Samuel Gregory Hanson

Harvard Business School

Soldiers Field Road

Morgan 270C

Boston, MA 02163

United States

SCHOLARLY PAPERS

19

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CITATIONS
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Top 3,225

in Total Papers Citations

171

Scholarly Papers (19)

1.

A Macroprudential Approach to Financial Regulation

Chicago Booth Research Paper No. 10-29
Number of pages: 42 Posted: 14 Nov 2010
Samuel Gregory Hanson, Anil K. Kashyap and Jeremy C. Stein
Harvard Business School, University of Chicago, Booth School of Business and Harvard University - Department of Economics
Downloads 2,721 (4,182)
Citation 51

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2.

Estimating Probabilities of Default

FRB of New York Staff Report No. 190
Number of pages: 36 Posted: 28 Jul 2004
Samuel Gregory Hanson and Til Schuermann
Harvard Business School and Oliver Wyman
Downloads 1,528 (10,981)
Citation 7

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Risk management, credit risk, bootstrap, confidence intervals

3.
Downloads 700 ( 34,860)
Citation 5

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 Business School
Downloads 399 (70,638)
Citation 5

Abstract:

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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 Business School
Downloads 283 (104,411)
Citation 5

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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: 31 Jul 2010
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard Business School
Downloads 18 (539,767)
Citation 5

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4.
Downloads 688 ( 35,741)
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 Business School
Downloads 677 (35,935)
Citation 2

Abstract:

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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
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard Business School
Downloads 11 (584,922)
Citation 2

Abstract:

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Confidence Intervals for Probabilities of Default

Number of pages: 44 Posted: 05 Aug 2005
Samuel Gregory Hanson and Til Schuermann
Harvard Business School and Oliver Wyman
Downloads 425 (65,491)
Citation 21

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Risk management, credit risk, bootstrap

Confidence Intervals for Probabilities of Default

Journal of Banking & Finance, Forthcoming
Posted: 10 Feb 2006
Samuel Gregory Hanson and Til Schuermann
Harvard Business School and Oliver Wyman

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Risk management, credit risk, bootstrap

6.

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 Business School and Harvard University - Department of Economics
Downloads 341 (85,623)
Citation 6

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

7.

Scope for Credit Risk Diversification

IEPR Working Paper No. 05.18
Number of pages: 63 Posted: 14 Mar 2005
M. Hashem Pesaran, Samuel Gregory Hanson and Til Schuermann
University of Southern California - Department of Economics, Harvard Business School and Oliver Wyman
Downloads 304 (97,187)

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Risk management, correlated defaults, credit loss distributions, heterogeneity, diversification

8.

Firm Heterogeneity and Credit Risk Diversification

CESifo Working Paper Series No. 1531
Number of pages: 52 Posted: 05 Aug 2005
M. Hashem Pesaran, Samuel Gregory Hanson and Til Schuermann
University of Southern California - Department of Economics, Harvard Business School and Oliver Wyman
Downloads 223 (133,986)
Citation 13

Abstract:

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Risk management, correlated defaults, factor models, portfolio choice

9.

Do Hedge Funds Profit from Mutual-Fund Distress?

NBER Working Paper No. w13786
Number of pages: 49 Posted: 08 Feb 2008 Last Revised: 03 Sep 2010
Joseph Chen, Samuel Gregory Hanson, Harrison G. Hong and Jeremy C. Stein
University of California, Davis - Graduate School of Management, Harvard Business School, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Harvard University - Department of Economics
Downloads 164 (177,442)
Citation 25

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The Rise and Fall of Demand for Securitizations

Fisher College of Business Working Paper No. 2014-03-16, Charles A. Dice Center Working Paper No. 2014-16
Number of pages: 50 Posted: 19 Dec 2014
Sergey Chernenko, Samuel Gregory Hanson and Adi Sunderam
Purdue University - Department of Management, Harvard Business School and Harvard Business School
Downloads 116 (234,977)

Abstract:

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securitization, mutual funds, insurance companies, financial crises, fire sales, risk taking, reinforcement learning

The Rise and Fall of Demand for Securitizations

NBER Working Paper No. w20777
Number of pages: 50 Posted: 22 Dec 2014
Sergey Chernenko, Samuel Gregory Hanson and Aditya Sunderam
Purdue University - Department of Management, Harvard Business School and Harvard University
Downloads 22 (514,659)

Abstract:

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11.

