Sanford Jay Grossman : Citation Profile

Are you Sanford Jay Grossman?

37

H index

44

i10 index

14906

Citations

RESEARCH PRODUCTION:

45

Articles

43

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   28 years (1975 - 2003). See details.
   Cites by year: 532
   Journals where Sanford Jay Grossman has often published
   Relations with other researchers
   Recent citing documents: 682.    Total self citations: 11 (0.07 %)

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   Permalink: http://citec.repec.org/pgr108
   Updated: 2024-12-03    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 (98)

Renneboog, Luc (91)

Shleifer, Andrei (83)

Koessler, Frederic (57)

Vives, Xavier (55)

Burkart, Mike (53)

Stiglitz, Joseph (43)

Felli, Leonardo (42)

Perez, Eduardo (42)

Zingales, Luigi (37)

Legros, Patrick (36)

Cites to:

Waldmann, Robert (5)

Shleifer, Andrei (5)

Summers, Lawrence (5)

Sargent, Thomas (4)

Weiss, Laurence (4)

Wallace, Neil (4)

Campbell, John (3)

Lucas, Robert (3)

Barro, Robert (3)

Shiller, Robert (2)

Lo, Andrew (2)

Main data

Where Sanford Jay Grossman has published?

Journals with more than one article published# docs
Journal of Finance7
American Economic Review6
Journal of Economic Theory4
Econometrica4
The Journal of Business4
Journal of Futures Markets3
The Review of Economic Studies3
Journal of Political Economy3
Journal of Financial Economics2
The Quarterly Journal of Economics2
Journal of Law and Economics2

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

Recent works citing Sanford Jay Grossman (2024 and 2023)

YearTitle of citing document
2024Information Acquisition and Individual Investors’ Trading Behavior. (2024). Shen, Kailing ; Luo, Ronghua ; Li, Yaling. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-698.

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2024Probabilistic Verification in Mechanism Design. (2019). Kattwinkel, Deniz ; Ball, Ian. In: Papers. RePEc:arx:papers:1908.05556.

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2024Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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

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2024Screening for breakthroughs. (2020). Sinander, Ludvig ; Curello, Gregorio. In: Papers. RePEc:arx:papers:2011.10090.

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2024Trade 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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2024Designing a Competitive Monotone Signaling Equilibrium. (2021). Shin, Youngki ; Sam, Alex ; Han, Seungjin. In: Papers. RePEc:arx:papers:2109.03370.

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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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2023Inference from Selectively Disclosed Data. (2022). Gao, Ying. In: Papers. RePEc:arx:papers:2204.07191.

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2024Communicating with Anecdotes. (2022). Mohan, Divyarthi ; Mobius, Markus ; Lucier, Brendan ; Immorlica, Nicole ; Haghtalab, Nika. In: Papers. RePEc:arx:papers:2205.13461.

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2024Comparative 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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2023Supply-Side Equilibria in Recommender Systems. (2022). Steinhardt, Jacob ; Garg, Nikhil ; Jagadeesan, Meena. In: Papers. RePEc:arx:papers:2206.13489.

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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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2024Dynamic 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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2024Co-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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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2024Equilibrium with Heterogeneous Information Flows. (2023). Robertson, Scott. In: Papers. RePEc:arx:papers:2304.01272.

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2024Covert learning and disclosure. (2023). Escud, Matteo. In: Papers. RePEc:arx:papers:2304.02989.

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2024Test-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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2023Robust Trading in a Generalized Lattice Market. (2023). Wang, Xin-Yu ; Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2310.11023.

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2023Randomisation with moral hazard: a path to existence of optimal contracts. (2023). Possamai, Dylan ; Krvsek, Daniel. In: Papers. RePEc:arx:papers:2311.13278.

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2024Algorithmic Persuasion Through Simulation: Information Design in the Age of Generative AI. (2023). Immorlica, Nicole ; Harris, Keegan ; Slivkins, Aleksandrs ; Lucier, Brendan. In: Papers. RePEc:arx:papers:2311.18138.

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2024Ex-Ante Design of Persuasion Games. (2023). Luo, Daniel ; Gao, Eric. In: Papers. RePEc:arx:papers:2312.02465.

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2023Detecting Toxic Flow. (2023). Duran-Martin, Gerardo ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:2312.05827.

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2024Robust Advertisement Pricing. (2024). Li, Hongcheng ; Gan, Tan. In: Papers. RePEc:arx:papers:2404.06019.

