Sanford Jay Grossman : Citation Profile

Are you Sanford Jay Grossman?

36

H index

43

i10 index

13893

Citations

RESEARCH PRODUCTION:

44

Articles

43

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   28 years (1975 - 2003). See details.
   Cites by year: 496
   Journals where Sanford Jay Grossman has often published
   Relations with other researchers
   Recent citing documents: 758.    Total self citations: 11 (0.08 %)

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   Permalink: http://citec.repec.org/pgr108
   Updated: 2023-11-04    RAS profile: 2023-03-09    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Sanford Jay Grossman.

Is cited by:

Schmitz, Patrick (96)

Renneboog, Luc (90)

Shleifer, Andrei (72)

Koessler, Frederic (57)

Burkart, Mike (49)

Vives, Xavier (49)

Stiglitz, Joseph (43)

Perez, Eduardo (42)

Felli, Leonardo (42)

Zingales, Luigi (37)

Legros, Patrick (36)

Cites to:

Shleifer, Andrei (5)

Summers, Lawrence (5)

Waldmann, Robert (5)

Sargent, Thomas (4)

Weiss, Laurence (4)

Wallace, Neil (4)

Barro, Robert (3)

Lucas, Robert (3)

Campbell, John (3)

Shiller, Robert (2)

Grandmont, Jean-Michel (2)

Main data

Where Sanford Jay Grossman has published?

Journals with more than one article published# docs
Journal of Finance6
American Economic Review6
Econometrica4
Journal of Economic Theory4
The Journal of Business4
Journal of Political Economy3
Journal of Futures Markets3
Review of Economic Studies3
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
Scholarly Articles / Harvard University Department of Economics3
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)3

Recent works citing Sanford Jay Grossman (2023 and 2022)

YearTitle of citing document
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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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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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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2022Internalizing Environmental Externalities and the Coase Theorem. (2022). Schneider, Nicolas. In: World Journal of Applied Economics. RePEc:ana:journl:v:8:y:2022:i:2:p:93-100.

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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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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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2023Probabilistic Verification in Mechanism Design. (2019). Kattwinkel, Deniz ; Ball, Ian. In: Papers. RePEc:arx:papers:1908.05556.

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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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2023Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870.

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2023Screening for breakthroughs. (2020). Sinander, Ludvig ; Curello, Gregorio. In: Papers. RePEc:arx:papers:2011.10090.

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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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2023Trade 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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2023Designing a Competitive Monotone Signaling Equilibrium. (2021). Shin, Youngki ; Sam, Alex ; Han, Seungjin. In: Papers. RePEc:arx:papers:2109.03370.

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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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2023Inference 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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2023Comparative 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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2023Supply-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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2023Smooth 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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2023Bayesian 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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2023Measuring 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.

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2023Informationally Robust Cheap-Talk. (2023). Smorodinsky, Rann ; Gradwohl, Ronen ; Arieli, Itai. In: Papers. RePEc:arx:papers:2302.00281.

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2023Inefficiency of CFMs: hedging perspective and agent-based simulations. (2023). Szpruch, Lukasz ; Vsivska, David ; Sabat, Marc ; Cohen, Samuel. In: Papers. RePEc:arx:papers:2302.04345.

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2023Co-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.

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2023On Data-Driven Drawdown Control with Restart Mechanism in Trading. (2023). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2303.02613.

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2023Optimal Delegation in Markets for Matching with Signaling. (2023). Shin, Youngki ; Sam, Alex ; Han, Seung Jin. In: Papers. RePEc:arx:papers:2303.09415.

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2023The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2023Equilibrium with Heterogeneous Information Flows. (2023). Robertson, Scott. In: Papers. RePEc:arx:papers:2304.01272.

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2023Covert learning and disclosure. (2023). Escud, Matteo. In: Papers. RePEc:arx:papers:2304.02989.

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2023Test-Optional Admissions. (2023). Kartik, Navin ; Frankel, Alex ; Dessein, Wouter. In: Papers. RePEc:arx:papers:2304.07551.

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2023With 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.

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2023How 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.

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2023Private Experimentation, Data Truncation, and Verifiable Disclosure. (2023). Lou, Yichuan. In: Papers. RePEc:arx:papers:2305.04231.

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2023Blockchain-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.

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2023The Power of Menus in Contract Design. (2023). Zhao, Junyao ; Wang, Joshua ; Schneider, Jon ; Guruganesh, Guru. In: Papers. RePEc:arx:papers:2306.12667.

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2023Market Making of Options via Reinforcement Learning. (2023). Xu, Haiqing ; Fang, Zhou. In: Papers. RePEc:arx:papers:2307.01814.

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2023Over-the-Counter Market Making via Reinforcement Learning. (2023). Xu, Haiqing ; Fang, Zhou. In: Papers. RePEc:arx:papers:2307.01816.

