Sanford Jay Grossman
Names
| first: |
Sanford |
| middle: |
Jay |
| last: |
Grossman |
Identifer
Contact
Affiliations
-
Quantitative Financial Strategies
- http://www.qfsfunds.com
- location: USA, Greenwich, CT
Research profile
author of:
- Information and Competitive Price Systems (RePEc:aea:aecrev:v:66:y:1976:i:2:p:246-53)
by Grossman, Sanford J & Stiglitz, Joseph E - On the Impossibility of Informationally Efficient Markets (RePEc:aea:aecrev:v:70:y:1980:i:3:p:393-408)
by Grossman, Sanford J & Stiglitz, Joseph E - The Determinants of the Variability of Stock Market Prices (RePEc:aea:aecrev:v:71:y:1981:i:2:p:222-27)
by Grossman, Sanford J & Shiller, Robert J - Implicit Contracts, Moral Hazard, and Unemployment (RePEc:aea:aecrev:v:71:y:1981:i:2:p:301-07)
by Grossman, Sanford J & Hart, Oliver D - On the Impossibility of Informationally Efficient Markets: Reply (RePEc:aea:aecrev:v:72:y:1982:i:4:p:875)
by Grossman, Sanford & Stiglitz, Joseph - A Transactions-Based Model of the Monetary Transmission Mechanism (RePEc:aea:aecrev:v:73:y:1983:i:5:p:871-80)
by Grossman, Sanford & Weiss, Laurence - Estimating the Continuous-Time Consumption-Based Asset-Pricing Model (RePEc:bes:jnlbes:v:5:y:1987:i:3:p:315-27)
by Grossman, S J & Melino, Angelo & Shiller, Robert J - On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information (RePEc:bla:jfinan:v:31:y:1976:i:2:p:573-85)
by Grossman, Sanford J - On Value Maximization and Alternative Objectives of the Firm (RePEc:bla:jfinan:v:32:y:1977:i:2:p:389-402)
by Grossman, Sanford J & Stiglitz, Joseph E - Disclosure Laws and Takeover Bids (RePEc:bla:jfinan:v:35:y:1980:i:2:p:323-34)
by Grossman, S J & Hart, O D - The Allocational Role of Takeover Bids in Situations of Asymmetric Information (RePEc:bla:jfinan:v:36:y:1981:i:2:p:253-70)
by Grossman, Sanford J & Hart, Oliver D - Liquidity and Market Structure (RePEc:bla:jfinan:v:43:y:1988:i:3:p:617-37)
by Grossman, Sanford J & Miller, Merton H - Dynamic Asset Allocation and the Informational Efficiency of Markets (RePEc:bla:jfinan:v:50:y:1995:i:3:p:773-87)
by Grossman, Sanford J - Equilibrium Analysis of Portfolio Insurance (RePEc:bla:jfinan:v:51:y:1996:i:4:p:1379-1403)
by Grossman, Sanford J & Zhou, Zhongquan - Optimal Investment Strategies For Controlling Drawdowns (RePEc:bla:mathfi:v:3:y:1993:i:3:p:241-276)
by Sanford J. Grossman & Zhongquan Zhou - The Costs and Benefits of Ownership: A Theory of Vertical Integration (Now published in Journal of Political Economy (August 1986)) (RePEc:cep:stitep:101)
by Sanford Grossman & Oliver Hart - On the Impossibility of Informationally Efficient Markets (RePEc:cla:levarc:1908)
by Sanford J Grossman & Joseph E Stiglitz - An Analysis of the Principal-Agent Problem (RePEc:cla:levarc:391749000000000339)
by Sanford J Grossman & Oliver D Hart - Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods (RePEc:cla:levarc:618897000000000803)
by Sanford J Grossman & Guy Laroque - The Cost and Benefits of Ownership: A Theory of Vertical and Lateral Integration (RePEc:cpr:ceprdp:70)
by Grossman, Sanford J & Hart, Oliver - Optimal Dynamic Trading with Leverage Constraints (RePEc:cup:jfinqa:v:27:y:1992:i:02:p:151-168_00)
by Grossman, Sanford J. & Vila, Jean-Luc - Heterogeneous Information and the Theory of the Business Cycle (RePEc:cwl:cwldpp:558)
by Sanford Grossman & Laurence Weiss - A Theory of Competitive Equilibrium in Stock Market Economies (RePEc:ecm:emetrp:v:47:y:1979:i:2:p:293-329)
by Grossman, Sanford J & Hart, Oliver D - Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs (RePEc:ecm:emetrp:v:49:y:1981:i:5:p:1149-72)
by Grossman, Sanford J - An Analysis of the Principal-Agent Problem (RePEc:ecm:emetrp:v:51:y:1983:i:1:p:7-45)
by Grossman, Sanford J & Hart, Oliver D - Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods (RePEc:ecm:emetrp:v:58:y:1990:i:1:p:25-51)
by Grossman, Sanford J & Laroque, Guy - Rational expectations and the econometric modeling of markets subject to uncertainty : A Bayesian approach (RePEc:eee:econom:v:3:y:1975:i:3:p:255-272)
by Grossman, Sanford - A characterization of the optimality of equilibrium in incomplete markets (RePEc:eee:jetheo:v:15:y:1977:i:1:p:1-15)