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2024Strategic Informed Trading and the Value of Private Information. (2024). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757.

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2024Maximal Procurement under a Budget. (2024). Lucier, Brendan ; Wu, Nicholas ; Immorlica, Nicole. In: Papers. RePEc:arx:papers:2404.15531.

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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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2023Politicians, Trust, Financial Literacy and Financial Education: When Do Politicians Care?. (2023). Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23208.

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2023Financial 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.

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2024Literacy and Financial Education: Private Providers, Public Certification and Political Preferences. (2024). Papini, Alessia ; Masciandaro, Donato ; Guerini, Carolina. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24223.

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2023Inflation persistence, noisy information and the Phillips curve. (2023). Gallegos, Jose-Elias. In: Working Papers. RePEc:bde:wpaper:2309.

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2023Assessing 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.

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2024The Taxing Challenges of the State: Unveiling the Role of Fiscal & Administrative Capacity in Development. (2024). Braccioli, Federica ; Zerbini, Antoine ; Piolatto, Amedeo ; Muoz-Sobrado, Esteban. In: Working Papers. RePEc:bge:wpaper:1432.

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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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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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2023SUNK COSTS OF CAPITAL AND THE FORM OF ENTERPRISE: INVESTOR‐OWNED FIRMS AND WORKER‐OWNED FIRMS. (2010). Tanaka, Satoru ; Mikami, Kazuhiko. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:81:y:2010:i:1:p:77-104.

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2023A panel data method towards the effectiveness of sources of finance in stimulating the realisation of renewable energy technologies: Empirical evidence for Asia?Pacific. (2023). Amri, Mohd Khairul ; Abdullah, Borhan ; Roslan, Farah. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:693-722.

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2023Expectations 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.

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2023Fishy labeling: Inter?regional inequality of truthful product information. (2021). Lan, Hao ; Kim, Sang Hyun. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:4:p:831-848.

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2023FOREIGN DIRECT INVESTMENT IN SUB-SAHARAN AFRICA: CHANGING LOCATION-SPECIFIC ADVANTAGES AS SIGNALS OF COMPETITIVENESS. (2009). BACHTROG, Christopher ; EICHER, Markus ; REZONJA, Gorazd ; Bartels, Frank L.. In: The Developing Economies. RePEc:bla:deveco:v:47:y:2009:i:3:p:244-278.

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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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2024Endogenous 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.

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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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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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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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2024Does informal governance matter to institutional investors? Evidence from social capital. (2024). Shang, Chenguang ; Huang, Kershen. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457.

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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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2023Beyond 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.

