Sanford J. Grossman

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

University of Pennsylvania - Finance Department

Steinberg Trustee Professor of Finance

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

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Scholarly Papers (17)

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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 439 (45,307)

Citation 840

Abstract:

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 356 (58,119)

Citation 179

Abstract:

Trading Volume and Serial Correlation in Stock Returns

NBER Working Paper No. w4193

Number of pages: 45 Posted: 30 Jan 2003

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 305 (70,809)

Citation 249

Abstract:

One Share/One Vote and the Market for Corporate Control

NBER Working Paper No. w2347

Number of pages: 59 Posted: 26 Mar 2007

Sanford J. Grossman and Oliver Hart

University of Pennsylvania - Finance Department and Harvard University - Department of Economics

Downloads 273 (90,300)

Citation 265

Abstract:

Liquidity and Market Structure

NBER Working Paper No. w2641

Number of pages: 32 Posted: 09 Jun 2004

Sanford J. Grossman and Merton H. Miller

University of Pennsylvania - Finance Department and University of Chicago - Booth School of Business

Downloads 192 (111,447)

Citation 267

Abstract:

The Determinants of the Variability of Stock Market Prices

NBER Working Paper No. w0564

Number of pages: 9 Posted: 06 Jul 2004

Sanford J. Grossman and Robert J. Shiller

University of Pennsylvania - Finance Department and Yale University - Cowles Foundation

Downloads 175 (140,136)

Citation 113

Abstract:

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

Sanford J. Grossman

University of Pennsylvania - Finance Department

Downloads 151 (138,744)

Citation 75

Abstract:

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

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 62 (270,400)

Citation 94

Abstract:

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 50 (293,076)

Citation 8

Abstract:

10.

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

Sanford J. Grossman and Robert J. Shiller

University of Pennsylvania - Finance Department and Yale University - Cowles Foundation

Downloads 49 (293,076)

Citation 22

Abstract:

11.

Estimating the Continuous Time Consumption Based Asset Pricing Model

NBER Working Paper No. w1643

Number of pages: 43 Posted: 30 Jun 2010

Sanford J. Grossman, Angelo Melino and Robert J. Shiller

University of Pennsylvania - Finance Department, University of Toronto and Yale University - Cowles Foundation

Downloads 41 (331,180)

Citation 31

Abstract:

12.

Sequential Bargaining Under Asymmetric Information

NBER Working Paper No. t0056

Number of pages: 52 Posted: 27 Jun 2007

Sanford J. Grossman and Motty Perry

University of Pennsylvania - Finance Department and Hebrew University of Jerusalem - Center for the Study of Rationality

Downloads 39 (319,406)

Citation 12

Abstract:

13.

Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods

NBER Working Paper No. w1663

Number of pages: 74 Posted: 18 Jun 2004

Sanford J. Grossman

University of Pennsylvania - Finance Department

Downloads 28 (398,843)

Citation 5

Abstract:

14.

Unemployment with Observable Aggregate Shocks

NBER Working Paper No. w0975

Number of pages: 52 Posted: 05 Jul 2004

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 27 (378,103)

Citation 6

Abstract:

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

Sanford J. Grossman

University of Pennsylvania - Finance Department

Downloads 22 (398,843)

Citation 47

Abstract:

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

Sanford J. Grossman and Laurence Weiss

University of Pennsylvania - Finance Department and Independent

Downloads 19 (417,763)

Citation 47

Abstract:

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

Sanford J. Grossman

National Bureau of Economic Research (NBER)

University of Pennsylvania - Finance Department

Steinberg Trustee Professor of Finance

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Scholarly Papers (17)

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