by Grossman, Sanford J. - Further results on the informational efficiency of competitive stock markets (RePEc:eee:jetheo:v:18:y:1978:i:1:p:81-101)
by Grossman, Sanford - Sequential bargaining under asymmetric information (RePEc:eee:jetheo:v:39:y:1986:i:1:p:120-154)
by Grossman, Sanford J. & Perry, Motty - Perfect sequential equilibrium (RePEc:eee:jetheo:v:39:y:1986:i:1:p:97-119)
by Grossman, Sanford J. & Perry, Motty - Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information (RePEc:eee:jfinec:v:10:y:1982:i:2:p:195-210)
by Grossman, Sanford J. & Shiller, Robert J. - One share-one vote and the market for corporate control (RePEc:eee:jfinec:v:20:y:1988:i::p:175-202)
by Grossman, Sanford J. & Hart, Oliver D. - The public good is a public good: a theory of corporations (RePEc:fip:fedgsp:113)
by Sanford Grossman & Oliver Hart - Further results on the informational efficiency of competitive stock markets (RePEc:fip:fedgsp:114)
by Sanford Grossman - A theory of competitive equilibrium in stock market economies (RePEc:fip:fedgsp:115)
by Sanford Grossman & Oliver Hart - The Allocational Role of Takeover Bids in Situations of Asymmetric Information (RePEc:fth:pennfi:06-80)
by Sanford J. Grossman & Oliver D. Hart - An Analysis of the Principal-Agent Problem (RePEc:fth:pennfi:15-80)
by Sanford Grossman & Oliver Hart - Heterogeneous Information and the Theory of the Business Cycle (RePEc:fth:pennfi:16-80)
by S. Grossman & L. Weiss - Trading Technology and Financial Market Stability (RePEc:fth:pennfi:17-89)
by Sanford J. Grossman - The Determinants of the Variability of Stock Market Price (RePEc:fth:pennfi:18-80)
by S. Grossman & R. Shiller - Corporate Financial Structure and Managerial Incentives (RePEc:fth:pennfi:21-79)
by Sanford Grossman & Oliver Hart - Rational Expectations and the Allocation of Resources Under Asymmetric Information: A Survey (RePEc:fth:pennfi:22-79)
by Sanford Grossman - The Informational Role of Upstairs and Downstairs Trading (RePEc:fth:pennfi:22-90)
by Sanford J. Grossman - Disclosure Laws and Takeover Bids (RePEc:fth:pennfi:23-79)
by Sanford Grossman & Oliver Hart - An Economic Analysis of Dual Trading (RePEc:fth:pennfi:33-89)
by Sanford J. Grossman - Optimal Dynamic Trading with Leverage Constraints (RePEc:fth:pennfi:36-89)
by Sanford J. Grossman & Jean-Juc Vila - The Allocational Role of Takeover Bids in Situations of Asymmetric Information (RePEc:fth:pennfi:6-80)
by Sanford J. Grossman & Oliver D. Hart - The Information Role Of Upstairs And Downstairs Trading (RePEc:fth:pennif:22-90)
by Grossman, S.J. - Liquidity And Market Structure (RePEc:fth:prinec:88)
by Grossman, S.J. & Miller, M.H. - Optimal Dynamic Hedging (RePEc:fth:prinec:93)
by Grossman, S.J. & Vila, J-L. - Portfolio Insurance In Complete Markets: A Note (RePEc:fth:prinec:94)
by Grossman, S.J. & Vila, J-L. - Trading Volume and Serial Correlation in Stock Returns (RePEc:hrv:faseco:3128710)
by Wang, Jiang & Grossman, Sanford & Campbell, John - Unemployment with Observable Aggregate Shocks (RePEc:hrv:faseco:3448840)
by Maskin, Eric S. & Grossman, Sanford J. & Hart, Oliver D. - The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration (RePEc:hrv:faseco:3450060)
by Grossman, Sanford J. & Hart, Oliver D. - The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration (RePEc:mit:worpap:372)
by Oliver Hart & Sanford Grossman - One Share/One Vote and The Market for Corporate Control (RePEc:mit:worpap:440)
by Sanford J. Grossman & Oliver D. Hart - The Informational Role of Prices (RePEc:mtp:titles:0262572141)
by Sanford Grossman - Stock Market Volatility and the Crash (RePEc:nbr:nberbk:gros90-1)
by Sanford Grossman & Michael Brennan - Corporate Financial Structure and Managerial Incentives (RePEc:nbr:nberch:4434)
by Sanford J. Grossman & Oliver D. Hart - Sequential Bargaining Under Asymmetric Information (RePEc:nbr:nberte:0056)
by Sanford J. Grossman & Motty Perry - The Determinants of the Variability of Stock Market Prices (RePEc:nbr:nberwo:0564)
by Sanford J. Grossman & Robert J. Shiller - Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information (RePEc:nbr:nberwo:0690)
