Robin M. Greenwood

Harvard Business School - Finance Unit

Boston, MA 02163

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Harvard Business School - Finance Unit

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SCHOLARLY PAPERS

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Scholarly Papers (44)

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1.

Investor Activism and Takeovers

Number of pages: 36 Posted: 31 Jul 2007 Last Revised: 22 Jan 2009
Michael Schor and Robin M. Greenwood
Morgan Stanley and Harvard Business School - Finance Unit
Downloads 3,390 (5,901)
Citation 90

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Corporate Governance, Hedge Funds, Takeovers, Mergers and Acquisitions

2.

Stock Price Fragility

Downloads 2,809 ( 7,940)
Citation 78

Stock Price Fragility

Harvard Business School Research Paper No. 1490734
Number of pages: 52 Posted: 21 Oct 2009 Last Revised: 13 Mar 2013
Robin M. Greenwood and David Thesmar
Harvard Business School - Finance Unit and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,624 (8,678)
Citation 5

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Stock Price Fragility

Number of pages: 46 Posted: 17 Mar 2010
Robin M. Greenwood and David Thesmar
Harvard Business School - Finance Unit and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 185 (270,474)
Citation 66

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non-fundamental risk, volatiltiy, comovement, destabilizing arbitrage

3.

Inexperienced Investors and Bubbles

Downloads 1,359 (24,711)
Citation 105

Inexperienced Investors and Bubbles

AFA 2008 New Orleans Meetings Paper
Number of pages: 45 Posted: 15 Feb 2007 Last Revised: 22 Jan 2009
Stefan Nagel and Robin M. Greenwood
University of Chicago - Booth School of Business and Harvard Business School - Finance Unit
Downloads 1,292 (26,104)
Citation 41

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Mutual Funds, Behavioral Finance, Experience, Learning, Asset Pricing, Stock Price Bubble

Inexperienced Investors and Bubbles

NBER Working Paper No. w14111
Number of pages: 45 Posted: 22 Jun 2008 Last Revised: 24 Jul 2022
Robin M. Greenwood and Stefan Nagel
Harvard Business School - Finance Unit and University of Chicago - Booth School of Business
Downloads 67 (563,978)
Citation 55

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4.

The Evolution of Corporate Ownership After IPO: The Impact of Investor Protection

Downloads 952 (41,235)
Citation 8

The Evolution of Corporate Ownership After IPO: The Impact of Investor Protection

Number of pages: 46 Posted: 04 Oct 2007 Last Revised: 22 Jan 2009
C. Fritz Foley and Robin M. Greenwood
Harvard University - Business School (HBS) and Harvard Business School - Finance Unit
Downloads 908 (43,355)
Citation 8

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Ownership, Blockholding, Liquidity, Float, Shareholder Rights, Investor Protection

The Evolution of Corporate Ownership after IPO: The Impact of Investor Protection

NBER Working Paper No. w14557
Number of pages: 46 Posted: 15 Jan 2009 Last Revised: 12 Oct 2022
C. Fritz Foley and Robin M. Greenwood
Harvard University - Business School (HBS) and Harvard Business School - Finance Unit
Downloads 44 (689,954)

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5.

The Growth of Modern Finance

Number of pages: 53 Posted: 16 Oct 2012
Robin M. Greenwood and David S. Scharfstein
Harvard Business School - Finance Unit and Harvard Business School - Finance Unit
Downloads 897 (44,767)
Citation 89

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Financial services, fees, asset management

6.

A Cross Sectional Analysis of the Excess Comovement of Stock Returns

Number of pages: 47 Posted: 09 Apr 2005
Robin M. Greenwood
Harvard Business School - Finance Unit
Downloads 850 (48,209)
Citation 3

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7.

The Maturity of Debt Issues and Predictable Variation in Bond Returns

Downloads 844 (46,215)
Citation 112

The Maturity of Debt Issues and Predictable Variation in Bond Returns

Number of pages: 45 Posted: 15 Aug 2001 Last Revised: 13 Jan 2009
Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler
Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business
Downloads 701 (61,592)
Citation 7

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Bond, Maturity, Return, Corporate, Debt, Issue, Predictability, Cost of Capital

Do Firms Borrow at the Lowest-Cost Maturity? The Long-Term Share in Debt Issues and Predictable Variation in Bond Returns

NYU Working Paper No. FIN-01-020
Number of pages: 45 Posted: 03 Nov 2008
Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler
Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business
Downloads 86 (486,655)
Citation 1

