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Sanford Jay Grossman

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Personal Details

First Name: Sanford
Middle Name: Jay
Last Name: Grossman
Suffix:

RePEc Short-ID: pgr108

Email: [This author has chosen not to make the email address public]
Homepage: http://www.qfsfunds.com
Postal Address:
Phone:

Affiliation

Quantitative Financial Strategies
Homepage: http://www.qfsfunds.com
Location: USA, Greenwich, CT

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Sanford J. Grossman in Wikipedia (English)
  2. Sanford J. Grossman in Wikipedia (German)
  3. Laureates of the John Bates Clark Medal

Works

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Working papers

  1. Sanford J Grossman & Guy Laroque, 2003. "Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods," Levine's Working Paper Archive 618897000000000803, David K. Levine.
  2. John Y. Campbell & Sanford J. Grossman & Jiang Wang, 1992. "Trading Volume and Serial Correlation in Stock Returns," NBER Working Papers 4193, National Bureau of Economic Research, Inc.
  3. Sanford J. Grossman, 1989. "An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies," NBER Working Papers 2357, National Bureau of Economic Research, Inc.
  4. Grossman, S.J. & Vila, J-L., 1988. "Portfolio Insurance In Complete Markets: A Note," Papers 94, Princeton, Department of Economics - Financial Research Center.
  5. Sanford J. Grossman & Merton H. Miller, 1988. "Liquidity and Market Structure," NBER Working Papers 2641, National Bureau of Economic Research, Inc.
  6. Grossman, S.J. & Vila, J-L., 1988. "Optimal Dynamic Hedging," Papers 93, Princeton, Department of Economics - Financial Research Center.
  7. Sanford J. Grossman & Oliver D. Hart, 1987. "One Share/One Vote and The Market for Corporate Control," Working papers 440, Massachusetts Institute of Technology (MIT), Department of Economics.
  8. Sanford J. Grossman & Motty Perry, 1986. "Sequential Bargaining Under Asymmetric Information," NBER Technical Working Papers 0056, National Bureau of Economic Research, Inc.
  9. Sanford J. Grossman, 1985. "Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods," NBER Working Papers 1663, National Bureau of Economic Research, Inc.
  10. Sanford J. Grossman & Angelo Melino & Robert J. Shiller, 1985. "Estimating the Continuous Time Consumption Based Asset Pricing Model," NBER Working Papers 1643, National Bureau of Economic Research, Inc.
  11. Grossman, Sanford J & Hart, Oliver, 1985. "The Cost and Benefits of Ownership: A Theory of Vertical and Lateral Integration," CEPR Discussion Papers 70, C.E.P.R. Discussion Papers.
  12. Sanford Grossman & Oliver Hart, 1984. "The Costs and Benefits of Ownership: A Theory of Vertical Integration (Now published in Journal of Political Economy (August 1986))," STICERD - Theoretical Economics Paper Series 101, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  13. Sanford J. Grossman, 1982. "A Transactions Based Model of the Monetary Transmission Mechanism: Part 2," NBER Working Papers 0974, National Bureau of Economic Research, Inc.
  14. Sanford J. Grossman & Oliver D. Hart & Eric Maskin, 1982. "Unemployment with Observable Aggregate Shocks," NBER Working Papers 0975, National Bureau of Economic Research, Inc.
  15. Sanford J. Grossman & Laurence Weiss, 1982. "A Transactions Based Model of the Monetary Transmission Mechanism: Part 1," NBER Working Papers 0973, National Bureau of Economic Research, Inc.
  16. Sanford J. Grossman & Robert J. Shiller, 1981. "Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information," NBER Working Papers 0690, National Bureau of Economic Research, Inc.
  17. Sanford J. Grossman & Robert J. Shiller, 1980. "The Determinants of the Variability of Stock Market Prices," NBER Working Papers 0564, National Bureau of Economic Research, Inc.
  18. Sanford Grossman & Laurence Weiss, 1980. "Heterogeneous Information and the Theory of the Business Cycle," Cowles Foundation Discussion Papers 558, Cowles Foundation for Research in Economics, Yale University.
