In: Papers. RePEc:arx:papers:2011.02870. Full description at Econpapers || Download paper | |
2025 | Screening for breakthroughs. (2025). Sinander, Ludvig ; Curello, Gregorio. In: Papers. RePEc:arx:papers:2011.10090. Full description at Econpapers || Download paper | |
2024 | Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling. (2024). Dai, Zhonghao ; Zhang, Ruchen ; Wang, Ling ; Zeng, Liang ; Li, Jian ; Niu, Hui ; Zhu, Dewei. In: Papers. RePEc:arx:papers:2107.11972. Full description at Econpapers || Download paper | |
2024 | Monotone Equilibrium in Matching Markets with Signaling. (2024). Shin, Youngki ; Han, Seungjin ; Sam, Alex. In: Papers. RePEc:arx:papers:2109.03370. Full description at Econpapers || Download paper | |
2024 | Communicating with Anecdotes. (2024). Haghtalab, Nika ; Immorlica, Nicole ; Mobius, Markus ; Mohan, Divyarthi ; Lucier, Brendan. In: Papers. RePEc:arx:papers:2205.13461. Full description at Econpapers || Download paper | |
2024 | Comparative statics with adjustment costs and the Le Chatelier principle. (2024). Quah, John ; Dekel, Eddie ; Sinander, Ludvig. In: Papers. RePEc:arx:papers:2206.00347. Full description at Econpapers || Download paper | |
2025 | Implementation with Uncertain Evidence. (2025). Chen, Yi-Chun ; Banerjee, Soumen. In: Papers. RePEc:arx:papers:2209.10741. Full description at Econpapers || Download paper | |
2025 | Approximate Optimality of Linear Contracts Under Uncertainty. (2025). Li, Yingkai ; Alon, Tal ; Dutting, Paul ; Talgam-Cohen, Inbal. In: Papers. RePEc:arx:papers:2211.06850. Full description at Econpapers || Download paper | |
2024 | Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility. (2024). Detemple, Jerome ; Robertson, Scott. In: Papers. RePEc:arx:papers:2211.15573. Full description at Econpapers || Download paper | |
2024 | Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2024). Lu, Yutong ; Cucuringu, Mihai ; Reinert, Gesine. In: Papers. RePEc:arx:papers:2302.09382. Full description at Econpapers || Download paper | |
2024 | The Elasticity of Quantitative Investment. (2024). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533. Full description at Econpapers || Download paper | |
2024 | Equilibrium with Heterogeneous Information Flows. (2024). Robertson, Scott. In: Papers. RePEc:arx:papers:2304.01272. Full description at Econpapers || Download paper | |
2024 | Covert learning and disclosure. (2024). Escudé, Matteo. In: Papers. RePEc:arx:papers:2304.02989. Full description at Econpapers || Download paper | |
2024 | Test-Optional Admissions. (2024). Kartik, Navin ; Dessein, Wouter ; Frankel, Alex. In: Papers. RePEc:arx:papers:2304.07551. Full description at Econpapers || Download paper | |
2025 | Option Market Making via Reinforcement Learning. (2025). Fang, Zhou ; Xu, Haiqing. In: Papers. RePEc:arx:papers:2307.01814. Full description at Econpapers || Download paper | |
2025 | Algorithmic Persuasion Through Simulation. (2025). Immorlica, Nicole ; Harris, Keegan ; Lucier, Brendan ; Slivkins, Aleksandrs. In: Papers. RePEc:arx:papers:2311.18138. Full description at Econpapers || Download paper | |
2025 | Prior-Free Predictions for Persuasion. (2025). Gao, Eric ; Luo, Daniel. In: Papers. RePEc:arx:papers:2312.02465. Full description at Econpapers || Download paper | |
2024 | Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856. Full description at Econpapers || Download paper | |
2024 | Robust Pricing for Quality Disclosure. (2024). Gan, Tan ; Li, Hongcheng. In: Papers. RePEc:arx:papers:2404.06019. Full description at Econpapers || Download paper | |
2025 | Strategic Informed Trading and the Value of Private Information. (2025). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757. Full description at Econpapers || Download paper | |
2024 | Maximal Procurement under a Budget. (2024). Immorlica, Nicole ; Wu, Nicholas ; Lucier, Brendan. In: Papers. RePEc:arx:papers:2404.15531. Full description at Econpapers || Download paper | |
2024 | Dynamics and Contracts for an Agent with Misspecified Beliefs. (2024). Li, Yingkai ; Oikonomou, Argyris. In: Papers. RePEc:arx:papers:2405.20423. Full description at Econpapers || Download paper | |
2025 | Information Aggregation with Costly Information Acquisition. (2024). Mikhalishchev, Sergei ; Galanis, Spyros. In: Papers. RePEc:arx:papers:2406.07186. Full description at Econpapers || Download paper | |
2024 | Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448. Full description at Econpapers || Download paper | |