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2023Estimation of an Order Book Dependent Hawkes Process for Large Datasets. (2023). Sancetta, Alessio ; Mucciante, Luca. In: Papers. RePEc:arx:papers:2307.09077.

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2023Politicians, Trust and Financial Literacy: When Do Politicians Care?. (2023). Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23206.

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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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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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2023.

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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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2022The Financing Structure of NonFinancial Corporations and MacroFinancial Implications in France. (2022). Thubin, Camille ; Goncalves, Thomas ; Gebauer, Stefan ; Dees, Stephane. In: Working papers. RePEc:bfr:banfra:880.

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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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2022Information governance in sustainable finance. (2022). Packer, Frank ; Aramonte, Sirio. In: BIS Papers. RePEc:bis:bisbps:132.

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2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

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2023An impossibility theorem on truth-telling in fully decentralised systems. (2023). Monnet, Cyril ; Garratt, Rodney. In: BIS Working Papers. RePEc:bis:biswps:1117.

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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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2022The effect of daily price limits on stock liquidity: Evidence from the Chinese stock market. (2022). Li, Zhisheng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:5:p:4885-4917.

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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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2023CEO 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.

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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.

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2023The 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.

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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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2023Licensing 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.

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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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2023The 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.

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2023Artificial intelligence adoption in a competitive market. (2023). Gans, Joshua S. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:690-705.

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2023Intellectual 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.

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2023The 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.

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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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2023Tick 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.

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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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2023Do 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.

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2023Trading 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.

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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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2022Does options improve the information absorption? Evidence from the introduction of weekly index options. (2022). Kotha, Kiran Kumar ; Jain, Prachi. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:4:p:770-776.

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2023The 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.

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2022Opacity, liquidity and disclosure requirements. (2022). Wagner, Wolf ; Stenzel, Andre. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:5-6:p:658-689.

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2022High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107.

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2022Political connection, contract intensity, and OFDI: Evidence from China. (2022). Wang, Dan ; Li, Jing ; Guo, Guangyuan ; Zhang, Lina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:3:p:534-557.

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2022The local bias in equity crowdfunding: Behavioral anomaly or rational preference?. (2022). , Matthiasschmitt ; Hornuf, Lars ; Stenzhorn, Eliza ; Schmitt, Matthias. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:31:y:2022:i:3:p:693-733.

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2022Regulation of Charlatans in High?Skill Professions. (2022). van Binsbergen, Jules H ; Berk, Jonathan B. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1219-1258.

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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]		article292
1980On the Impossibility of Informationally Efficient Markets. In: American Economic Review.
[Citation analysis]		article2076
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: 2076		paper
1981The Determinants of the Variability of Stock Market Prices. In: American Economic Review.
[Full Text][Citation analysis]		article293
1980The Determinants of the Variability of Stock Market Price.(1980) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 293		paper
1980The Determinants of the Variability of Stock Market Prices.(1980) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 293		paper
1981Implicit Contracts, Moral Hazard, and Unemployment. In: American Economic Review.
[Full Text][Citation analysis]		article74
1982On the Impossibility of Informationally Efficient Markets: Reply. In: American Economic Review.
[Citation analysis]		article1
1983A Transactions-Based Model of the Monetary Transmission Mechanism. In: American Economic Review.
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1987Estimating the Continuous-Time Consumption-Based Asset-Pricing Model. In: Journal of Business & Economic Statistics.
[Citation analysis]		article69
1985Estimating the Continuous Time Consumption Based Asset Pricing Model.(1985) In: NBER Working Papers.
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This paper has another version. Agregated cites: 69		paper
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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Disclosure Laws and Takeover Bids.() In: Rodney L. White Center for Financial Research Working Papers.
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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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This paper has another version. Agregated cites: 915		paper
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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This paper has another version. Agregated cites: 341		article
1987Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods.(1987) In: NBER Working Papers.
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1985The Cost and Benefits of Ownership: A Theory of Vertical and Lateral Integration In: CEPR Discussion Papers.
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1986The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration.(1986) In: Scholarly Articles.
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1985The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration.(1985) In: Working papers.
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This paper has another version. Agregated cites: 3437		paper
1986The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration..(1986) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 3437		article
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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Corporate Financial Structure and Managerial Incentives In: Rodney L. White Center for Financial Research Working Papers.
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1982Corporate Financial Structure and Managerial Incentives.(1982) In: NBER Chapters.
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Rational Expectations and the Allocation of Resources Under Asymmetric Information: A Survey In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1990The Informational Role of Upstairs and Downstairs Trading In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper54
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.
[Citation analysis]		paper12
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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This paper has another version. Agregated cites: 623		article
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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1987Vertical Integration and the Distribution of Property Rights In: Palgrave Macmillan Books.
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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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