  19. Sanford Grossman & Oliver Hart, 1978. "The public good is a public good: a theory of corporations," Special Studies Papers 113, Board of Governors of the Federal Reserve System (U.S.).
  20. Sanford Grossman, 1978. "Further results on the informational efficiency of competitive stock markets," Special Studies Papers 114, Board of Governors of the Federal Reserve System (U.S.).
  21. Sanford Grossman & Oliver Hart, 1978. "A theory of competitive equilibrium in stock market economies," Special Studies Papers 115, Board of Governors of the Federal Reserve System (U.S.).
  22. Sanford J. Grossman, . "The Informational Role of Upstairs and Downstairs Trading," Rodney L. White Center for Financial Research Working Papers 22-90, Wharton School Rodney L. White Center for Financial Research.
  23. Sanford Grossman, . "Rational Expectations and the Allocation of Resources Under Asymmetric Information: A Survey," Rodney L. White Center for Financial Research Working Papers 22-79, Wharton School Rodney L. White Center for Financial Research.
  24. Sanford J. Grossman, . "An Economic Analysis of Dual Trading," Rodney L. White Center for Financial Research Working Papers 33-89, Wharton School Rodney L. White Center for Financial Research.
  25. Sanford J. Grossman, . "Trading Technology and Financial Market Stability," Rodney L. White Center for Financial Research Working Papers 17-89, Wharton School Rodney L. White Center for Financial Research.
  26. Sanford Grossman & Oliver Hart, . "An Analysis of the Principal-Agent Problem," Rodney L. White Center for Financial Research Working Papers 15-80, Wharton School Rodney L. White Center for Financial Research.
  27. Sanford Grossman & Oliver Hart, . "Corporate Financial Structure and Managerial Incentives," Rodney L. White Center for Financial Research Working Papers 21-79, Wharton School Rodney L. White Center for Financial Research.
  28. Sanford Grossman & Oliver Hart, . "Disclosure Laws and Takeover Bids," Rodney L. White Center for Financial Research Working Papers 23-79, Wharton School Rodney L. White Center for Financial Research.
  29. Sanford J. Grossman & Oliver D. Hart, . "The Allocational Role of Takeover Bids in Situations of Asymmetric Information," Rodney L. White Center for Financial Research Working Papers 06-80, Wharton School Rodney L. White Center for Financial Research.
  30. Sanford J. Grossman & Jean-Juc Vila, . "Optimal Dynamic Trading with Leverage Constraints," Rodney L. White Center for Financial Research Working Papers 36-89, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Grossman, Sanford J, et al, 1997. "Clustering and Competition in Asset Markets," Journal of Law and Economics, University of Chicago Press, vol. 40(1), pages 23-60, April.
  2. Campbell, John Y & Grossman, Sanford J & Wang, Jiang, 1993. "Trading Volume and Serial Correlation in Stock Returns," The Quarterly Journal of Economics, MIT Press, vol. 108(4), pages 905-39, November.
  3. Grossman, Sanford J, 1992. "The Informational Role of Upstairs and Downstairs Trading," The Journal of Business, University of Chicago Press, vol. 65(4), pages 509-28, October.
  4. Grossman, Sanford J & Laroque, Guy, 1990. "Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods," Econometrica, Econometric Society, vol. 58(1), pages 25-51, January.
  5. Grossman, Sanford J & Vila, Jean-Luc, 1989. "Portfolio Insurance in Complete Markets: A Note," The Journal of Business, University of Chicago Press, vol. 62(4), pages 473-76, October.
  6. Grossman, Sanford J, 1988. "An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies," The Journal of Business, University of Chicago Press, vol. 61(3), pages 275-98, July.
  7. Grossman, S J & Melino, Angelo & Shiller, Robert J, 1987. "Estimating the Continuous-Time Consumption-Based Asset-Pricing Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 315-27, July.
