Richard C. Green

Carnegie Mellon University - David A. Tepper School of Business

Professor of Financial Economics

315B Schenley Park

Pittsburgh, PA 15213-3890

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 5,757

SSRN RANKINGS

Top 5,757

in Total Papers Downloads

6,090

CITATIONS
Rank 498

SSRN RANKINGS

Top 498

in Total Papers Citations

957

Scholarly Papers (14)

1.
Downloads 2,039 ( 5,300)
Citation 357

Mutual Fund Flows and Performance in Rational Markets

13th Annual Utah Winter Finance Conference
Number of pages: 37 Posted: 31 Jul 2003
Richard C. Green and Jonathan Berk
Carnegie Mellon University - David A. Tepper School of Business and Stanford Graduate School of Business
Downloads 1,779 (6,564)
Citation 357

Abstract:

Mutual Fund Flows and Performance in Rational Markets

NBER Working Paper No. w9275
Number of pages: 38 Posted: 11 Oct 2002
Richard C. Green and Jonathan Berk
Carnegie Mellon University - David A. Tepper School of Business and Stanford Graduate School of Business
Downloads 260 (95,445)
Citation 357

Abstract:

Mutual Fund Flows and Performance in Rational Markets

Journal of Political Economy, Vol. 112, pp. 1269-1295, December 2004
Posted: 02 Nov 2004
Richard C. Green and Jonathan Berk
Carnegie Mellon University - David A. Tepper School of Business and Stanford Graduate School of Business

Abstract:

2.

Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?

Journal of Finance, Forthcoming
Number of pages: 56 Posted: 17 Mar 2008 Last Revised: 02 Dec 2009
Richard C. Green, Dan Li and Norman Schürhoff
Carnegie Mellon University - David A. Tepper School of Business, Federal Reserve Board and University of Lausanne
Downloads 692 (27,529)
Citation 8

Abstract:

Municipal Bond, Price Discovery, Market Microstructure, Liquidity, Asymmetric Adjustment

3.

Valuation and Return Dynamics of Research and Development Ventures

Number of pages: 51 Posted: 29 Mar 1998
Jonathan Berk, Richard C. Green and Vasant Naik
Stanford Graduate School of Business, Carnegie Mellon University - David A. Tepper School of Business and Lehman Brothers International, Europe
Downloads 594 (34,966)
Citation 54

Abstract:

4.

Financial Expertise as an Arms Race

Journal of Finance, 2012
Number of pages: 50 Posted: 30 Aug 2009 Last Revised: 15 Mar 2013
Vincent Glode, Richard C. Green and Richard Lowery
University of Pennsylvania - The Wharton School, Carnegie Mellon University - David A. Tepper School of Business and University of Texas-Austin
Downloads 553 (35,188)
Citation 10

Abstract:

5.

Information Spillovers and Performance Persistence for Hedge Funds

Published in the Journal of Financial Economics (JFE)
Number of pages: 51 Posted: 29 Aug 2008 Last Revised: 07 Dec 2011
Vincent Glode and Richard C. Green
University of Pennsylvania - The Wharton School and Carnegie Mellon University - David A. Tepper School of Business
Downloads 417 (53,054)
Citation 6

Abstract:

Hedge Funds, Performance, Information Spillover

6.
Downloads 401 ( 58,619)
Citation 1

Advance Refundings of Municipal Bonds

Columbia Business School Research Paper No. 13-65
Number of pages: 63 Posted: 05 Aug 2013 Last Revised: 14 Aug 2014
Andrew Ang, Richard C. Green and Yuhang Xing
BlackRock, Inc, Carnegie Mellon University - David A. Tepper School of Business and Rice University
Downloads 385 (60,952)
Citation 1

Abstract:

municipal bonds, advance refunding, public finance

Advance Refundings of Municipal Bonds

NBER Working Paper No. w19459
Number of pages: 59 Posted: 20 Sep 2013
Andrew Ang, Richard C. Green and Yuhang Xing
BlackRock, Inc, Carnegie Mellon University - David A. Tepper School of Business and Rice University
Downloads 16 (479,817)
Citation 1

Abstract:

7.

