Author Page for Steven R. Grenadier

Dynamic Interventions and Informational Linkages

Chicago Booth Research Paper No. 17-09

Number of pages: 95 Posted: 07 Mar 2016 Last Revised: 28 May 2019

Lin William Cong, Steven R. Grenadier and Yunzhi Hu

Cornell University - Samuel Curtis Johnson Graduate School of Management, Stanford Graduate School of Business and University of North Carolina (UNC) at Chapel Hill - Finance Area

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Citation 7

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2.

Stock and Bond Pricing in an Affine Economy

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Citation 14

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Stock and Bond Pricing in an Affine Economy

EFA 2002 Berlin Meetings

Number of pages: 54 Posted: 21 Feb 2002

Steven R. Grenadier and Geert Bekaert

Stanford Graduate School of Business and Columbia University - Columbia Business School, Finance

Downloads 1,103 (34,128)

Citation 13

Abstract:

Stock and Bond Pricing in an Affine Economy

NBER Working Paper No. w7346

Number of pages: 52 Posted: 05 Feb 2000 Last Revised: 30 Jul 2022

Steven R. Grenadier and Geert Bekaert

Stanford Graduate School of Business and Columbia University - Columbia Business School, Finance

Downloads 109 (428,041)

Citation 1

Abstract:

3.

Incentives and Investment Timing: Real Options in a Principal-Agent Setting

Number of pages: 47 Posted: 23 Apr 2003

Steven R. Grenadier and Neng Wang

Stanford Graduate School of Business and Columbia University - Columbia Business School, Finance

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Citation 2

Abstract:

4.

Stock and Bond Returns with Moody Investors

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Citation 47

3

Stock and Bond Returns with Moody Investors

AFA 2006 Boston Meetings Paper

Number of pages: 61 Posted: 17 Mar 2005

Geert Bekaert, Eric Engstrom and Steven R. Grenadier

Columbia University - Columbia Business School, Finance, Board of Governors of the Federal Reserve System and Stanford Graduate School of Business

Downloads 811 (52,480)

Citation 5

Abstract:

Stock and Bond Returns with Moody Investors

NBER Working Paper No. w12247

Number of pages: 63 Posted: 25 May 2006 Last Revised: 19 Dec 2022

Geert Bekaert, Eric Engstrom and Steven R. Grenadier

Columbia University - Columbia Business School, Finance, Board of Governors of the Federal Reserve System and Stanford Graduate School of Business

Downloads 87 (499,265)

Citation 1

Abstract:

Stock and Bond Returns with Moody Investors

CEPR Discussion Paper No. 5951

Number of pages: 65 Posted: 18 Aug 2004

Geert Bekaert, Eric Engstrom and Steven R. Grenadier

Columbia University - Columbia Business School, Finance, Board of Governors of the Federal Reserve System and Stanford Graduate School of Business

Downloads 30 (820,958)

Citation 4

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Abstract:

5.

Investment Timing, Agency and Information

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Citation 63

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Investment Timing, Agency and Information

Number of pages: 49 Posted: 04 Sep 2003

Steven R. Grenadier and Neng Wang

Stanford Graduate School of Business and Columbia University - Columbia Business School, Finance

Downloads 646 (70,867)

Abstract:

Investment Timing, Agency, and Information

NBER Working Paper No. w11148

Number of pages: 50 Posted: 16 Mar 2005 Last Revised: 19 Jun 2022

Steven R. Grenadier and Neng Wang

Stanford Graduate School of Business and Columbia University - Columbia Business School, Finance

Downloads 62 (607,306)

Citation 20

Abstract:

Investment Timing, Agency, and Information

Posted: 07 May 2005

Steven R. Grenadier and Neng Wang

Stanford Graduate School of Business and Columbia University - Columbia Business School, Finance

Abstract:

6.

An Equilibrium Analysis of Real Estate Leases

Number of pages: 40 Posted: 04 Apr 2003

Steven R. Grenadier

Stanford Graduate School of Business

Downloads 698 (65,024)

Citation 12

Abstract:

7.

Real Options Signaling Games with Applications to Corporate Finance

Review of Financial Studies, Vol. 24, No. 12, pp. 3993-4036, Rock Center for Corporate Governance at Stanford University Working Paper No. 57

Number of pages: 83 Posted: 23 Mar 2009 Last Revised: 04 Feb 2013

Steven R. Grenadier and Andrey Malenko

Stanford Graduate School of Business and Boston College

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Citation 11

Abstract:

8.

Optimal Capital Structure and Bankruptcy Choice: Dynamic Bargaining vs Liquidation

Stanford University Graduate School of Business Research Paper No. 17-59

Number of pages: 79 Posted: 06 Sep 2017 Last Revised: 14 Jun 2018

Samuel Antill and Steven R. Grenadier

Harvard Business School and Stanford Graduate School of Business

Downloads 518 (94,527)

Citation 26

Abstract:

9.

A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks

Journal of Finance, Vol. 65, No. 5, pp. 1949-1986, AFA 2009 San Francisco Meetings Paper, EFA 2008 Athens Meetings Paper

Number of pages: 70 Posted: 06 Mar 2008 Last Revised: 21 Nov 2010

Steven R. Grenadier and Andrey Malenko

Stanford Graduate School of Business and Boston College

Downloads 499 (98,869)

Citation 10

Abstract:

10.

Timing Decisions in Organizations: Communication and Authority in a Dynamic Environment

American Economic Review, Vol. 106, No. 9, September 2016

Number of pages: 85 Posted: 14 Nov 2014 Last Revised: 01 Sep 2016

Steven R. Grenadier, Andrey Malenko and Nadya Malenko

Stanford Graduate School of Business, Boston College and Boston College, Carroll School of Management

Downloads 441 (114,553)

Citation 15

Abstract:

11.

Financing the Litigation Arms Race

Stanford University Graduate School of Business Research Paper

Number of pages: 134 Posted: 19 Nov 2020 Last Revised: 26 Apr 2023

Samuel Antill and Steven R. Grenadier

Harvard Business School and Stanford Graduate School of Business

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Abstract:

12.

Investment Under Uncertainty and Time-Inconsistent Preferences

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Citation 46

2

Investment Under Uncertainty and Time-Inconsistent Preferences

Stanford GSB Research Paper No. 1899

Number of pages: 48 Posted: 05 Aug 2005

Steven R. Grenadier and Neng Wang

Stanford Graduate School of Business and Columbia University - Columbia Business School, Finance

Downloads 326 (159,601)

Abstract:

Investment Under Uncertainty and Time-Inconsistent Preferences

NBER Working Paper No. w12042

Number of pages: 49 Posted: 04 May 2006 Last Revised: 29 May 2022

Steven R. Grenadier and Neng Wang

Stanford Graduate School of Business and Columbia University - Columbia Business School, Finance

Downloads 51 (668,949)

Citation 18

Abstract:

13.

The Valuation of a Dynamic Litigation Process: The Lawsuit as a (Real) Option on an Option

Stanford University Graduate School of Business Research Paper No. 4566390

Number of pages: 32 Posted: 09 Sep 2023 Last Revised: 31 Oct 2023

Brian Grenadier and Steven R. Grenadier

Stanford Law School and Stanford Graduate School of Business

Downloads 233 (225,987)

Abstract:

14.

An Equilibrium Analysis of Real Estate

NBER Working Paper No. w9475

Number of pages: 41 Posted: 02 Feb 2003 Last Revised: 23 Nov 2022

Steven R. Grenadier

Stanford Graduate School of Business

Downloads 84 (505,444)

Abstract:

15.

Risk-Based Capital Standards and the Riskiness of Bank Portfolios: Credit and Factor Risks

NBER Working Paper No. w5178

Number of pages: 42 Posted: 12 Jul 2000 Last Revised: 27 Aug 2022

Steven R. Grenadier and Brian J. Hall

Stanford Graduate School of Business and NOM Unit Head, Harvard Business School

Downloads 81 (516,477)

Citation 1

Abstract:

16.

Investment Busts, Reputation, and the Temptation to Blend in with the Crowd

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Citation 2

2

Investment Busts, Reputation, and the Temptation to Blend in with the Crowd

NBER Working Paper No. w17945

Number of pages: 46 Posted: 31 Mar 2012 Last Revised: 15 Jul 2023

Steven R. Grenadier, Andrey Malenko and Ilya A. Strebulaev

Stanford Graduate School of Business, Boston College and Stanford University - Graduate School of Business

Downloads 56 (639,758)

Citation 2

Abstract:

Investment Busts, Reputation, and the Temptation to Blend in with the Crowd

Journal of Financial Economics (JFE) 111(1): 137-157, January 2014, AFA 2013 San Diego Meetings Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 115

Posted: 20 Mar 2012 Last Revised: 02 Oct 2017

Steven R. Grenadier, Andrey Malenko and Ilya A. Strebulaev

Stanford Graduate School of Business, Boston College and Stanford University - Graduate School of Business

Abstract:

17.

Equilibrium in Asset Leasing Markets

Posted: 20 Dec 1998

Steven R. Grenadier

Stanford Graduate School of Business

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18.

Investment in Technological Innovations: An Option Pricing Approach

Posted: 20 Dec 1998

Steven R. Grenadier

Stanford Graduate School of Business

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19.

Information Revelation Through Option Exercise

Posted: 08 Sep 1998

Steven R. Grenadier

Stanford Graduate School of Business

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20.

The Strategic Exercise of Options: An Application to Real Estate Development

Posted: 15 Jul 1998

Steven R. Grenadier

Stanford Graduate School of Business

Abstract:

21.

The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets.

J. OF FINANCE, Vol. 51 No. 5, December 1996

Posted: 19 Apr 1996

Steven R. Grenadier

Stanford Graduate School of Business

Steven R. Grenadier

Stanford Graduate School of Business

William F. Sharpe Chair of Financial Economics

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Scholarly Papers (21)

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