The Excess Sensitivity of Long-Term Rates: A Tale of Two Frequencies

FRB of NY Staff Report No. 810
Number of pages: 78 Posted: 31 Mar 2017
Samuel Gregory Hanson, David O. Lucca and Jonathan H. Wright
Harvard Business School, Federal Reserve Banks - Federal Reserve Bank of New York and Johns Hopkins University - Department of Economics
Downloads 90 (277,684)

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interest rates, conundrum, monetary policy transmission

Banks as Patient Fixed Income Investors

FEDS Working Paper No. 2014-15
Number of pages: 49 Posted: 01 Mar 2014
Samuel Gregory Hanson, Andrei Shleifer, Jeremy C. Stein and Robert W. Vishny
Harvard Business School, Harvard University - Department of Economics, Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 62 (347,862)

Abstract:

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Banks, shadow banks, money creation

Banks as Patient Fixed-Income Investors

NBER Working Paper No. w20288
Number of pages: 48 Posted: 24 Jul 2014
Samuel Gregory Hanson, Andrei Shleifer, Jeremy C. Stein and Robert W. Vishny
Harvard Business School, Harvard University - Department of Economics, Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 20 (527,138)

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13.

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 Jun 2010
Robin M. Greenwood, Samuel Gregory Hanson and Jeremy C. Stein
Harvard Business School - Finance Unit, Harvard Business School and Harvard University - Department of Economics
Downloads 81 (296,365)
Citation 33

Abstract:

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14.

Monetary Policy and Long-Term Real Rates

FEDS Working Paper No. 2012-46
Number of pages: 45 Posted: 20 Dec 2012
Samuel Gregory Hanson and Jeremy C. Stein
Harvard Business School and Harvard University - Department of Economics
Downloads 71 (319,741)
Citation 2

Abstract:

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monetary policy, real interest rates, term premia

15.

Waves in Ship Prices and Investment

NBER Working Paper No. w19246
Number of pages: 59 Posted: 27 Jul 2013
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard Business School
Downloads 41 (411,183)
Citation 1

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16.

The Decline of Big-Bank Lending to Small Business: Dynamic Impacts on Local Credit and Labor Markets

NBER Working Paper No. w23843
Number of pages: 59 Posted: 25 Sep 2017 Last Revised: 22 Jan 2018
Brian S. Chen, Samuel Gregory Hanson and Jeremy C. Stein
Harvard University - Department of Economics, Harvard Business School and Harvard University - Department of Economics
Downloads 36 (430,870)
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17.

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

NBER Working Paper No. w21750
Number of pages: 49 Posted: 21 Dec 2015
Robin M. Greenwood, Samuel Gregory Hanson and Dimitri Vayanos
Harvard Business School - Finance Unit, Harvard Business School and London School of Economics
Downloads 14 (544,008)

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18.

Reflexivity in Credit Markets

NBER Working Paper No. w25747
Number of pages: 59 Posted: 15 Apr 2019
Robin M. Greenwood, Samuel Gregory Hanson and Lawrence J. Jin
Harvard Business School - Finance Unit, Harvard Business School and California Institute of Technology
Downloads 9 (573,484)
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19.

Fiscal Risk and the Portfolio of Government Programs

NBER Working Paper No. w22763
Number of pages: 40 Posted: 24 Oct 2016 Last Revised: 29 Oct 2016
Samuel Gregory Hanson, David S. Scharfstein and Aditya Sunderam
Harvard Business School, Harvard Business School - Finance Unit and Harvard University
Downloads 7 (585,425)

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