NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Sanford J. Grossman

This researcher is on leave from NBER.

NBER Program Affiliations: AP
NBER Affiliation: On leave

NBER Working Papers and Publications

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

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

An 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

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

 
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