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Publications

by alumni of

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 | Software components |

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. Elaine Worzala & Thomas Springer, 2012. "Measuring the elasticity of local housing markets with changing macroeconomic conditions using a varying parameter model," ERES eres2012_187, European Real Estate Society (ERES).
  2. 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. Charles Tu & Margot Weinstien & Lauren Lukens & Elaine Worzala, 2009. "Essential Elements for a Highly Successful Graduate Real Estate Program," ERES eres2009_365, European Real Estate Society (ERES).
  2. 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.

2008

  1. Elaine Worzala & Charles Tu, 2008. "The Perceived Quality Of Real Estate Journals: Does Your Affiliation Matter," ERES eres2008_296, European Real Estate Society (ERES).

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.

2006

  1. Lisa Chambers & Jennifer Holm & Elaine Worzala, 2006. "Bringing The Outside In: The Coalescence Of Industry And Academics In Real Estate Education," ERES eres2006_157, European Real Estate Society (ERES).

2005

  1. Robert Johnson & Colin Lizieri & Luc Soenen & Elaine M. Worzala, 2005. "Hedging Private International Real Estate," Real Estate & Planning Working Papers rep-wp2005-01, Henley Business School, University of Reading.

2003

  1. Graeme Newell & Mc Allister Patrick & Worzala Elaine, 2003. "Property research priorities in the UK," ERES eres2003_230, European Real Estate Society (ERES).
  2. Karl-Werner Schulte & Newell Graeme & Worzala Elaine, 2003. "Property research priorities in Germany," ERES eres2003_257, European Real Estate Society (ERES).

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.

1996

  1. Elaine Worzala & Richard Johnson & Colin Lizieri, 1996. "A Comparison of Alternative Hedging Techniques for International Equity Real Estate Investment," ERES eres1996_147, European Real Estate Society (ERES).

1995

  1. Elaine Worzala & Kerry D. Vandell, 1995. "International Direct Real Estate Investments as Alternative Portfolio Assets for Institutional Investors: An evaluation," ERES eres1995_185, European Real Estate Society (ERES).

1994

  1. E. Worzala & A. Bernasek, 1994. "A comparative analysis of European real estate markets for the international investor," ERES eres1994_123, European Real Estate Society (ERES).

1993

  1. Elaine Worzala, 1993. "Mitigating exchange rate fluctuations for international real estate investments," ERES eres1993_109, European Real Estate Society (ERES).
  2. Jerry Dasso & Elaine Worzala, 1993. "An international real estate society?," ERES eres1993_124, European Real Estate Society (ERES).

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," The Review of Asset Pricing Studies, Oxford University Press, vol. 4(1), pages 1-38.

2013

  1. David Wyman & Elaine Worzala & Maury Seldin, 2013. "Hidden complexity in housing markets: a case for alternative models and techniques," International Journal of Housing Markets and Analysis, Emerald Group Publishing, vol. 6(4), pages 383-404, September.

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. David Wyman & Maury Seldin & Elaine Worzala, 2011. "A new paradigm for real estate valuation?," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 29(4/5), pages 341-358, July.
  2. 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.
  3. Richard C. Green & Burton Hollifield & Norman Schürhoff, 2007. "Financial Intermediation and the Costs of Trading in an Opaque Market," Review of Financial Studies, Society for Financial Studies, vol. 20(2), pages 275-314.

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.

2001

  1. Ron Fryrear & Ed Prill & Elaine M. Worzala, 2001. "The Use of Geographic Information Systems by Corporate Real Estate Executives," Journal of Real Estate Research, American Real Estate Society, vol. 22(1/2), pages 153-164.
  2. 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. 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.
  2. 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.

1998

  1. Conlin Lizieri & Steven Satchell & Elaine Worzala & Roberto Dacco', 1998. "Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 339-356.

1997

  1. Vickie L. Bajtelsmit & Elaine Worzala, 1997. "Adversarial Brokerage in Residential Real Estate Transactions: The Impact of Separate Buyer Representation," Journal of Real Estate Research, American Real Estate Society, vol. 14(1), pages 65-76.
  2. Barry Ziering & Elaine M. Worzala, 1997. "The Real Estate Research Interests of the Plan Sponsor Community: Survey Results," Journal of Real Estate Research, American Real Estate Society, vol. 13(2), pages 115-144.
  3. 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.
  4. 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.

1996

  1. Elaine M. Worzala & Alexandra Bernasek, 1996. "European Economic Integration and Commercial Real Estate Markets: An Analysis of Trends in Market Determinants," Journal of Real Estate Research, American Real Estate Society, vol. 11(2), pages 159-182.
  2. Elaine M. Worzala, 1996. "ARES and the Formation of the International Real Estate Society," Journal of Real Estate Research, American Real Estate Society, vol. 12(2), pages 167-182.

1995

  1. Elaine M. Worzala & Margarita Lenk & Ana Silva, 1995. "An Exploration of Neural Networks and Its Application to Real Estate Valuation," Journal of Real Estate Research, American Real Estate Society, vol. 10(2), pages 185-202.

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.

Software components

2018

  1. Bruno Biais & Richard Green, 2018. "Code and data files for "The Microstructure of the Bond Market in the 20th Century"," Computer Codes 18-278, Review of Economic Dynamics.

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