Samuel Gregory Hanson

Harvard University - Business School (HBS)

Soldiers Field Road

Morgan 270C

Boston, MA 02163

United States

SCHOLARLY PAPERS

21

DOWNLOADS
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Top 6,752

in Total Papers Downloads

8,332

SSRN CITATIONS
Rank 1,914

SSRN RANKINGS

Top 1,914

in Total Papers Citations

465

CROSSREF CITATIONS

228

Scholarly Papers (21)

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 2,826 (5,612)
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 1,609 (13,905)
Citation 3

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Risk management, credit risk, bootstrap, confidence intervals

3.
Downloads 744 ( 42,786)
Citation 10

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 405 (90,867)

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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 318 (119,569)
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: 31 Jul 2021
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 21 (654,600)

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4.
Downloads 715 ( 45,145)
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 700 (45,827)
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 Last Revised: 28 Jun 2021
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 15 (701,978)

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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 University - Business School (HBS) and Oliver Wyman
Downloads 532 (65,333)
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

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 University - Business School (HBS) and Harvard University - Department of Economics
Downloads 351 (107,864)
Citation 76

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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 University - Business School (HBS) and Oliver Wyman
Downloads 317 (120,723)

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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 University - Business School (HBS) and Oliver Wyman
Downloads 237 (162,435)
Citation 6

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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 2021
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 208 (183,814)

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10.
Downloads 165 (225,522)
Citation 2

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 124 (284,327)

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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 Oct 2021
Sergey Chernenko, Samuel Gregory Hanson and Aditya Sunderam
Purdue University - Department of Management, Harvard University - Business School (HBS) and Harvard University
Downloads 41 (528,812)

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11.

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 137 (262,563)

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monetary policy transmission, conundrum, interest rates

12.
Downloads 98 (332,995)
Citation 92

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 72 (405,286)
Citation 3

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 Last Revised: 09 Jun 2021
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 26 (617,323)
Citation 49

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13.

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 97 (335,230)
Citation 123

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monetary policy, real interest rates, term premia

14.

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 2021
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 93 (344,317)
Citation 21

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15.

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: 26 Aug 2021
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 60 (440,376)
Citation 5

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16.

Waves in Ship Prices and Investment

NBER Working Paper No. w19246
Number of pages: 59 Posted: 27 Jul 2013 Last Revised: 04 Aug 2021
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 50 (478,464)
Citation 13

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17.

Predictable Financial Crises

NBER Working Paper No. w27396
Number of pages: 63 Posted: 22 Jun 2020 Last Revised: 10 May 2021
Harvard Business School - Finance Unit, Harvard University - Business School (HBS), Harvard University - Department of Economics and Copenhagen Business School
Downloads 34 (553,248)
Citation 1
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18.

Reflexivity in Credit Markets

NBER Working Paper No. w25747
Number of pages: 59 Posted: 15 Apr 2019 Last Revised: 09 May 2021
Robin M. Greenwood, Samuel Gregory Hanson and Lawrence J. Jin
Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and California Institute of Technology
Downloads 26 (600,018)
Citation 3

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19.

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 University - Business School (HBS) and London School of Economics
Downloads 19 (648,351)
Citation 3

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20.

Fiscal Risk and the Portfolio of Government Programs

NBER Working Paper No. w22763
Number of pages: 40 Posted: 24 Oct 2016 Last Revised: 14 Mar 2021
Samuel Gregory Hanson, David S. Scharfstein and Aditya Sunderam
Harvard University - Business School (HBS), Harvard Business School - Finance Unit and Harvard University
Downloads 12 (700,813)

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21.

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 2021
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 2 (780,716)
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