Richard C. Green
(Deceased since 2015-10-09)
Names
first: | Richard |
middle: | C. |
last: | Green |
Contact
homepage: | http://public.tepper.cmu.edu/facultydirectory/FacultyDirectoryProfile.aspx?id=64 |
Research profile
author of:
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Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?
by RICHARD C. GREEN & DAN LI & NORMAN SCHÜRHOFF -
Optimal Investment, Growth Options, and Security Returns
by Jonathan Berk & Richard C. Green & Vasant Naik -
Positively Weighted Portfolios on the Minimum-Variance Frontier.
by Green, Richard C. -
The Personal Tax Advantage of Equity
by Richard Green & Burton Hollifield -
The Personal-Tax Advantages of Equity
by Richard C. Green & Burton Hollifield -
Optimal Investment, Growth Options and Security Returns
by Jonathan Berk & Richard C. Green & Vasant Naik -
The personal-tax advantages of equity
by Green, Richard C. & Hollifield, Burton -
Presidential Address: Issuers, Underwriter Syndicates, and Aftermarket Transparency
by RICHARD C. GREEN -
Risk Aversion and Arbitrage.
by Green, Richard C. & Srivastava, Sanjay -
Mutual Fund Flows and Performance in Rational Markets
by Jonathan B. Berk & Richard C. Green -
Mutual Fund Flows and Performance in Rational Markets
by Jonathan B. Berk & Richard C. Green -
Mutual Fund Flows and Performance in Rational Markets
by Jonathan B. Berk & Richard C. Green -
Misaligned Incentives and Mortgage Lending in Asia
by Richard Green & Robert Mariano & Andrey Pavlov & Susan Wachter -
Investment incentives, debt, and warrants
by Green, Richard C. -
The Microstructure of the Bond Market in the 20th Century
by Biais, Bruno & Green, Richard -
The Microstructure of the Bond Market in the 20th Century
by Bruno Biais & Richard C. Green -
Spanning and completeness in markets with contingent claims
by Green, Richard C. & Jarrow, Robert A. -
Information spillovers and performance persistence for hedge funds
by Glode, Vincent & Green, Richard C. -
Financial Intermediation and the Costs of Trading in an Opaque Market
by Richard C. Green & Burton Hollifield & Norman Schurhoff -
WHEN WILL MEAN-VARIANCE EFFICIENT PORTFOLIOS BE WELL DIVERSIFIED?
by GREEN, R. C. & HOLLIFIELD, B. -
Valuation and Return Dynamics of Research and Development Ventures
by Jonathan Berk & Richard C. Green & Vasant Naik -
Valuation and Return Dynamics of New Ventures
by Jonathan B. Berk & Richard C. Green & Vasant Naik -
Financial Intermediation and the Costs of Trading in an Opaque Market
by Richard C. Green & Burton Hollifield & Norman Schürhoff -
The Valuation of Nonsystematic Risks and the Pricing of Swedish Lottery Bonds.
by Green, Richard C. & Rydqvist, Kristian -
Financial Expertise as an Arms Race
by VINCENT GLODE & RICHARD C. GREEN & RICHARD LOWERY -
Stationary Equilibria with Incomplete Markets and Overlapping Generations.
by Cass, David & Green, Richard C. & Spear, Stephen E. -
Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds
by Green, Richard C. & Rydqvist, Kristian -
Ex-Day Behavior of Lottery Bonds
by Richard C. Green & Kristian Rydqvist -
The Structure and Incentive Effects of Corporate Tax Liabilities.
by Green, Richard C. & Talmor, Eli -
When Will Mean-Variance Efficient Portfolios Be Well Diversified?
by Green, Richard C. & Hollifield, Burton -
Expected utility maximization and demand behavior
by Green, Richard C. & Srivastava, Sanjay -
Benchmark Portfolio Inefficiency and Deviations from the Security Market Line.
by Green, Richard C. -
Tax-Subsidized Underpricing: Issuers and Underwriters in the Market for Build America Bonds
by Cestau, Dario & Green, Richard & Schürhoff, Norman -
Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets.
by Dammon, Robert M. & Green, Richard C. -
A Simple Model of the Taxable and Tax-Exempt Yield Curves.
by Green, Richard C. -
Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?
by Green, Richard C. & Odegaard, Bernt A. -
Dealer intermediation and price behavior in the aftermarket for new bond issues
by Green, Richard C. & Hollifield, Burton & Schurhoff, Norman -
Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues
by Richard Green & Burton Hollifield & Norman Schurhoff -
Advance Refundings of Municipal Bonds
by Andrew Ang & Richard C. Green & Yuhang Xing -
Financial Expertise as an Arms Race
by Glode, V. & Green, R. C. & Lowery, R. -
Valuation and Return Dynamics of New Ventures.
by Jonathan B. Berk Richard C. Green and Vasant Naik. -
Tax-Subsidized Underpricing: Issuers and Underwriters in the Market for Build America Bonds
by Dario Cestau & Richard C. Green & Norman Schürhoff -
Predators and Prey on Wall Street
by Maria Chaderina & Richard C. Green -
Advance Refundings of Municipal Bonds
by ANDREW ANG & RICHARD C. GREEN & FRANCIS A. LONGSTAFF & YUHANG XING -
The Microstructure of the Bond Market in the 20th Century
by Biais, Bruno & Green, Richard -
The Microstructure of the Bond Market in the 20th Century
by Bruno Biais & Richard Green