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Publications

by alumni of

Department of Finance, Investment and Banking
School of Business
University of Wisconsin-Madison
Madison, Wisconsin (United States)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.


| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2013

  1. Andrew Ang & Richard C. Green & Yuhang Xing, 2013. "Advance Refundings of Municipal Bonds," NBER Working Papers 19459, National Bureau of Economic Research, Inc.

2012

  1. Cestau, Dario & Green, Richard & Schürhoff, Norman, 2012. "Tax-Subsidized Underpricing: Issuers and Underwriters in the Market for Build America Bonds," CEPR Discussion Papers 9186, C.E.P.R. Discussion Papers.

2010

  1. Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Discussion Paper 2010-87S, Tilburg University, Center for Economic Research.

2009

  1. Richard Green & Robert Mariano & Andrey Pavlov & Susan Wachter, 2009. "Misaligned Incentives and Mortgage Lending in Asia," Microeconomics Working Papers 22422, East Asian Bureau of Economic Research.

2007

  1. Biais, Bruno & Green, Richard, 2007. "The Microstructure of the Bond Market in the 20th Century," IDEI Working Papers 482, Institut d'Économie Industrielle (IDEI), Toulouse.

2002

  1. Jonathan B. Berk & Richard C. Green, 2002. "Mutual Fund Flows and Performance in Rational Markets," NBER Working Papers 9275, National Bureau of Economic Research, Inc.

2000

  1. Richard Green & Burton Hollifield, 2000. "The Personal Tax Advantage of Equity," Econometric Society World Congress 2000 Contributed Papers 1611, Econometric Society.

1998

  1. Jonathan Berk & Richard C. Green & Vasant Naik, 1998. "Optimal Investment, Growth Options, and Security Returns," NBER Working Papers 6627, National Bureau of Economic Research, Inc.
  2. Jonathan B. Berk & Richard C. Green & Vasant Naik, 1998. "Valuation and Return Dynamics of New Ventures," NBER Working Papers 6745, National Bureau of Economic Research, Inc.

1997

  1. Jonathan Berk & Richard C. Green & Vasant Naik, 1997. "Valuation and Return Dynamics of Research and Development Ventures," GSIA Working Papers 57, Carnegie Mellon University, Tepper School of Business.

1990

  1. Green, R.C. & Hollifield, B., 1990. "When Will Mean-Variance Efficient Portfolios Be Well Diversified?," GSIA Working Papers 1990-12, Carnegie Mellon University, Tepper School of Business.

Undated

  1. Richard C. Green & Burton Hollifield & Norman Schurhoff, "undated". "Financial Intermediation and the Costs of Trading in an Opaque Market," GSIA Working Papers 2004-11, Carnegie Mellon University, Tepper School of Business.
  2. Richard C. Green & Kristian Rydqvist, "undated". "Ex-Day Behavior of Lottery Bonds," GSIA Working Papers 65, Carnegie Mellon University, Tepper School of Business.
  3. Richard Green & Burton Hollifield & Norman Schurhoff, "undated". "Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues," GSIA Working Papers 2005-E56, Carnegie Mellon University, Tepper School of Business.

Journal articles

2019

  1. Bruno Biais & Richard Green, 2019. "The Microstructure of the Bond Market in the 20th Century," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 250-271, July.

2017

  1. Andrew Ang & Richard C. Green & Francis A. Longstaff & Yuhang Xing, 2017. "Advance Refundings of Municipal Bonds," Journal of Finance, American Finance Association, vol. 72(4), pages 1645-1682, August.

2014

  1. Maria Chaderina & Richard C. Green, 2014. "Predators and Prey on Wall Street," Review of Asset Pricing Studies, Oxford University Press, vol. 4(1), pages 1-38.

2012

  1. Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.

2011

  1. Glode, Vincent & Green, Richard C., 2011. "Information spillovers and performance persistence for hedge funds," Journal of Financial Economics, Elsevier, vol. 101(1), pages 1-17, July.

2010

  1. Richard C. Green & Dan Li & Norman Schürhoff, 2010. "Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?," Journal of Finance, American Finance Association, vol. 65(5), pages 1669-1702, October.

2007

  1. Richard C. Green, 2007. "Presidential Address: Issuers, Underwriter Syndicates, and Aftermarket Transparency," Journal of Finance, American Finance Association, vol. 62(4), pages 1529-1550, August.
  2. Green, Richard C. & Hollifield, Burton & Schurhoff, Norman, 2007. "Dealer intermediation and price behavior in the aftermarket for new bond issues," Journal of Financial Economics, Elsevier, vol. 86(3), pages 643-682, December.

