Brett Green

Washington University in St. Louis - John M. Olin Business School

Professor of Finance

One Brookings Drive

Campus Box 1133

St. Louis, MO 63130-4899

United States

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 7,551

SSRN RANKINGS

Top 7,551

in Total Papers Downloads

10,414

SSRN CITATIONS
Rank 6,226

SSRN RANKINGS

Top 6,226

in Total Papers Citations

223

CROSSREF CITATIONS

39

Scholarly Papers (18)

1.

Signal or Noise? Uncertainty and Learning about Whether Other Traders are Informed

Journal of Financial Economics (JFE), 2015, 117(2): 398-423
Number of pages: 63 Posted: 02 Sep 2012 Last Revised: 29 Mar 2017
Snehal Banerjee and Brett Green
University of California, San Diego (UCSD) - Rady School of Management and Washington University in St. Louis - John M. Olin Business School
Downloads 1,210 (30,147)
Citation 38

Abstract:

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Learning, Asymmetric Information, Rational Expectations, Noise Trading, Sentiment, Difference of opinions, Volatility clustering, Leverage effect

2.

Bargaining and News

American Economic Review, Vol. 110 No. 2 February 2020
Number of pages: 59 Posted: 20 Apr 2016 Last Revised: 30 Mar 2021
Brendan Daley and Brett Green
Johns Hopkins University and Washington University in St. Louis - John M. Olin Business School
Downloads 1,036 (37,720)
Citation 11

Abstract:

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Bargaining, Private Information, Learning, Dynamics

3.

Waiting for News in the Market for Lemons

Econometrica, Vol. 80, No. 4 (July, 2012), 1433–1504.
Number of pages: 66 Posted: 04 May 2011 Last Revised: 14 Feb 2013
Brendan Daley and Brett Green
Johns Hopkins University and Washington University in St. Louis - John M. Olin Business School
Downloads 869 (48,095)
Citation 67

Abstract:

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Dynamic Games, Adverse Selection, Information Economics, Signaling

4.

Breakthroughs, Deadlines, and Self-Reported Progress: Contracting for Multistage Projects

American Economic Review, 2016, 106(12), 3660-99
Number of pages: 49 Posted: 19 Mar 2015 Last Revised: 30 Mar 2021
Brett Green and Curtis R. Taylor
Washington University in St. Louis - John M. Olin Business School and Duke University - Department of Economics
Downloads 837 (50,724)
Citation 28

Abstract:

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Dynamic Contracting, Project Management, Moral Hazard, Private Information, Progress Reports, Strategic Communication, Milestones, R&D

5.

An Information-Based Theory of Time-Varying Liquidity

Journal of Finance, 2016, 71(2), 809-870
Number of pages: 67 Posted: 16 Jun 2013 Last Revised: 31 Mar 2016
Brendan Daley and Brett Green
Johns Hopkins University and Washington University in St. Louis - John M. Olin Business School
Downloads 829 (51,339)
Citation 10

Abstract:

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Endogenous Liquidity, Asset Prices, Feedback, Asymmetric Information, Information Revelation

6.

(Reverse) Price Discrimination with Information Design

Number of pages: 63 Posted: 16 Oct 2018 Last Revised: 22 Mar 2022
Dong Wei and Brett Green
University of California, Santa Cruz - Department of Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 746 (59,187)
Citation 6

Abstract:

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price discrimination, mechanism design, information design, online advertising

7.

Due Diligence

Journal of Finance, Forthcoming
Number of pages: 85 Posted: 20 Nov 2020 Last Revised: 01 Sep 2023
Brendan Daley, Thomas Geelen and Brett Green
Johns Hopkins University, Copenhagen Business School - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 687 (66,179)

Abstract:

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Due Diligence, Learning, Takeovers, Mergers and Acquisitions.

8.

Information Spillovers in Asset Markets with Correlated Values

American Economic Review, Forthcoming
Number of pages: 36 Posted: 18 Feb 2015 Last Revised: 03 May 2017
Vladimir Asriyan, William Fuchs and Brett Green
CREI, University of Texas at Austin - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 644 (71,622)
Citation 23

Abstract:

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Information Spillovers, Transparency, Adverse Selection, Information Aggregation

9.

Securitization, Ratings, and Credit Supply

Journal of Finance, Forthcoming, Stanford University Graduate School of Business Research Paper No. 17-26
Number of pages: 64 Posted: 20 Mar 2017 Last Revised: 11 Jul 2019
Brendan Daley, Brett Green and Victoria Vanasco
Johns Hopkins University, Washington University in St. Louis - John M. Olin Business School and CREi
Downloads 601 (77,976)
Citation 21

Abstract:

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Loan Origination, Securitization, Credit Supply, Ratings

10.

