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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

  • University of Pennsylvania - Finance Department

SCHOLARLY PAPERS

17

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2,734

CITATIONS
Rank 125

SSRN RANKINGS

Top 125

in Total Papers Citations

2,278

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 439 (43,937)
Citation 846

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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 356 (56,986)
Citation 178

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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
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 (72,369)
Citation 250

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4.

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 297 (92,013)
Citation 265

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5.

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 192 (104,402)
Citation 268

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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 186 (147,173)
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
Sanford J. Grossman
University of Pennsylvania - Finance Department
Downloads 151 (149,350)
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 62 (286,724)
Citation 94

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9.

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 (315,081)
Citation 8

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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: 23 May 2012
Sanford J. Grossman and Robert J. Shiller
University of Pennsylvania - Finance Department and Yale University - Cowles Foundation
Downloads 49 (312,550)
Citation 22

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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: 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 41 (351,622)
Citation 31

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12.

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 39 (322,973)
Citation 12

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13.

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 (431,946)
Citation 5

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14.

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 27 (399,043)
Citation 6

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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 22 (431,946)
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 19 (451,314)
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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