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The Maturity of Debt Issues and Predictable Variation in Bond Returns

NYU Working Paper No. 2451/31361
Number of pages: 31 Posted: 10 Sep 2013
Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler
Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business
Downloads 57 (613,158)
Citation 19

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The Maturity of Debt Issues and Predictable Variation in Bond Returns

Journal of Financial Economics (JFE), Vol. 70, pp. 261-291, 2003, NYU Working Paper No. FIN-11-028
Posted: 15 Dec 2011
Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler
Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business

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The Maturity of Debt Issues and Predictable Variation in Bond Returns

Journal of Financial Economics, Vol. 70, No. 2, pp. 261-291, November 2003
Posted: 09 Sep 2002 Last Revised: 13 Aug 2008
Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler
Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business

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bond, maturity, return, corporate, debt, issue, predictability, cost of capital, cost of debt

8.

Characteristic Timing

Downloads 809 (51,584)
Citation 20

Characteristic Timing

Harvard Business School Finance Working Paper No. 09-099
Number of pages: 56 Posted: 26 Dec 2008 Last Revised: 15 Feb 2010
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 420 (116,209)

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Limits-to-arbitrage, characteristics, mispricing, capital structure, cross-section of stock returns

Share Issuance and Factor Timing

Number of pages: 52 Posted: 17 Mar 2010 Last Revised: 05 Dec 2010
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 356 (140,428)
Citation 12

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Limits-to-arbitrage, characteristics, mispricing, capital structure, cross-section of stock returns

Characteristic Timing

NBER Working Paper No. w15948
Number of pages: 57 Posted: 03 May 2010 Last Revised: 29 Jan 2023
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 33 (769,225)

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9.

Issuer Quality and the Credit Cycle

Downloads 755 (56,574)
Citation 2

Issuer Quality and the Credit Cycle

Harvard Business School Working Paper No. 1734528
Number of pages: 46 Posted: 05 Jan 2011 Last Revised: 28 Jun 2011
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 732 (58,179)
Citation 1

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credit risk, credit bubbles, forecasting regressions, debt issuance, quality

Issuer Quality and the Credit Cycle

NBER Working Paper No. w17197
Number of pages: 47 Posted: 11 Jul 2011 Last Revised: 29 Jun 2023
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 23 (854,999)
Citation 1

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10.

The Disappearing Index Effect

Downloads 704 (62,105)

The Disappearing Index Effect

Number of pages: 61 Posted: 13 Dec 2022 Last Revised: 06 Sep 2023
Robin M. Greenwood and Marco Sammon
Harvard Business School - Finance Unit and Harvard Business School
Downloads 697 (62,068)

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index inclusion, passive ownership, market efficiency

The Disappearing Index Effect

NBER Working Paper No. w30748
Number of pages: 48 Posted: 12 Dec 2022 Last Revised: 08 Jul 2023
Robin M. Greenwood and Marco Sammon
Harvard Business School - Finance Unit and Harvard Business School
Downloads 7 (1,015,882)
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11.

The Impact of Pensions and Insurance on Global Yield Curves

Harvard Business School Finance Working Paper No. 18-109, Swiss Finance Institute Research Paper No. 19-59
Number of pages: 56 Posted: 16 Jun 2018 Last Revised: 13 Nov 2019
Robin M. Greenwood and Annette Vissing-Jorgensen
Harvard Business School - Finance Unit and Federal Reserve Board
Downloads 684 (64,489)
Citation 32

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12.

Vulnerable Banks

Downloads 658 (67,740)
Citation 173

Vulnerable Banks

Number of pages: 64 Posted: 20 Nov 2011 Last Revised: 13 Mar 2013
Robin M. Greenwood, Augustin Landier and David Thesmar
Harvard Business School - Finance Unit, HEC and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 592 (76,473)
Citation 3

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systemic risk, deleveraging, liquidity

Vulnerable Banks

NBER Working Paper No. w18537
Number of pages: 46 Posted: 20 Nov 2012 Last Revised: 25 Feb 2023
Robin M. Greenwood, Augustin Landier and David Thesmar
Harvard Business School - Finance Unit, HEC and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 66 (568,522)
Citation 56

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13.

