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

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

SCHOLARLY PAPERS

18

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10,414

SSRN CITATIONS
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SSRN RANKINGS

Top 6,226

in Total Papers Citations

223

CROSSREF CITATIONS

39

Scholarly Papers (18)

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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

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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

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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

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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

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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

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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

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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)

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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

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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

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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
William Fuchs, Brett Green and Dimitris Papanikolaou
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

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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

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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.

Digital Collateral

Downloads 418 (121,188)

Digital Collateral

Number of pages: 82 Posted: 10 Apr 2021 Last Revised: 22 Jun 2023
Paul J. Gertler, Brett Green and Catherine D. Wolfram
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)

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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
Paul J. Gertler, Brett Green and Catherine D. Wolfram
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)

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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

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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

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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
Paul Gertler, Brett Green, Renping Li and David Alexandre Sraer
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
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FinTech, Collateral, Lockout, Consumer Credit, Maturity Choice, Technology Adoption