2024 | Essays on Responsible and Sustainable Finance. (2024). Malakar, Baridhi. In: Papers. RePEc:arx:papers:2406.12995. Full description at Econpapers || Download paper | |
2025 | Adaptive Curves for Optimally Efficient Market Making. (2025). Nadkarni, Viraj ; Kulkarni, Sanjeev ; Viswanath, Pramod. In: Papers. RePEc:arx:papers:2406.13794. Full description at Econpapers || Download paper | |
2025 | Prices and Concentration: A U-shape? Theory and Evidence from Renewables. (2025). Fioretti, Michele ; He, Junnan ; Tamayo, Jorge. In: Papers. RePEc:arx:papers:2407.03504. Full description at Econpapers || Download paper | |
2024 | A new approach to principal-agent problems with volatility control. (2024). Hubert, Emma ; Chiusolo, Alessandro. In: Papers. RePEc:arx:papers:2407.09471. Full description at Econpapers || Download paper | |
2024 | Nash Equilibrium between Brokers and Traders. (2024). Jaimungal, Sebastian ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:2407.10561. Full description at Econpapers || Download paper | |
2024 | On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework. (2024). Colaneri, Katia ; Oliva, Immacolata ; Mancinelli, Daniele. In: Papers. RePEc:arx:papers:2407.21148. Full description at Econpapers || Download paper | |
2024 | Firms Risk Adjustments to Minimum Wage: Financial Leverage and Labor Share Trade-off. (2024). Liang, Ying. In: Papers. RePEc:arx:papers:2408.03659. Full description at Econpapers || Download paper | |
2024 | When and Why is Persuasion Hard? A Computational Complexity Result. (2024). Wojtowicz, Zachary. In: Papers. RePEc:arx:papers:2408.07923. Full description at Econpapers || Download paper | |
2024 | Import competition and domestic vertical integration: Theory and Evidence from Chinese firms. (2024). Du, Xin ; Shi, Xiao Xia. In: Papers. RePEc:arx:papers:2408.13706. Full description at Econpapers || Download paper | |
2024 | Why do elites extend property rights: unlocking investment and the switch to public goods. (2024). Langtry, Alastair. In: Papers. RePEc:arx:papers:2408.17335. Full description at Econpapers || Download paper | |
2025 | Digital Platform Consolidation and Offline Expansion: Strategic Convergence and Market Welfare in Chinas Second-hand Real Estate Market. (2025). Zhang, Xuyuan ; Deng, Guoying. In: Papers. RePEc:arx:papers:2409.04326. Full description at Econpapers || Download paper | |
2024 | A Comparison between Financial and Gambling Markets. (2024). Popov, Valentin ; Donovan, Carl ; Liu, Haoyu. In: Papers. RePEc:arx:papers:2409.13528. Full description at Econpapers || Download paper | |
2025 | Incentivizing Information Acquisition. (2025). Wu, Fan. In: Papers. RePEc:arx:papers:2410.13978. Full description at Econpapers || Download paper | |
2024 | On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model. (2024). Westerhoff, Frank ; Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura. In: Papers. RePEc:arx:papers:2410.21198. Full description at Econpapers || Download paper | |
2024 | Why is it so hard to find a job now? Enter Ghost Jobs. (2024). Ng, Hunter. In: Papers. RePEc:arx:papers:2410.21771. Full description at Econpapers || Download paper | |
2024 | Information Aggregation in Markets with Analysts, Experts, and Chatbots. (2024). Kuhle, Wolfgang. In: Papers. RePEc:arx:papers:2411.01938. Full description at Econpapers || Download paper | |
2024 | Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents. (2024). Pastushkov, Aleksei. In: Papers. RePEc:arx:papers:2411.05032. Full description at Econpapers || Download paper | |
2024 | Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180. Full description at Econpapers || Download paper | |
2024 | Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints. (2024). Yu, Xiang ; Yan, Kaixin ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2411.13579. Full description at Econpapers || Download paper | |
2024 | Algorithmic Contract Theory: A Survey. (2024). Talgam-Cohen, Inbal ; Feldman, Michal ; Duetting, Paul. In: Papers. RePEc:arx:papers:2412.16384. Full description at Econpapers || Download paper | |
2025 | Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299. Full description at Econpapers || Download paper | |
2025 | The Pseudo-Dimension of Contracts. (2025). Soumalias, Ermis ; Ponitka, Tomasz ; Feldman, Michal ; Duetting, Paul. In: Papers. RePEc:arx:papers:2501.14474. Full description at Econpapers || Download paper | |