by Sanford J. Grossman & Robert J. Shiller - A Transactions Based Model of the Monetary Transmission Mechanism: Part 1 (RePEc:nbr:nberwo:0973)
by Sanford J. Grossman & Laurence Weiss - A Transactions Based Model of the Monetary Transmission Mechanism: Part 2 (RePEc:nbr:nberwo:0974)
by Sanford J. Grossman - Unemployment with Observable Aggregate Shocks (RePEc:nbr:nberwo:0975)
by Sanford J. Grossman & Oliver D. Hart & Eric Maskin - Estimating the Continuous Time Consumption Based Asset Pricing Model (RePEc:nbr:nberwo:1643)
by Sanford J. Grossman & Angelo Melino & Robert J. Shiller - Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods (RePEc:nbr:nberwo:1663)
by Sanford J. Grossman - One Share/One Vote and the Market for Corporate Control (RePEc:nbr:nberwo:2347)
by Sanford J. Grossman & Oliver D. Hart - An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies (RePEc:nbr:nberwo:2357)
by Sanford J. Grossman - Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods (RePEc:nbr:nberwo:2369)
by Sanford J. Grossman & Guy Laroque - Liquidity and Market Structure (RePEc:nbr:nberwo:2641)
by Sanford J. Grossman & Merton H. Miller - Trading Volume and Serial Correlation in Stock Returns (RePEc:nbr:nberwo:4193)
by John Y. Campbell & Sanford J. Grossman & Jiang Wang - Trading Volume and Serial Correlation in Stock Returns (RePEc:oup:qjecon:v:108:y:1993:i:4:p:905-939.)
by John Y. Campbell & Sanford J. Grossman & Jiang Wang - Stockholder Unanimity in Making Production and Financial Decisions (RePEc:oup:qjecon:v:94:y:1980:i:3:p:543-566.)
by Sanford J. Grossman & Joseph E. Stiglitz - The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities (RePEc:oup:restud:v:44:y:1977:i:3:p:431-449.)
by Sanford J. Grossman - A Bayesian Approach to the Production of Information and Learning By Doing (RePEc:oup:restud:v:44:y:1977:i:3:p:533-547.)
by Sanford J. Grossman & Richard E. Kihlstrom & Leonard J. Mirman - An Introduction to the Theory of Rational Expectations Under Asymmetric Information (RePEc:oup:restud:v:48:y:1981:i:4:p:541-559.)
by Sanford J. Grossman - Vertical Integration and the Distribution of Property Rights (RePEc:pal:palchp:978-1-349-18584-9_14)
by Sanford J. Grossman & Oliver Hart - Takeover Bids, the Free-Rider Problem, and the Theory of the Corporation (RePEc:rje:bellje:v:11:y:1980:i:spring:p:42-64)
by Sanford J. Grossman & Oliver D. Hart - The Informational Role of Warranties and Private Disclosure about Product Quality (RePEc:ucp:jlawec:v:24:y:1981:i:3:p:461-83)
by Grossman, Sanford J - Clustering and Competition in Asset Markets (RePEc:ucp:jlawec:v:40:y:1997:i:1:p:23-60)
by Grossman, Sanford J & Miller, Merton H & Cone, Kenneth R & Fischel, Daniel R & Ross, David J - An Analysis of the Role of "Insider Trading" on Futures Markets (RePEc:ucp:jnlbus:v:59:y:1986:i:2:p:s129-46)
by Grossman, Sanford J - An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies (RePEc:ucp:jnlbus:v:61:y:1988:i:3:p:275-98)
by Grossman, Sanford J - Portfolio Insurance in Complete Markets: A Note (RePEc:ucp:jnlbus:v:62:y:1989:i:4:p:473-76)
by Grossman, Sanford J & Vila, Jean-Luc - The Informational Role of Upstairs and Downstairs Trading (RePEc:ucp:jnlbus:v:65:y:1992:i:4:p:509-28)
by Grossman, Sanford J - Heterogeneous Information and the Theory of the Business Cycle (RePEc:ucp:jpolec:v:90:y:1982:i:4:p:699-727)
by Grossman, Sanford J & Weiss, Laurence - Unemployment with Observable Aggregate Shocks (RePEc:ucp:jpolec:v:91:y:1983:i:6:p:907-28)
by Grossman, Sanford J & Hart, Oliver D & Maskin, Eric S - The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration (RePEc:ucp:jpolec:v:94:y:1986:i:4:p:691-719)
by Grossman, Sanford J & Hart, Oliver D - Customer protection in futures and securities markets (RePEc:wly:jfutmk:v:4:y:1984:i:3:p:273-295)
by Daniel R. Fischel & Sanford J. Grossman - Economic costs and benefits of the proposed one—minute time bracketing regulation (RePEc:wly:jfutmk:v:6:y:1986:i:1:p:141-166)
by Sanford J. Grossman & Merton H. Miller - Program trading and stock and futures price volatility (RePEc:wly:jfutmk:v:8:y:1988:i:4:p:413-419)
by Sanford J. Grossman