Bond Supply and Excess Bond Returns

Downloads 643 (69,825)
Citation 210

Bond Supply and Excess Bond Returns

AFA 2009 San Francisco Meetings Paper
Number of pages: 47 Posted: 11 Sep 2007 Last Revised: 12 Jan 2010
Robin M. Greenwood and Dimitri Vayanos
Harvard Business School - Finance Unit and London School of Economics
Downloads 570 (80,158)
Citation 17

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Term Structure of Interest Rates, Bond Risk Premia, Limited Arbitrage, Public Debt Management

Bond Supply and Excess Bond Returns

NBER Working Paper No. w13806
Number of pages: 46 Posted: 13 Feb 2008 Last Revised: 23 Sep 2022
Robin M. Greenwood and Dimitri Vayanos
Harvard Business School - Finance Unit and London School of Economics
Downloads 72 (541,607)
Citation 14

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Bond Supply and Excess Bond Returns

CEPR Discussion Paper No. DP6694
Number of pages: 47 Posted: 09 Jun 2008
Robin M. Greenwood and Dimitri Vayanos
Harvard Business School - Finance Unit and London School of Economics
Downloads 1 (1,066,983)
Citation 47
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bond prices, limited arbitrage, preferred habitat, return predictability

14.

Trading Restrictions and Stock Prices

Downloads 559 (83,162)
Citation 3

Trading Restrictions and Stock Prices

HBS Finance Working Paper No. 05-079
Number of pages: 44 Posted: 17 Mar 2006
Robin M. Greenwood
Harvard Business School - Finance Unit
Downloads 559 (82,222)
Citation 3

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Asset Pricing, Float, Short sales constraints, Behavioral Finance, Limits to arbitrage

Trading Restrictions and Stock Prices

The Review of Financial Studies, Vol. 22, Issue 2, pp. 509-539, 2009
Posted: 25 Jan 2009
Robin M. Greenwood
Harvard Business School - Finance Unit

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G12, G14

15.

Aggregate Corporate Liquidity and Stock Returns

Number of pages: 60 Posted: 02 Jan 2005
Robin M. Greenwood
Harvard Business School - Finance Unit
Downloads 552 (84,483)
Citation 1

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16.

Agency Costs, Mispricing, and Ownership Structure

Downloads 545 (85,764)

Agency Costs, Mispricing, and Ownership Structure

Number of pages: 49 Posted: 13 Nov 2009 Last Revised: 13 Apr 2010
Sergey Chernenko, C. Fritz Foley and Robin M. Greenwood
Purdue University - Department of Management, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit
Downloads 500 (94,411)

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Ownership, Agency Costs, Mispricing

Agency Costs, Mispricing, and Ownership Structure

NBER Working Paper No. w15910
Number of pages: 49 Posted: 19 Apr 2010 Last Revised: 23 Jun 2023
Sergey Chernenko, C. Fritz Foley and Robin M. Greenwood
Purdue University - Department of Management, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit
Downloads 45 (683,516)

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17.

Trade and the Comovement of Stock Returns: Evidence from Japan

Number of pages: 59 Posted: 10 Jan 2003
Nathan Sosner and Robin M. Greenwood
AQR Capital Management, LLC and Harvard Business School - Finance Unit
Downloads 474 (101,822)
Citation 2

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comovement, beta, stock market index

18.

Stock Market Stimulus

Downloads 472 (102,300)
Citation 1

Stock Market Stimulus

Review of Financial Economics, Forthcoming
Number of pages: 55 Posted: 28 Mar 2022 Last Revised: 14 Feb 2023
Robin M. Greenwood, Toomas Laarits and Jeffrey Wurgler
Harvard Business School - Finance Unit, New York University (NYU) - Department of Finance and NYU Stern School of Business
Downloads 406 (120,900)

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Stock Market Stimulus

NBER Working Paper No. w29827
Number of pages: 56 Posted: 14 Mar 2022 Last Revised: 02 Jul 2023
Robin M. Greenwood, Toomas Laarits and Jeffrey Wurgler
Harvard Business School - Finance Unit, New York University (NYU) - Department of Finance and NYU Stern School of Business
Downloads 66 (568,522)
Citation 1

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19.

Catering Through Nominal Share Prices

Downloads 458 (106,009)
Citation 78

Catering Through Nominal Share Prices

Number of pages: 46 Posted: 16 Jan 2008 Last Revised: 12 Jan 2009
Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler
Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business
Downloads 314 (160,793)
Citation 1

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Stock splits, catering, payout policy, investor demand, nominal share prices

Catering Through Nominal Share Prices

NYU Working Paper No. FIN-07-026
Number of pages: 46 Posted: 03 Nov 2008
Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler
Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business
Downloads 110 (411,650)
Citation 14

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Catering Through Nominal Share Prices

NBER Working Paper No. w13762
Number of pages: 46 Posted: 30 Jan 2008 Last Revised: 10 Aug 2022
Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler
Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business
Downloads 34 (761,453)
Citation 24

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20.