2025 | NDAI Agreements. (2025). Sun, Xyn ; Miller, Andrew ; Stephenson, Matthew ; Parikh, Rohan ; Annem, Bhargav. In: Papers. RePEc:arx:papers:2502.07924. Full description at Econpapers || Download paper | |
2025 | Grounded Persuasive Language Generation for Automated Marketing. (2025). Wang, Chaoqi ; Xu, Haifeng ; Wu, Jibang ; Fang, Fei ; Mahns, Simon ; Yang, Chenghao ; Zhu, Hao. In: Papers. RePEc:arx:papers:2502.16810. Full description at Econpapers || Download paper | |
2025 | Pricing time-capped American options using Least Squares Monte Carlo method. (2025). Palmowski, Zbigniew ; Stcepniak, Pawel. In: Papers. RePEc:arx:papers:2503.01040. Full description at Econpapers || Download paper | |
2025 | Succinct Ambiguous Contracts. (2025). Duetting, Paul ; Rashti, Yarden ; Feldman, Michal. In: Papers. RePEc:arx:papers:2503.02592. Full description at Econpapers || Download paper | |
2025 | On Bitcoin Price Prediction. (2025). Bournassenko, Gr'Egory. In: Papers. RePEc:arx:papers:2504.18982. Full description at Econpapers || Download paper | |
2025 | How do managers non-responses during earnings calls affect analyst forecasts. (2025). Kind, Matias Carrasco ; Liang, Qingwen. In: Papers. RePEc:arx:papers:2505.18419. Full description at Econpapers || Download paper | |
2025 | Drawdowns, Drawups, and Occupation Times under General Markov Models. (2025). Zhang, Weinan ; Zeng, Pingping. In: Papers. RePEc:arx:papers:2506.00552. Full description at Econpapers || Download paper | |
2025 | FinHEAR: Human Expertise and Adaptive Risk-Aware Temporal Reasoning for Financial Decision-Making. (2025). Wang, Zhuo ; Chen, Jiaxiang ; Zou, Mingxi ; Sun, Dongning ; Zhang, Chi ; Xu, Zenglin. In: Papers. RePEc:arx:papers:2506.09080. Full description at Econpapers || Download paper | |
2024 | Literacy and Financial Education: Private Providers, Public Certification and Political Preferences. (2024). Masciandaro, Donato ; Guerini, Carolina ; Papini, Alessia. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24223. Full description at Econpapers || Download paper | |
2024 | The Role of Minority Shareholders Protection as a Moderator of the Influence of Green Environmental Cost Disclosure and Company’s Financial Performance on Its Stock Return – An Empirical Study on Indonesian Mining Companies. (2024). , Sumaryo ; Muchlish, Munawar ; Bastian, Elvin ; Hasanudin, Agus Ismaya. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:7:p:85-104. Full description at Econpapers || Download paper | |
2024 | CEO power, corporate governance, and firm leverage. (2024). Sheikh, Shahbaz. In: Journal of Economic Analysis. RePEc:bba:j00001:v:3:y:2024:i:3:p:207-226:d:231. Full description at Econpapers || Download paper | |
2024 | The (Mis)Allocation of Corporate News. (2024). Macaulay, Alistair ; Guo, Xing ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:24-47. Full description at Econpapers || Download paper | |
2024 | The Impact of the Tariff Impasse Between Healthcare Providers and Funders on the Welfare of Healthcare Users. (2024). Setoboli, Tsepeso ; Tshuma, Nothando ; Sibanda, Emmanuel. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:3:p:1652-1665. Full description at Econpapers || Download paper | |
2024 | Corporate Governance and Voluntary Disclosures in Annual Reports of Ghanaian Listed Banks. (2024). Bonn, James T ; Quarshie, Dorcas ; Agyeman, Benjamin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:3s:p:2416-2434. Full description at Econpapers || Download paper | |
2024 | Business Cycles when Consumers Learn by Shopping. (2024). Gutiérrez-Daza, Ángelo ; Gutierrez-Daza, Angelo. In: Working Papers. RePEc:bdm:wpaper:2024-12. Full description at Econpapers || Download paper | |
2024 | Consumer Consent Regulation. (2024). Strausz, Roland. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0053. Full description at Econpapers || Download paper | |
2024 | Reorganizing Global Supply-chains: Who, What, How, and Where. (2024). Fontagné, Lionel ; Lafrogne-Joussier, Raphaael ; Fontagnae, Lionel ; Baratte, Gabriel. In: Working papers. RePEc:bfr:banfra:969. Full description at Econpapers || Download paper | |
2024 | The Taxing Challenges of the State: Unveiling the Role of Fiscal & Administrative Capacity in Development. (2024). Piolatto, Amedeo ; Braccioli, Federica ; Muoz-Sobrado, Esteban ; Zerbini, Antoine. In: Working Papers. RePEc:bge:wpaper:1432. Full description at Econpapers || Download paper | |
2025 | Cryptocurrencies and decentralised finance: functions and financial stability implications. (2025). Gambacorta, Leonardo ; Frost, Jon ; Cornelli, Giulio ; Aquilina, Matteo. In: BIS Papers. RePEc:bis:bisbps:156. Full description at Econpapers || Download paper | |