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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]		article297
1980On the Impossibility of Informationally Efficient Markets. In: American Economic Review.
[Citation analysis]		article2196
1997On the Impossibility of Informationally Efficient Markets.(1997) In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2196		paper
1981The Determinants of the Variability of Stock Market Prices. In: American Economic Review.
[Full Text][Citation analysis]		article297
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 nother version. Agregated cites: 297		paper
1980The Determinants of the Variability of Stock Market Prices.(1980) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 297		paper
1981Implicit Contracts, Moral Hazard, and Unemployment. In: American Economic Review.
[Full Text][Citation analysis]		article75
1982On the Impossibility of Informationally Efficient Markets: Reply. In: American Economic Review.
[Citation analysis]		article1
1983A Transactions-Based Model of the Monetary Transmission Mechanism. In: American Economic Review.
[Full Text][Citation analysis]		article162
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		paper
1976On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information. In: Journal of Finance.
[Full Text][Citation analysis]		article307
1977On Value Maximization and Alternative Objectives of the Firm. In: Journal of Finance.
[Full Text][Citation analysis]		article25
1980 Disclosure Laws and Takeover Bids. In: Journal of Finance.
[Full Text][Citation analysis]		article317
Disclosure Laws and Takeover Bids.() In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 317		paper
1981The Allocational Role of Takeover Bids in Situations of Asymmetric Information. In: Journal of Finance.
[Full Text][Citation analysis]		article36
1980The 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: 36		paper
1980The 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: 36		paper
1988 Liquidity and Market Structure. In: Journal of Finance.
[Full Text][Citation analysis]		article549
1995 Dynamic Asset Allocation and the Informational Efficiency of Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article39
1996 Equilibrium Analysis of Portfolio Insurance. In: Journal of Finance.
[Full Text][Citation analysis]		article122
1993OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS In: Mathematical Finance.
[Full Text][Citation analysis]		article124
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.
[Citation analysis]		paper0
2001An Analysis of the Principal-Agent Problem In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper944
1983An Analysis of the Principal-Agent Problem..(1983) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 944		article
1980An 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: 944		paper
2003Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper348
1990Asset 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: 348		article
1987Asset 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: 348		paper
1985The Cost and Benefits of Ownership: A Theory of Vertical and Lateral Integration In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3526
1986The 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: 3526		paper
1985The 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: 3526		paper
1986The 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: 3526		article
1992Optimal Dynamic Trading with Leverage Constraints In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article83
1989Optimal 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: 83		paper
1980Heterogeneous Information and the Theory of the Business Cycle In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper12
1980Heterogeneous 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
1982Heterogeneous 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
1979A Theory of Competitive Equilibrium in Stock Market Economies. In: Econometrica.
[Full Text][Citation analysis]		article126
1978A theory of competitive equilibrium in stock market economies.(1978) In: Special Studies Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 126		paper
1981Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs. In: Econometrica.
[Full Text][Citation analysis]		article95
1975Rational expectations and the econometric modeling of markets subject to uncertainty : A Bayesian approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
1977A characterization of the optimality of equilibrium in incomplete markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article38
1978Further results on the informational efficiency of competitive stock markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article61
1978Further 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
1986Sequential bargaining under asymmetric information In: Journal of Economic Theory.
[Full Text][Citation analysis]		article71
1986Sequential Bargaining Under Asymmetric Information.(1986) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
1986Perfect sequential equilibrium In: Journal of Economic Theory.
[Full Text][Citation analysis]		article154
1982Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information In: Journal of Financial Economics.
[Full Text][Citation analysis]		article78
1981Consumption 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
1988One share-one vote and the market for corporate control In: Journal of Financial Economics.
[Full Text][Citation analysis]		article459
1987One Share/One Vote and The Market for Corporate Control.(1987) In: Working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 459		paper
1987One 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: 459		paper
1978The public good is a public good: a theory of corporations In: Special Studies Papers.
[Citation analysis]		paper0
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.
[Citation analysis]		paper416
1982Corporate Financial Structure and Managerial Incentives.(1982) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 416		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]		paper0
1990The Informational Role of Upstairs and Downstairs Trading In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper55
1990THE INFORMATION ROLE OF UPSTAIRS AND DOWNSTAIRS TRADING..(1990) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 55		paper
1992The Informational Role of Upstairs and Downstairs Trading..(1992) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		article
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.
[Citation analysis]		paper548
1988Liquidity and Market Structure.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 548		paper
1988OPTIMAL DYNAMIC HEDGING In: Princeton, Department of Economics - Financial Research Center.
[Citation analysis]		paper0
1988PORTFOLIO INSURANCE IN COMPLETE MARKETS: A NOTE In: Princeton, Department of Economics - Financial Research Center.
[Citation analysis]		paper41
1989Portfolio Insurance in Complete Markets: A Note..(1989) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		article
1993Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles.
[Full Text][Citation analysis]		paper644
1992Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 644		paper
1993Trading 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: 644		article
1983Unemployment with Observable Aggregate Shocks In: Scholarly Articles.
[Full Text][Citation analysis]		paper16
1982Unemployment with Observable Aggregate Shocks.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
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1983Unemployment with Observable Aggregate Shocks..(1983) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 16		article
1989The Informational Role of Prices In: MIT Press Books.
[Citation analysis]		book72
1990Stock Market Volatility and the Crash In: NBER Books.
[Citation analysis]		book0
1982A Transactions Based Model of the Monetary Transmission Mechanism: Part 1 In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1982A Transactions Based Model of the Monetary Transmission Mechanism: Part 2 In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
1985Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
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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This paper has nother version. Agregated cites: 154		article
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: The Review of Economic Studies.
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1977A Bayesian Approach to the Production of Information and Learning By Doing In: The Review of Economic Studies.
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1981An Introduction to the Theory of Rational Expectations Under Asymmetric Information In: The Review of Economic Studies.
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1987Vertical Integration and the Distribution of Property Rights In: Palgrave Macmillan Books.
[Citation analysis]		chapter5
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.
[Full Text][Citation analysis]		article5
1988Program trading and stock and futures price volatility In: Journal of Futures Markets.
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