NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Sanford J. Grossman

Working Papers and Chapters

October 1992Trading Volume and Serial Correlation in Stock Returns
with John Y. Campbell, Jiang Wang: w4193
May 1989Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods
w1663
February 1989An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
w2357
Liquidity and Market Structure
with Merton H. Miller: w2641
June 1988Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
with Guy Laroque: w2369
August 1987One Share/One Vote and the Market for Corporate Control
with Oliver D. Hart: w2347
May 1986Sequential Bargaining Under Asymmetric Information
with Motty Perry: t0056
June 1985Estimating the Continuous Time Consumption Based Asset Pricing Model
with Angelo Melino, Robert J. Shiller: w1643
April 1984A Transactions Based Model of the Monetary Transmission Mechanism: Part 1
with Laurence Weiss: w0973
November 1983Implicit Contracts Under Asymmetric Information
with Oliver D. Hart: r0430
August 1983Corporate Financial Structure and Managerial Incentives
with Oliver D. Hart: r0398
June 1983An Introduction to the Theory of Rational Expectations Under AsymmetricInformation
r0382
November 1982Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information
with Robert J. Shiller: w0690
September 1982Unemployment with Observable Aggregate Shocks
with Oliver D. Hart, Eric Maskin: w0975
August 1982A Transactions Based Model of the Monetary Transmission Mechanism: Part 2
w0974
July 1981The Determinants of the Variability of Stock Market Prices
with Robert J. Shiller: w0564
December 1980On the Impossibility of Informationally Efficient Markets
with Joseph E. Stiglitz: r0121
Stockholder Unanimity in Making Production and Financial Decisions
with Joseph E. Stiglitz: r0122

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