A Comparative-Advantage Approach to Government Debt Maturity

Harvard Business School Finance Working Paper No. 1680604
Number of pages: 53 Posted: 22 Sep 2010 Last Revised: 04 Jan 2011
Robin M. Greenwood, Samuel Gregory Hanson and Jeremy C. Stein
Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and Harvard University - Department of Economics
Downloads 388 (128,484)
Citation 76

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Government Debt Maturity, Corporate Debt Maturity, Fire sales, Money creation

21.

Evidence for a Debt Financing Channel in Corporate Investment

Number of pages: 54 Posted: 17 Jun 2003
Robin M. Greenwood
Harvard Business School - Finance Unit
Downloads 341 (148,200)
Citation 2

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22.

Bubbles for Fama

NBER Working Paper No. w23191
Number of pages: 59 Posted: 27 Feb 2017 Last Revised: 15 May 2022
Robin M. Greenwood, Andrei Shleifer and Yang You
Harvard Business School - Finance Unit, Harvard University - Department of Economics and The University of Hong Kong
Downloads 336 (150,552)
Citation 26

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23.

Extrapolation and Bubbles

NBER Working Paper No. w21944
Number of pages: 53 Posted: 01 Feb 2016 Last Revised: 18 Jun 2023
Nicholas Barberis, Nicholas Barberis, Robin M. Greenwood, Lawrence J. Jin and Andrei Shleifer
National Bureau of Economic Research (NBER)Yale School of Management, Harvard Business School - Finance Unit, SC Johnson College of Business, Cornell University and Harvard University - Department of Economics
Downloads 301 (169,218)
Citation 50

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24.

Expectations of Returns and Expected Returns

NBER Working Paper No. w18686
Number of pages: 52 Posted: 12 Jan 2013 Last Revised: 22 Jan 2023
Robin M. Greenwood and Andrei Shleifer
Harvard Business School - Finance Unit and Harvard University - Department of Economics
Downloads 122 (379,661)
Citation 284

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25.

X-Capm: An Extrapolative Capital Asset Pricing Model

NBER Working Paper No. w19189
Number of pages: 62 Posted: 29 Jun 2013 Last Revised: 08 Jun 2023
Nicholas Barberis, Nicholas Barberis, Robin M. Greenwood, Lawrence J. Jin and Andrei Shleifer
National Bureau of Economic Research (NBER)Yale School of Management, Harvard Business School - Finance Unit, SC Johnson College of Business, Cornell University and Harvard University - Department of Economics
Downloads 115 (396,340)
Citation 71

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26.

A Gap-Filling Theory of Corporate Debt Maturity Choice

NBER Working Paper No. w14087
Number of pages: 51 Posted: 22 Jun 2008 Last Revised: 30 Dec 2022
Robin M. Greenwood, Samuel Gregory Hanson and Jeremy C. Stein
Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and Harvard University - Department of Economics
Downloads 114 (398,853)
Citation 21

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27.

Sizing Up Corporate Restructuring in the Covid Crisis

NBER Working Paper No. w28104
Number of pages: 41 Posted: 16 Nov 2020 Last Revised: 17 Apr 2022
Robin M. Greenwood, Benjamin Charles Iverson and David Thesmar
Harvard Business School - Finance Unit, Brigham Young University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 88 (475,377)
Citation 3

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28.

Predictable Financial Crises

NBER Working Paper No. w27396
Number of pages: 63 Posted: 22 Jun 2020 Last Revised: 11 May 2023
Robin M. Greenwood, Samuel Gregory Hanson, Andrei Shleifer and Jakob Ahm Sørensen
Harvard Business School - Finance Unit, Harvard University - Business School (HBS), Harvard University - Department of Economics and affiliation not provided to SSRN
Downloads 86 (482,126)
Citation 1

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29.

Waves in Ship Prices and Investment

NBER Working Paper No. w19246
Number of pages: 59 Posted: 27 Jul 2013 Last Revised: 02 Feb 2023
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 62 (578,314)
Citation 13

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30.

Reflexivity in Credit Markets

NBER Working Paper No. w25747
Number of pages: 59 Posted: 15 Apr 2019 Last Revised: 08 May 2023
Robin M. Greenwood, Samuel Gregory Hanson and Lawrence J. Jin
Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and SC Johnson College of Business, Cornell University
Downloads 55 (612,575)
Citation 3

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31.

