NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Sanford J. Grossman

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

October 1992Trading Volume and Serial Correlation in Stock Returns
with John Y. Campbell, Jiang Wang: w4193

Published: Quarterly Journal of Economics, vol cviii (4), November 1993, pp. 905-939 citation courtesy of

February 1989An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
w2357

Published: The Journal of Business, Vol. 61, No. 3, pp. 275-298, (July 1988). citation courtesy of

July 1988Liquidity and Market Structure
with Merton H. Miller: w2641

Published: Journal of Finance, Vol. XLIII, No. 3, (July 1988), pp. 617-637. citation courtesy of

August 1987One Share/One Vote and the Market for Corporate Control
with Oliver D. Hart: w2347

Published: Journal of Financial Economics, vol. 20, no. 1/2, 1988, pp. 175-202. citation courtesy of

Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
with Guy Laroque: w2369

Published: Econometrica, vol. 58, no. 1, January 1990, pp. 25-51. citation courtesy of

May 1986Sequential Bargaining Under Asymmetric Information
with Motty Perry: t0056

Published: Grossman, Sanford J. and Motty Perry. "Sequential Bargaining Under Asymmetric Information," Journal of Economic Theory, Vol. 39, No. 1, June 1986, pp. 120-154.

July 1985Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods
w1663

Published: Grossman, Sanford J. "Monetary Dynamics with Proportional Transaction Costsand Fixed Payment Periods," From New Approaches to Monetary Economics,edited by William A. Barnett and Kenneth J. Singleton, pp. 3-40. Cambridge: Cambridge University Press, 1987.

June 1985Estimating the Continuous Time Consumption Based Asset Pricing Model
with Angelo Melino, Robert J. Shiller: w1643

Published: Grossman, Sanford J., Angelo Melino and Robert J. Shiller. "Estimating the Continuous-Time Consumption-Based Asset Pricing Model," Journal of Business and Economic Statistics, Vol. 5, No. 3, July 1987, pp. 315-327. citation courtesy of

November 1983Implicit Contracts Under Asymmetric Information
with Oliver D. Hart: r0430

Published: Grossman, Sandford J. and Oliver D. Hart. "Implicit Contracts Under Asymmetric Information." Quarterly Journal of Economics, Vol. 98, Supplement, (1983), pp. 123-156.

August 1983Corporate Financial Structure and Managerial Incentives
with Oliver D. Hart: r0398

Published:

June 1983An Introduction to the Theory of Rational Expectations Under AsymmetricInformation
r0382

Published: Grossman, Sanford J. "An Introduction to the Theory of Rational Expectations Under Asymmetric Information." Review of Economic Studies, Vol. 48 (October 1981), pp. 541-559.

September 1982A Transactions Based Model of the Monetary Transmission Mechanism: Part 1
with Laurence Weiss: w0973

Published: Grossman, Sanford J. and Laurence Weiss. "A Transactions Based Model of the Monetary Transmission Mechanism: Part 1." American Economic Review, Vol. 7 3, No. 5, (December 1983), pp. 871-880.

Unemployment with Observable Aggregate Shocks
with Oliver D. Hart, Eric Maskin: w0975

Published: Grossman, Sanford J., Oliver Hart and Eric Maskin. "Unemployment with Observable Aggregate Shocks." Journal of Political Economy. (December 1983), pp. 907-928. citation courtesy of

August 1982A Transactions Based Model of the Monetary Transmission Mechanism: Part 2
w0974

Published: Grossman, Sanford and Laurence Weiss. "A Transactions-Based Model Of The Monetary Transmission Mechanism," American Economic Review, 1983, v73(5), 871-880.

June 1981Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information
with Robert J. Shiller: w0690

Published: Grossman, Sanford J. and Robert J. Shiller, "Consumption Correlatedness and Risk Measurement in Economies with Non-traded Assets and Heterogeneous Information." Journal of Financial Economics, Vol. 10, No. 2 (July 1982), pp. 195-210. citation courtesy of

December 1980On the Impossibility of Informationally Efficient Markets
with Joseph E. Stiglitz: r0121

Published: Grossman, S. J. and Stiglitz, J. E. "On the Impos sibility of Informationally Efficient Markets." The American Economic Review, Vol. 70, No. 3, (June 1980), pp. 393-408.

Stockholder Unanimity in Making Production and Financial Decisions
with Joseph E. Stiglitz: r0122

Published: Grossman, Sanford J. and Stiglitz J, Joseph E. "Stockholder Unanimity in Making Production and Financial Decisions." The Quarterly Journal of Economics, Vol. 94, No. 3, (May 1980), pp. 543-566.

October 1980The Determinants of the Variability of Stock Market Prices
with Robert J. Shiller: w0564

Published: Grossman, Sanford J. and Shiller, Robert J. "The Determinants of the Variability of Stock Market Prices." The American Economic Review, Vol. 71, No. 2 , (May 1981), pp. 222-227. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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