2004

  1. Jonathan B. Berk & Richard C. Green, 2004. "Mutual Fund Flows and Performance in Rational Markets," Journal of Political Economy, University of Chicago Press, vol. 112(6), pages 1269-1295, December.

2003

  1. Green, Richard C. & Hollifield, Burton, 2003. "The personal-tax advantages of equity," Journal of Financial Economics, Elsevier, vol. 67(2), pages 175-216, February.
  2. Richard C. Green, 2003. "Report of the Editor of "The Journal of Finance" for the Year 2002," Journal of Finance, American Finance Association, vol. 58(4), pages 1729-1742, August.

2002

  1. Richard C. Green, 2002. "Report of the Editor of "The Journal of Finance" for the Year 2001," Journal of Finance, American Finance Association, vol. 57(4), pages 1835-1847, August.
  2. Richard Green & Maureen O'Hara & G. William Schwert, 2002. "Joint Editorial," Journal of Finance, American Finance Association, vol. 57(2), pages 1031-1032, April.

2001

  1. Richard C. Green, 2001. "Report of the Editor of "The Journal of Finance" for the year 2000," Journal of Finance, American Finance Association, vol. 56(4), pages 1607-1620, August.

1999

  1. Jonathan B. Berk & Richard C. Green & Vasant Naik, 1999. "Optimal Investment, Growth Options, and Security Returns," Journal of Finance, American Finance Association, vol. 54(5), pages 1553-1607, October.
  2. Green, Richard C. & Rydqvist, Kristian, 1999. "Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds," Journal of Financial Economics, Elsevier, vol. 53(2), pages 145-187, August.

1997

  1. Green, Richard C & Rydqvist, Kristian, 1997. "The Valuation of Nonsystematic Risks and the Pricing of Swedish Lottery Bonds," Review of Financial Studies, Society for Financial Studies, vol. 10(2), pages 447-480.
  2. Green, Richard C & Odegaard, Bernt A, 1997. " Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?," Journal of Finance, American Finance Association, vol. 52(2), pages 609-633, June.

1993

  1. Green, Richard C, 1993. "A Simple Model of the Taxable and Tax-Exempt Yield Curves," Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 233-264.

1992

  1. Cass, David & Green, Richard C & Spear, Stephen E, 1992. "Stationary Equilibria with Incomplete Markets and Overlapping Generations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(3), pages 495-512, August.
  2. Green, Richard C & Hollifield, Burton, 1992. " When Will Mean-Variance Efficient Portfolios Be Well Diversified?," Journal of Finance, American Finance Association, vol. 47(5), pages 1785-1809, December.

1987

  1. Green, Richard C. & Jarrow, Robert A., 1987. "Spanning and completeness in markets with contingent claims," Journal of Economic Theory, Elsevier, vol. 41(1), pages 202-210, February.
  2. Dammon, Robert M & Green, Richard C, 1987. " Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets," Journal of Finance, American Finance Association, vol. 42(5), pages 1143-1166, December.

1986

  1. Green, Richard C, 1986. " Positively Weighted Portfolios on the Minimum-Variance Frontier," Journal of Finance, American Finance Association, vol. 41(5), pages 1051-1068, December.
  2. Green, Richard C. & Srivastava, Sanjay, 1986. "Expected utility maximization and demand behavior," Journal of Economic Theory, Elsevier, vol. 38(2), pages 313-323, April.
  3. Green, Richard C, 1986. " Benchmark Portfolio Inefficiency and Deviations from the Security Market Line," Journal of Finance, American Finance Association, vol. 41(2), pages 295-312, June.

1985

  1. Green, Richard C & Srivastava, Sanjay, 1985. " Risk Aversion and Arbitrage," Journal of Finance, American Finance Association, vol. 40(1), pages 257-268, March.
  2. Green, Richard C & Talmor, Eli, 1985. " The Structure and Incentive Effects of Corporate Tax Liabilities," Journal of Finance, American Finance Association, vol. 40(4), pages 1095-1114, September.

1984

  1. Green, Richard C., 1984. "Investment incentives, debt, and warrants," Journal of Financial Economics, Elsevier, vol. 13(1), pages 115-136, March.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.