2024 | Fire sales of safe assets. (2024). Pinter, Gabor ; Siriwardane, Emil ; Walker, Danny. In: BIS Working Papers. RePEc:bis:biswps:1233. Full description at Econpapers || Download paper | |
2025 | Business group, corporate governance and business performance: A study in Vietnam. (2025). Tran, Tuong Minh ; Doan, Nhi Phuong ; Nguyen, Thong Tien. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:2:p:67-84. Full description at Econpapers || Download paper | |
2024 | Does Social Capital Enhance Stock Liquidity? An Investigation of the Resilience of the Trading Environment During a Crisis of Trust. (2024). faff, robert ; Xiao, Yuchao ; Shao, Pei ; Huang, Jianning ; Zhou, Fuzhao. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:627-664. Full description at Econpapers || Download paper | |
2024 | Does image sentiment of major public emergency affect the stock market performance? New insight from deep learning techniques. (2024). Liu, Yun ; Huang, Dengshi ; Zhou, Jianan ; Wang, Sirui. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4447-4472. Full description at Econpapers || Download paper | |
2024 | Do corporate environmental protection efforts reduce firm‐level operating risk? Evidence from a developing country. (2024). Jamil, Syed Hassan ; Khan, Majid Jamal. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4480-4492. Full description at Econpapers || Download paper | |
2024 | Self‐serving attribution and managerial investment decision. (2024). Chung, Chune Young ; Choi, Chang Hwan ; Fard, Amirhossein. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:3:p:749-772. Full description at Econpapers || Download paper | |
2024 | Endogenous property rights and the nature of the firm. (2024). Pignataro, Giuseppe ; Guerriero, Carmine. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:383-413. Full description at Econpapers || Download paper | |
2024 | Corporate culture as a theory of the firm. (2024). Zentefis, Alexander K ; Gorton, Gary B. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1391-1423. Full description at Econpapers || Download paper | |
2024 | A safe asset in early modern Castile, 1543–1714. (2024). Gomezblanco, Victor M. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:1:p:212-243. Full description at Econpapers || Download paper | |
2024 | Does informal governance matter to institutional investors? Evidence from social capital. (2024). Huang, Kershen ; Shang, Chenguang. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457. Full description at Econpapers || Download paper | |
2024 | Skilled labor and bank loan contracting. (2024). Ruan, Lufei ; Ma, Zhiming ; Li, Rong ; Cheng, Lin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:297-333. Full description at Econpapers || Download paper | |
2024 | Disclosure specificity: Evidence from book‐to‐bill ratios. (2024). Chapman, Kimball ; Potter, Chase ; Kaplan, Zachary. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:3-4:p:691-716. Full description at Econpapers || Download paper | |
2024 | The evolution of corporate twitter usage. (2024). Riordan, Ryan ; Naughton, James P ; al Guindy, Mohamed. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:3-4:p:819-845. Full description at Econpapers || Download paper | |
2024 | Global outsourcing and voluntary disclosure. (2024). Dai, Lili ; Ng, Lilian ; Peng, Zihang. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:3-4:p:846-879. Full description at Econpapers || Download paper | |
2024 | Strategic automation and decision‐making authority. (2024). Dogan, Mustafa ; Jacquillat, Alexandre ; Yildirim, Pinar. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:33:y:2024:i:1:p:203-246. Full description at Econpapers || Download paper | |
2024 | Partial ownership, control, and investment in vertical relationships. (2024). Levy, Nadav. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:33:y:2024:i:1:p:247-266. Full description at Econpapers || Download paper | |
2024 | Make or buy your artificial intelligence? Complementarities in technology sourcing. (2024). van Zeebroeck, Nicolas ; Forman, Chris ; Hoffreumon, Charles. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:33:y:2024:i:2:p:452-479. Full description at Econpapers || Download paper | |
2024 | Legal Risk and Insider Trading. (2024). Kacperczyk, Marcin ; Pagnotta, Emiliano S. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:305-355. Full description at Econpapers || Download paper | |
