Samuel Gregory Hanson

Harvard University - Business School (HBS)

Soldiers Field Road

Morgan 270C

Boston, MA 02163

United States

  • Harvard University - Business School (HBS)

SCHOLARLY PAPERS

24

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Top 8,103

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11,352

TOTAL CITATIONS
Rank 1,221

SSRN RANKINGS

Top 1,221

in Total Papers Citations

666

Scholarly Papers (24)

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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 University - Business School (HBS), University of Chicago, Booth School of Business and Harvard University - Department of Economics
Downloads 3,021 (8,710)
Citation 106

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2.

Estimating Probabilities of Default

Number of pages: 36 Posted: 28 Jul 2004
Samuel Gregory Hanson and Til Schuermann
Harvard University - Business School (HBS) and Oliver Wyman
Downloads 1,959 (17,323)
Citation 3

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Risk management, credit risk, bootstrap, confidence intervals

3.

Confidence Intervals for Probabilities of Default

Downloads 993 (47,463)
Citation 9

Confidence Intervals for Probabilities of Default

Number of pages: 44 Posted: 05 Aug 2005
Samuel Gregory Hanson and Til Schuermann
Harvard University - Business School (HBS) and Oliver Wyman
Downloads 993 (46,841)
Citation 9

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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 University - Business School (HBS) and Oliver Wyman

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Risk management, credit risk, bootstrap

4.

Characteristic Timing

Downloads 884 (55,908)
Citation 12

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 442 (133,298)

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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 395 (152,018)
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 47 (821,594)

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5.

Issuer Quality and the Credit Cycle

Downloads 780 (66,200)
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 749 (68,729)
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 31 (961,211)
Citation 1

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6.

Reflexivity in Credit Markets

Downloads 471 (125,226)
Citation 4

Reflexivity in Credit Markets

Number of pages: 73 Posted: 12 Jan 2024
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 404 (148,668)
Citation 1

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reflexivity, default extrapolation, return predictability

Reflexivity in Credit Markets

NBER Working Paper No. w25747
Number of pages: 74 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 67 (693,631)
Citation 3

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7.

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 424 (141,948)
Citation 76

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

8.

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 University - Business School (HBS) and Oliver Wyman
Downloads 357 (171,750)

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

9.

Demand-and-Supply Imbalance Risk and Long-Term Swap Spreads

Number of pages: 98 Posted: 23 Dec 2022 Last Revised: 17 Jul 2023
Samuel Gregory Hanson, Aytek Malkhozov and Gyuri Venter
Harvard University - Business School (HBS), McGill University and Warwick Business School
Downloads 303 (204,863)
Citation 8

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swap spreads, limits to arbitrage, intermediary capital constraints

10.

The Rise and Fall of Demand for Securitizations

Downloads 285 (218,449)

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 University - Business School (HBS) and Harvard University - Business School (HBS)
Downloads 208 (296,401)

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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 Last Revised: 10 Apr 2022
Sergey Chernenko, Samuel Gregory Hanson and Aditya Sunderam
Purdue University - Department of Management, Harvard University - Business School (HBS) and Harvard University
Downloads 77 (642,966)

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11.

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 2022
Joseph Chen, Samuel Gregory Hanson, Harrison G. Hong and Jeremy C. Stein
University of California, Davis - Graduate School of Management, Harvard University - Business School (HBS), Columbia University, Graduate School of Arts and Sciences, Department of Economics and Harvard University - Department of Economics
Downloads 284 (219,213)

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12.

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 University - Business School (HBS) and Oliver Wyman
Downloads 283 (220,003)
Citation 6

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Risk management, correlated defaults, factor models, portfolio choice

13.

Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates

FRB of NY Staff Report No. 810
Number of pages: 123 Posted: 31 Mar 2017
Samuel Gregory Hanson, David O. Lucca and Jonathan H. Wright
Harvard University - Business School (HBS), Federal Reserve Banks - Federal Reserve Bank of New York and Johns Hopkins University - Department of Economics
Downloads 245 (254,498)

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monetary policy transmission, conundrum, interest rates

14.

Banks as Patient Fixed Income Investors

Downloads 177 (344,902)
Citation 135

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 University - Business School (HBS), Harvard University - Department of Economics, Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 119 (478,927)
Citation 3

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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 Last Revised: 09 Jun 2023
Samuel Gregory Hanson, Andrei Shleifer, Jeremy C. Stein and Robert W. Vishny
Harvard University - Business School (HBS), Harvard University - Department of Economics, Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 58 (746,074)
Citation 132

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15.

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 University - Business School (HBS) and Harvard University - Department of Economics
Downloads 176 (346,586)
Citation 229

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monetary policy, real interest rates, term premia

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: 24 Feb 2023
Brian S. Chen, Samuel Gregory Hanson and Jeremy C. Stein
Harvard University - Department of Economics, Harvard University - Business School (HBS) and Harvard University - Department of Economics
Downloads 162 (372,383)
Citation 5

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17.

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 126 (455,952)
Citation 21

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18.

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 120 (473,443)
Citation 1

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19.

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 78 (629,119)
Citation 13

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20.

Business Continuity Insurance in the Next Disaster

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-143
Number of pages: 27 Posted: 06 Dec 2021
Samuel Gregory Hanson, Adi Sunderam and Eric Zwick
Harvard University - Business School (HBS), Harvard University - Business School (HBS) and University of Chicago - Finance
Downloads 73 (652,037)

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21.

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 53 (761,771)
Citation 3

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22.

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 49 (788,097)
Citation 32

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23.

Fiscal Risk and the Portfolio of Government Programs

NBER Working Paper No. w22763
Number of pages: 40 Posted: 24 Oct 2016 Last Revised: 13 Mar 2023
Samuel Gregory Hanson, David S. Scharfstein and Aditya Sunderam
Harvard University - Business School (HBS), Harvard Business School - Finance Unit and Harvard University
Downloads 41 (847,007)

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24.

Supply and Demand and the Term Structure of Interest Rates

NBER Working Paper No. w31879
Number of pages: 49 Posted: 20 Nov 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 8 (1,199,513)
Citation 1
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