Forward Guidance in the Yield Curve: Short Rates Versus Bond Supply

NBER Working Paper No. w21750
Number of pages: 49 Posted: 21 Dec 2015 Last Revised: 07 Jun 2023
Robin M. Greenwood, Samuel Gregory Hanson and Dimitri Vayanos
Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and London School of Economics
Downloads 32 (755,717)
Citation 3

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32.

A Quantity-Driven Theory of Term Premia and Exchange Rates

NBER Working Paper No. w27615
Number of pages: 56 Posted: 04 Aug 2020 Last Revised: 16 Jun 2023
Robin M. Greenwood, Samuel Gregory Hanson, Jeremy C. Stein and Aditya Sunderam
Harvard Business School - Finance Unit, Harvard University - Business School (HBS), Harvard University - Department of Economics and Harvard University
Downloads 24 (819,784)
Citation 12

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33.

Washington Mutual's Covered Bonds

HBS Case No. 209-093, Harvard Business School Finance Unit
Posted: 11 Nov 2009
Daniel Bergstresser, Robin M. Greenwood and James Quinn
affiliation not provided to SSRN, Harvard Business School - Finance Unit and Harvard University - Business School (HBS)

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34.

TravelCenters of America

HBS Case No. 209-030, Harvard Business School Finance Unit
Posted: 11 Nov 2009
Robin M. Greenwood, Daniel Goldberg and James Quinn
Harvard Business School - Finance Unit, Harvard Business School and Harvard University - Business School (HBS)

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35.

Citigroup's Exchange Offer (A)

HBS Case No. 210-009, Harvard Business School Finance Unit
Posted: 09 Nov 2009
Robin M. Greenwood and James Quinn
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)

Abstract:

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36.

Citigroup's Exchange Offer (B)

HBS Case # 210-004, Harvard Business School Finance Unit
Posted: 09 Nov 2009
Robin M. Greenwood and James Quinn
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)

Abstract:

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37.

Citigroup's Exchange Offer (C)

HBS Case No. 210-015, Harvard Business School Finance Unit
Posted: 09 Nov 2009
Robin M. Greenwood and James Quinn
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)

Abstract:

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38.

NEC Electronics

HBS Case No. 209-001, Harvard Business School Finance Unit
Posted: 05 Nov 2009
C. Fritz Foley, Robin M. Greenwood and James Quinn
Harvard University - Business School (HBS), Harvard Business School - Finance Unit and Harvard University - Business School (HBS)

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39.

Livedoor

HBS Case No.: 206-138
Posted: 22 Sep 2008
Robin M. Greenwood and Michael Schor
Harvard Business School - Finance Unit and Morgan Stanley

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40.

Pilgrim Assurance Building

HBS Case No.: 9-206-078
Posted: 22 Sep 2008
Robin M. Greenwood, David S. Scharfstein and Arthur I. Segel
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and Harvard University - Entrepreneurial Management Unit

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41.

Opportunity Partners

HBS Case No.: 9-208-097
Posted: 18 Sep 2008
Robin M. Greenwood and James Quinn
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)

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42.

The Nikkei 225 Reconstitution

HBS Case No.: 207-109
Posted: 18 Sep 2008
Robin M. Greenwood
Harvard Business School - Finance Unit

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43.

Excess Comovement of Stock Returns: Evidence from Cross-Sectional Variation in Nikkei 225 Weights

The Review of Financial Studies, Vol. 21, Issue 3, pp. 1153-1186, 2008
Posted: 02 Jul 2008
Robin M. Greenwood
Harvard Business School - Finance Unit

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44.

Trading Patterns and Excess Comovement of Stock Returns

Financial Analysts Journal, Vol. 63, No. 5, 2007
Posted: 28 Sep 2007
Nathan Sosner and Robin M. Greenwood
AQR Capital Management, LLC and Harvard Business School - Finance Unit

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Equity Investments, Fundamental Analysis and Valuation Models, Portfolio Management, Equity Strategies, Asset Allocation, Trading and Execution, Portfolio Construction, Rebalancing, and Implementation, Investment Theory, Behavioral Finance, Efficient Market Theory, Risk Measurement and Management

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Total Downloads: 67
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1.

A Cross-Sectional Analysis of the Excess Comovement of Stock Returns

Number of pages: 45 Posted: 24 Mar 2005
Robin M. Greenwood
Harvard Business School - Finance Unit
Downloads 67

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Limits to arbitrage, comovement, institutions, behavioral finance