2024 | Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578. Full description at Econpapers || Download paper | |
2024 | Disclosing a Random Walk. (2024). Skrzypacz, Andrzej ; Schreiber, Amnon ; Kremer, Ilan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1123-1146. Full description at Econpapers || Download paper | |
2024 | Auctions with Endogenous Initiation. (2024). Malenko, Andrey ; Gorbenko, Alexander S. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1353-1403. Full description at Econpapers || Download paper | |
2024 | Leverage Is a Double‐Edged Sword. (2024). Tang, Ke ; Wang, Jingyuan ; Yang, Xuewei ; Subrahmanyam, Avanidhar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1579-1634. Full description at Econpapers || Download paper | |
2024 | Choosing to Disagree: Endogenous Dismissiveness and Overconfidence in Financial Markets. (2024). Gondhi, Naveen ; Davis, Jesse ; Banerjee, Snehal. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1635-1695. Full description at Econpapers || Download paper | |
2024 | Informed Trading Intensity. (2024). Muravyev, Dmitriy ; Fos, Vyacheslav ; Bogousslavsky, Vincent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:903-948. Full description at Econpapers || Download paper | |
2024 | Inside and Outside Information. (2024). Quigley, Daniel ; Walther, Ansgar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2667-2714. Full description at Econpapers || Download paper | |
2024 | Information Aggregation with Asymmetric Asset Payoffs. (2024). Hellwig, Christian ; Tsyvinski, Aleh ; Albagli, Elias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2715-2758. Full description at Econpapers || Download paper | |
2024 | Excess cash and equity option liquidity. (2024). Deng, Min ; Nguyen, Minh. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:401-433. Full description at Econpapers || Download paper | |
2024 | Earnings News and Over‐the‐Counter Markets. (2024). Watts, Edward M ; Kim, Chongho ; Huber, Stefan J. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:701-735. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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1976 | Information and Competitive Price Systems. In: American Economic Review. [Citation analysis] | article | 303 |
1980 | On the Impossibility of Informationally Efficient Markets. In: American Economic Review. [Citation analysis] | article | 2299 |
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: 2299 | paper | |
1981 | The Determinants of the Variability of Stock Market Prices. In: American Economic Review. [Full Text][Citation analysis] | article | 298 |
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: 298 | 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: 298 | paper | |
1981 | Implicit Contracts, Moral Hazard, and Unemployment. In: American Economic Review. [Full Text][Citation analysis] | article | 75 |
1982 | On the Impossibility of Informationally Efficient Markets: Reply. In: American Economic Review. [Citation analysis] | article | 2 |
1983 | A Transactions-Based Model of the Monetary Transmission Mechanism. In: American Economic Review. [Full Text][Citation analysis] | article | 163 |
1987 | Estimating the Continuous-Time Consumption-Based Asset-Pricing Model. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 70 |
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: 70 | paper | |
1976 | On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information. In: Journal of Finance. [Full Text][Citation analysis] | article | 316 |
1977 | On Value Maximization and Alternative Objectives of the Firm. In: Journal of Finance. [Full Text][Citation analysis] | article | 28 |
1980 | Disclosure Laws and Takeover Bids. In: Journal of Finance. [Full Text][Citation analysis] | article | 340 |
Disclosure Laws and Takeover Bids.() In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 340 | paper | ||
1981 | The Allocational Role of Takeover Bids in Situations of Asymmetric Information. In: Journal of Finance. [Full Text][Citation analysis] | article | 35 |
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: 35 | 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: 35 | paper | |
1988 | Liquidity and Market Structure. In: Journal of Finance. [Full Text][Citation analysis] | article | 570 |
1995 | Dynamic Asset Allocation and the Informational Efficiency of Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 40 |