The Personal-Tax Advantages of Equity

Number of pages: 42 Posted: 15 Sep 1999
Richard C. Green and Burton Hollifield
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 388 (58,619)
Citation 32

Abstract:

Financial Intermediation and the Costs of Trading in an Opaque Market

FAME Research Paper No. 130
Number of pages: 47 Posted: 28 Feb 2005
Richard C. Green, Burton Hollifield and Norman Schürhoff
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University - David A. Tepper School of Business and University of Lausanne
Downloads 275 (89,811)
Citation 45

Abstract:

Municipal Bonds, Fixed Income Dealer, Transaction Costs, Liquidity, Transparency, Market Power

Financial Intermediation and the Costs of Trading in an Opaque Market

The Review of Financial Studies, Vol. 20, Issue 2, pp. 275-314, 2007
Posted: 17 Jul 2008
Richard C. Green, Burton Hollifield and Norman Schürhoff
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University - David A. Tepper School of Business and University of Lausanne

Abstract:

Optimal Investment, Growth Options, and Security Returns

NBER Working Paper No. w6627
Number of pages: 63 Posted: 19 Jul 2000
Jonathan Berk, Richard C. Green and Vasant Naik
Stanford Graduate School of Business, Carnegie Mellon University - David A. Tepper School of Business and Lehman Brothers International, Europe
Downloads 204 (122,220)
Citation 343

Abstract:

Optimal Investment, Growth Options and Security Returns

Posted: 02 Oct 1996
Jonathan Berk, Richard C. Green and Vasant Naik
Stanford Graduate School of Business, Carnegie Mellon University - David A. Tepper School of Business and Lehman Brothers International, Europe

Abstract:

Optimal Investment, Growth Options, and Security Returns

Journal Of Finance, Vol. 54, No. 5, October 1999
Posted: 17 Aug 1999
Richard C. Green, Jonathan Berk and Vasant Naik
Carnegie Mellon University - David A. Tepper School of Business, Stanford Graduate School of Business and Lehman Brothers International, Europe

Abstract:

10.

Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues

EFA 2006 Zurich Meetings Paper
Number of pages: 54 Posted: 17 Jun 2006
Richard C. Green, Burton Hollifield and Norman Schürhoff
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University - David A. Tepper School of Business and University of Lausanne
Downloads 169 (139,119)
Citation 23

Abstract:

market microstructure, municipal bonds, trading, price dispersion

11.

Valuation and Return Dynamics of New Ventures

NBER Working Paper No. w6745
Number of pages: 54 Posted: 12 Jan 1999
Richard C. Green, Jonathan Berk and Vasant Naik
Carnegie Mellon University - David A. Tepper School of Business, Stanford Graduate School of Business and Lehman Brothers International, Europe
Downloads 110 (189,453)
Citation 56

Abstract:

12.

Tax-Subsidized Underpricing: Issuers and Underwriters in the Market for Build America Bonds

Swiss Finance Institute Research Paper No. 12-32
Number of pages: 49 Posted: 18 Oct 2012 Last Revised: 27 Nov 2012
Dario Cestau, Richard C. Green and Norman Schürhoff
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University - David A. Tepper School of Business and University of Lausanne
Downloads 86 (203,253)
Citation 1

Abstract:

Underpricing, Build America Bonds, Municipal Finance, Financial Intermediation, Incentive Conflicts

13.

The Valuation of Non-Systematic Risks and the Pricing of Swedish Lottery Bonds

REVIEW OF FINANCIAL STUDIES, Vol. 10, No. 2
Posted: 23 Apr 1997
Richard C. Green and Kristian Rydqvist
Carnegie Mellon University - David A. Tepper School of Business and State University of New York at Binghamton - School of Management

Abstract:

14.

Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?

JOURNAL OF FINANCE, Vol. 52, No. 2, June 1997
Posted: 25 Mar 1997
Richard C. Green and Bernt Arne Ødegaard
Carnegie Mellon University - David A. Tepper School of Business and University of Stavanger

Abstract: