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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SSRN CITATIONS
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330

CROSSREF CITATIONS

1,548

Scholarly Papers (17)

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1.

On the Impossibility of Informationally Efficient Markets

Number of pages: 16 Posted: 19 Jun 2004
Sanford J. Grossman
University of Pennsylvania - Finance Department
Downloads 1,304 (25,121)
Citation 463

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2.

Corporate Financial Structure and Managerial Incentives

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 665 (64,120)
Citation 134

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3.

Liquidity and Market Structure

NBER Working Paper No. w2641
Number of pages: 32 Posted: 09 Jun 2004 Last Revised: 21 Sep 2022
Sanford J. Grossman and Merton H. Miller
University of Pennsylvania - Finance Department and University of Chicago - Booth School of Business
Downloads 540 (83,292)
Citation 64

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4.

Trading Volume and Serial Correlation in Stock Returns

NBER Working Paper No. w4193
Number of pages: 45 Posted: 30 Jan 2003 Last Revised: 18 Dec 2022
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 475 (97,514)
Citation 39

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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: 02 Dec 2022
Sanford J. Grossman and Oliver Hart
University of Pennsylvania - Finance Department and Harvard University - Department of Economics
Downloads 409 (116,194)
Citation 23

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6.

The Determinants of the Variability of Stock Market Prices

NBER Working Paper No. w0564
Number of pages: 13 Posted: 06 Jul 2004 Last Revised: 18 Jul 2022
Sanford J. Grossman and Robert J. Shiller
University of Pennsylvania - Finance Department and Yale University - Cowles Foundation
Downloads 273 (180,458)
Citation 54

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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 248 (197,952)
Citation 10

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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: 24 Dec 2022
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 140 (328,599)
Citation 31

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9.

Sequential Bargaining Under Asymmetric Information

NBER Working Paper No. t0056
Number of pages: 52 Posted: 27 Jun 2007 Last Revised: 13 Apr 2022
Sanford J. Grossman, Motty Perry and Motty Perry
University of Pennsylvania - Finance Department and Hebrew University of Jerusalem - Center for the Study of RationalityPennsylvania State University, College of the Liberal Arts - Department of Economic
Downloads 119 (371,552)
Citation 1

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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 Last Revised: 21 Nov 2022
Sanford J. Grossman and Robert J. Shiller
University of Pennsylvania - Finance Department and Yale University - Cowles Foundation
Downloads 111 (390,445)
Citation 10

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11.

Estimating the Continuous Time Consumption Based Asset Pricing Model

NBER Working Paper No. w1643
Number of pages: 43 Posted: 30 Jun 2010 Last Revised: 30 Dec 2022
Sanford J. Grossman, Angelo Melino and Robert J. Shiller
University of Pennsylvania - Finance Department, University of Toronto and Yale University - Cowles Foundation
Downloads 97 (428,799)
Citation 3

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12.

Stockholder Unanimity in Making Production and Financial Decisions

Number of pages: 24 Posted: 04 Jul 2004
Sanford J. Grossman and Joseph E. Stiglitz
University of Pennsylvania - Finance Department and Columbia University - Columbia Business School, Finance
Downloads 93 (440,488)
Citation 4

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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: 02 Sep 2022
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 63 (550,022)
Citation 3

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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: 20 Jul 2022
Sanford J. Grossman
University of Pennsylvania - Finance Department
Downloads 53 (596,939)

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15.

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: 31 Aug 2022
Sanford J. Grossman and Laurence Weiss
University of Pennsylvania - Finance Department and Independent
Downloads 49 (617,790)
Citation 6

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16.

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: 01 Sep 2022
Sanford J. Grossman
University of Pennsylvania - Finance Department
Downloads 48 (623,248)

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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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