Adverse Selection, Slow Moving Capital and Misallocation

Journal of Financial Economics (JFE)
Number of pages: 57 Posted: 09 Oct 2013 Last Revised: 26 Mar 2021
University of Texas at Austin - Department of Finance, Washington University in St. Louis - John M. Olin Business School and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 547 (87,690)
Citation 18

Abstract:

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Misallocation, Adverse Selection, General Equilibrium, Convex Adjustment Costs

11.

Market Signaling with Grades

Journal of Economic Theory, Vol. 151, No. 1, 2014
Number of pages: 43 Posted: 09 Jan 2010 Last Revised: 27 Mar 2014
Brendan Daley and Brett Green
Johns Hopkins University and Washington University in St. Louis - John M. Olin Business School
Downloads 460 (108,358)
Citation 17

Abstract:

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Signaling, Asymmetric Information, Information Economics

12.

Aggregation and Design of Information in Asset Markets with Adverse Selection

Number of pages: 55 Posted: 27 Apr 2017 Last Revised: 26 Mar 2021
Vladimir Asriyan, William Fuchs and Brett Green
CREI, University of Texas at Austin - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 433 (116,298)
Citation 5

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Information Aggregation; Information Design; Decentralized Markets; Adverse Selection; Optimal Information Policy; Transparency

13.
Downloads 418 (121,188)

Digital Collateral

Number of pages: 82 Posted: 10 Apr 2021 Last Revised: 22 Jun 2023
University of California, Berkeley - Haas School of Business, Washington University in St. Louis - John M. Olin Business School and University of California, Berkeley - Economic Analysis & Policy Group
Downloads 405 (124,491)

Abstract:

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Collateralized Lending, Microfinance, Moral Hazard, Adverse Selection, Education

Digital Collateral

NBER Working Paper No. w28724
Number of pages: 83 Posted: 03 May 2021 Last Revised: 03 Jul 2023
University of California, Berkeley - Haas School of Business, Washington University in St. Louis - John M. Olin Business School and University of California, Berkeley - Economic Analysis & Policy Group
Downloads 13 (981,151)

Abstract:

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14.

Designing Securities for Scrutiny

Number of pages: 62 Posted: 27 Mar 2017 Last Revised: 20 Jul 2022
Brendan Daley, Brett Green and Victoria Vanasco
Johns Hopkins University, Washington University in St. Louis - John M. Olin Business School and CREi
Downloads 373 (137,898)
Citation 6

Abstract:

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Security Design, Liquidity, Private Information, Credit Ratings, Public Disclosure

15.

Optimal Arrangements for Distribution in Developing Markets: Theory and Evidence

Number of pages: 47 Posted: 24 Apr 2017 Last Revised: 29 May 2020
William Fuchs, Brett Green and David I. Levine
University of Texas at Austin - Department of Finance, Washington University in St. Louis - John M. Olin Business School and University of California, Berkeley - Haas School of Business
Downloads 341 (152,060)
Citation 1

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Product Adoption Puzzle, Relational Contracting, Dynamic Incentives

16.

Liquidity Sentiments

The American Economic Review, Forthcoming
Number of pages: 41 Posted: 18 Jan 2018 Last Revised: 11 Jul 2019
Vladimir Asriyan, William Fuchs and Brett Green
CREI, University of Texas at Austin - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 313 (166,604)
Citation 15

Abstract:

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Sentiment; Liquidity; Asset Prices; Capital Reallocation; Business Cycles; Sunspots

17.

Stock ups, Stockouts, and the Role for Strategic Reserves

Olin Business School Center for Finance & Accounting Research Paper No. Forthcoming
Number of pages: 40 Posted: 01 Jul 2023
Brett Green, Cyrus Mevorach and Curtis R. Taylor
Washington University in St. Louis - John M. Olin Business School, Washington University in St. Louis - John M. Olin Business School and Duke University - Department of Economics
Downloads 69 (569,899)

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Dynamic Pricing, Supply Disruptions, Strategic Stockpiling, Inventory Management

18.

The Welfare Benefits of Pay-As-You-Go Financing

Number of pages: 70
University of California, Berkeley, Washington University in St. Louis - John M. Olin Business School, Washington University in St. Louis - John M. Olin Business School and University of California, Berkeley
Downloads 1

Abstract:

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FinTech, Collateral, Lockout, Consumer Credit, Maturity Choice, Technology Adoption