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 | 128 |
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 | 967 |
1983 | An Analysis of the Principal-Agent Problem..(1983) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 967 | 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: 967 | 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 | 355 |
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: 355 | 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: 355 | paper | |
1985 | The Cost and Benefits of Ownership: A Theory of Vertical and Lateral Integration In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3603 |
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: 3603 | 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: 3603 | 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: 3603 | article | |
1992 | Optimal Dynamic Trading with Leverage Constraints In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 86 |
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: 86 | 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 | 127 |
1978 | A theory of competitive equilibrium in stock market economies.(1978) In: Special Studies Papers. [Citation analysis] This paper has nother version. Agregated cites: 127 | paper | |
1981 | Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs. In: Econometrica. [Full Text][Citation analysis] | article | 98 |
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 | 61 |
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: 61 | paper | |
1986 | Sequential bargaining under asymmetric information In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 74 |
1986 | Sequential Bargaining Under Asymmetric Information.(1986) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
1986 | Perfect sequential equilibrium In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 155 |
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 | 79 |
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: 79 | paper | |
1988 | One share-one vote and the market for corporate control In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 465 |
1987 | One Share/One Vote and The Market for Corporate Control.(1987) In: Working papers. [Citation analysis] This paper has nother version. Agregated cites: 465 | 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: 465 | 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 | 419 | |
1982 | Corporate Financial Structure and Managerial Incentives.(1982) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 419 | 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 INFORMATION 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 | 569 |
1988 | Liquidity and Market Structure.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 569 | 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 | 664 |
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: 664 | 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: 664 | 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 | 73 |
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 | 156 |
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: 156 | article | |
1980 | Stockholder Unanimity in Making Production and Financial Decisions In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 27 |
1977 | The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 95 |
1977 | A Bayesian Approach to the Production of Information and Learning By Doing In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 122 |
1981 | An Introduction to the Theory of Rational Expectations Under Asymmetric Information In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 140 |
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 | 894 |
1981 | The Informational Role of Warranties and Private Disclosure about Product Quality. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 1013 |
1997 | Clustering and Competition in Asset Markets. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 54 |
1986 | An Analysis of the Role of Insider Trading on Futures Markets. In: The Journal of Business. [Full Text][Citation analysis] | article | 12 |
1984 | Customer protection in futures and securities markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
1986 | Economic costs and benefits of the proposed one—minute time bracketing regulation In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
1988 | Program trading and stock and futures price volatility In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
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