  8. Grossman, Sanford J, 1986. "An Analysis of the Role of "Insider Trading" on Futures Markets," The Journal of Business, University of Chicago Press, vol. 59(2), pages S129-46, April.
  9. Grossman, Sanford J & Hart, Oliver D, 1986. "The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration," Journal of Political Economy, University of Chicago Press, vol. 94(4), pages 691-719, August.
  10. Grossman, Sanford J & Hart, Oliver D, 1983. "An Analysis of the Principal-Agent Problem," Econometrica, Econometric Society, vol. 51(1), pages 7-45, January.
  11. Grossman, Sanford & Weiss, Laurence, 1983. "A Transactions-Based Model of the Monetary Transmission Mechanism," American Economic Review, American Economic Association, vol. 73(5), pages 871-80, December.
  12. Grossman, Sanford J & Hart, Oliver D & Maskin, Eric S, 1983. "Unemployment with Observable Aggregate Shocks," Journal of Political Economy, University of Chicago Press, vol. 91(6), pages 907-28, December.
  13. Grossman, Sanford J & Hart, Oliver D, 1983. "Implicit Contracts under Asymmetric Information," The Quarterly Journal of Economics, MIT Press, vol. 98(3), pages 123-56, Supplemen.
  14. Grossman, Sanford & Stiglitz, Joseph, 1982. "On the Impossibility of Informationally Efficient Markets: Reply," American Economic Review, American Economic Association, vol. 72(4), pages 875, September.
  15. Grossman, Sanford J & Weiss, Laurence, 1982. "Heterogeneous Information and the Theory of the Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 90(4), pages 699-727, August.
  16. Grossman, Sanford J & Shiller, Robert J, 1981. "The Determinants of the Variability of Stock Market Prices," American Economic Review, American Economic Association, vol. 71(2), pages 222-27, May.
  17. Grossman, Sanford J, 1981. "An Introduction to the Theory of Rational Expectations under Asymmetric Information," Review of Economic Studies, Wiley Blackwell, vol. 48(4), pages 541-59, October.
  18. Grossman, Sanford J, 1981. "The Informational Role of Warranties and Private Disclosure about Product Quality," Journal of Law and Economics, University of Chicago Press, vol. 24(3), pages 461-83, December.
  19. Grossman, Sanford J, 1981. "Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs," Econometrica, Econometric Society, vol. 49(5), pages 1149-72, September.
  20. Grossman, Sanford J & Hart, Oliver D, 1981. "Implicit Contracts, Moral Hazard, and Unemployment," American Economic Review, American Economic Association, vol. 71(2), pages 301-07, May.
  21. Grossman, Sanford J & Stiglitz, Joseph E, 1980. "Stockholder Unanimity in Making Production and Financial Decisions," The Quarterly Journal of Economics, MIT Press, vol. 94(3), pages 543-66, May.
  22. Sanford J. Grossman & Oliver D. Hart, 1980. "Takeover Bids, the Free-Rider Problem, and the Theory of the Corporation," Bell Journal of Economics, The RAND Corporation, vol. 11(1), pages 42-64, Spring.
  23. Grossman, Sanford J & Stiglitz, Joseph E, 1980. "On the Impossibility of Informationally Efficient Markets," American Economic Review, American Economic Association, vol. 70(3), pages 393-408, June.
  24. Grossman, Sanford J & Hart, Oliver D, 1979. "A Theory of Competitive Equilibrium in Stock Market Economies," Econometrica, Econometric Society, vol. 47(2), pages 293-329, March.
  25. Grossman, Sanford J, 1977. "The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities," Review of Economic Studies, Wiley Blackwell, vol. 44(3), pages 431-49, October.
  26. Grossman, Sanford J & Kihlstrom, Richard E & Mirman, Leonard J, 1977. "A Bayesian Approach to the Production of Information and Learning by Doing," Review of Economic Studies, Wiley Blackwell, vol. 44(3), pages 533-47, October.
  27. Grossman, Sanford J & Stiglitz, Joseph E, 1976. "Information and Competitive Price Systems," American Economic Review, American Economic Association, vol. 66(2), pages 246-53, May.

Statistics

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