Sanford J. Grossman

University of Pennsylvania - Finance Department

Steinberg Trustee Professor of Finance

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • University of Pennsylvania - Finance Department

SCHOLARLY PAPERS

17

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CITATIONS
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2,281

Scholarly Papers (17)

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1.

On the Impossibility of Informationally Efficient Markets

NBER Working Paper No. R0121
Number of pages: 16 Posted: 19 Jun 2004
Sanford J. Grossman
University of Pennsylvania - Finance Department
Downloads 665 (37,096)
Citation 851

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2.

Corporate Financial Structure and Managerial Incentives

NBER Working Paper No. R0398
Number of pages: 34 Posted: 18 Aug 2004
Sanford J. Grossman and Oliver Hart
University of Pennsylvania - Finance Department and Harvard University - Department of Economics
Downloads 495 (54,330)
Citation 177

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3.

Trading Volume and Serial Correlation in Stock Returns

NBER Working Paper No. w4193
Number of pages: 45 Posted: 30 Jan 2003 Last Revised: 23 May 2012
John Y. Campbell, Sanford J. Grossman and Jiang Wang
Harvard University - Department of Economics, University of Pennsylvania - Finance Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 376 (75,847)
Citation 249

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4.

Liquidity and Market Structure

NBER Working Paper No. w2641
Number of pages: 32 Posted: 09 Jun 2004 Last Revised: 23 May 2012
Sanford J. Grossman and Merton H. Miller
University of Pennsylvania - Finance Department and University of Chicago - Booth School of Business
Downloads 313 (93,518)
Citation 267

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5.

One Share/One Vote and the Market for Corporate Control

NBER Working Paper No. w2347
Number of pages: 59 Posted: 26 Mar 2007 Last Revised: 23 May 2012
Sanford J. Grossman and Oliver Hart
University of Pennsylvania - Finance Department and Harvard University - Department of Economics
Downloads 306 (95,878)
Citation 266

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6.

The Determinants of the Variability of Stock Market Prices

NBER Working Paper No. w0564
Number of pages: 9 Posted: 06 Jul 2004 Last Revised: 23 May 2012
Sanford J. Grossman and Robert J. Shiller
University of Pennsylvania - Finance Department and Yale University - Cowles Foundation
Downloads 191 (153,970)
Citation 113

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7.

An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies

NBER Working Paper No. w2357
Number of pages: 38 Posted: 15 Mar 2004 Last Revised: 23 May 2012
Sanford J. Grossman
University of Pennsylvania - Finance Department
Downloads 185 (158,432)
Citation 75

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8.

Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods

NBER Working Paper No. w2369
Number of pages: 59 Posted: 29 Dec 2006 Last Revised: 23 May 2012
Sanford J. Grossman and Guy Laroque
University of Pennsylvania - Finance Department and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Downloads 76 (305,823)
Citation 94

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9.

Consumption Correlatedness and Risk Measurement in Economies with Non Trade Assets and Heterogeneous Information

NBER Working Paper No. w0690
Number of pages: 18 Posted: 18 Aug 2004 Last Revised: 23 May 2012
Sanford J. Grossman and Robert J. Shiller
University of Pennsylvania - Finance Department and Yale University - Cowles Foundation
Downloads 67 (327,925)
Citation 22

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10.

Stockholder Unanimity in Making Production and Financial Decisions

NBER Working Paper No. R0122
Number of pages: 24 Posted: 04 Jul 2004
Sanford J. Grossman and Joseph E. Stiglitz
University of Pennsylvania - Finance Department and Columbia Business School - Finance and Economics
Downloads 64 (335,815)
Citation 9

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11.

Sequential Bargaining Under Asymmetric Information

NBER Working Paper No. t0056
Number of pages: 52 Posted: 27 Jun 2007 Last Revised: 23 May 2012
Sanford J. Grossman and Motty Perry
University of Pennsylvania - Finance Department and Hebrew University of Jerusalem - Center for the Study of Rationality
Downloads 62 (341,295)
Citation 12

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12.

Estimating the Continuous Time Consumption Based Asset Pricing Model

NBER Working Paper No. w1643
Number of pages: 43 Posted: 30 Jun 2010 Last Revised: 23 May 2012
Sanford J. Grossman, Angelo Melino and Robert J. Shiller
University of Pennsylvania - Finance Department, University of Toronto and Yale University - Cowles Foundation
Downloads 51 (374,320)
Citation 30

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13.

Unemployment with Observable Aggregate Shocks

NBER Working Paper No. w0975
Number of pages: 52 Posted: 05 Jul 2004 Last Revised: 23 May 2012
Sanford J. Grossman, Oliver Hart and Eric Maskin
University of Pennsylvania - Finance Department, Harvard University - Department of Economics and Princeton University - Department of Economics
Downloads 39 (416,337)
Citation 6

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14.

Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods

NBER Working Paper No. w1663
Number of pages: 74 Posted: 18 Jun 2004 Last Revised: 23 May 2012
Sanford J. Grossman
University of Pennsylvania - Finance Department
Downloads 29 (458,846)
Citation 5

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15.

A Transactions Based Model of the Monetary Transmission Mechanism: Part 2

NBER Working Paper No. w0974
Number of pages: 14 Posted: 28 Dec 2001 Last Revised: 23 May 2012
Sanford J. Grossman
University of Pennsylvania - Finance Department
Downloads 29 (458,846)
Citation 47

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16.

A Transactions Based Model of the Monetary Transmission Mechanism: Part 1

NBER Working Paper No. w0973
Number of pages: 49 Posted: 09 Mar 2004 Last Revised: 23 May 2012
Sanford J. Grossman and Laurence Weiss
University of Pennsylvania - Finance Department and Independent
Downloads 25 (479,183)
Citation 47

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17.

Equilibrium Analysis of Portfolio Insurance

J. OF FINANCE, Vol. 51 No. 4, September 1996
Posted: 02 Jul 1996
Sanford J. Grossman and Zongquan Zhou
University of Pennsylvania - Finance Department and Washington University in St. Louis

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