papers: Grossman,Sanford J.

1.
Dynamic Asset Allocation and the Informational Efficiency of Markets Dynamic Asset Allocation and the Informational Efficiency of Markets
Sanford J. Grossman
The Journal of Finance, Vol. 50, No. 3, Papers and Proceedings Fifty-Fifth Annual Meeting, American Finance, Association, Washington, D.C., January 6-8, 1995 (Jul., 1995), pp. 773-787
2.
Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs
Sanford J. Grossman
Econometrica, Vol. 49, No. 5 (Sep., 1981), pp. 1149-1172
3.
The Informational Role of Warranties and Private Disclosure about Product Quality The Informational Role of Warranties and Private Disclosure about Product Quality
Sanford J. Grossman
Journal of Law and Economics, Vol. 24, No. 3, Consumer Protection Regulation: A Conference Sponsored by the Center for the Study of the Economy and the State (Dec., 1981), pp. 461-483
4.
An Analysis of the Role of "Insider Trading" on Futures Markets An Analysis of the Role of "Insider Trading" on Futures Markets
Sanford J. Grossman
The Journal of Business, Vol. 59, No. 2, Part 2: Futures and Options Markets (Apr., 1986), pp. S129-S146
5.
The Informational Role of Upstairs and Downstairs Trading The Informational Role of Upstairs and Downstairs Trading
Sanford J. Grossman
The Journal of Business, Vol. 65, No. 4 (Oct., 1992), pp. 509-528
6.
An Introduction to the Theory of Rational Expectations Under Asymmetric Information An Introduction to the Theory of Rational Expectations Under Asymmetric Information
Sanford J. Grossman
The Review of Economic Studies, Vol. 48, No. 4 (Oct., 1981), pp. 541-559
7.
The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
Sanford J. Grossman
The Review of Economic Studies, Vol. 44, No. 3 (Oct., 1977), pp. 431-449
8.
Introduction to NBER Symposium on the October 1987 Crash Introduction to NBER Symposium on the October 1987 Crash
Sanford J. Grossman
The Review of Financial Studies, Vol. 3, No. 1, National Bureau of Economic Research Conference: Stock Market Volatility and the Crash, Dorado Beach, March 16-18, 1989 (1990), pp. 1-3
9.
Equilibrium Analysis of Portfolio Insurance Equilibrium Analysis of Portfolio Insurance
Sanford J. Grossman, Zhongquan Zhou
The Journal of Finance, Vol. 51, No. 4 (Sep., 1996), pp. 1379-1403
10.
Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
Sanford J. Grossman, Guy Laroque
Econometrica, Vol. 58, No. 1 (Jan., 1990), pp. 25-51
11.
Heterogeneous Information and the Theory of the Business Cycle Heterogeneous Information and the Theory of the Business Cycle
Sanford J. Grossman, Laurence Weiss
The Journal of Political Economy, Vol. 90, No. 4 (Aug., 1982), pp. 699-727
12.
Portfolio Insurance in Complete Markets: A Note Portfolio Insurance in Complete Markets: A Note
Sanford J. Grossman, Jean-Luc Vila
The Journal of Business, Vol. 62, No. 4 (Oct., 1989), pp. 473-476
13.
Optimal Dynamic Trading with Leverage Constraints Optimal Dynamic Trading with Leverage Constraints
Sanford J. Grossman, Jean-Luc Vila
The Journal of Financial and Quantitative Analysis, Vol. 27, No. 2 (Jun., 1992), pp. 151-168
14.
The Allocational Role of Takeover Bids in Situations of Asymmetric Information The Allocational Role of Takeover Bids in Situations of Asymmetric Information
Sanford J. Grossman, Oliver D. Hart
The Journal of Finance, Vol. 36, No. 2, Papers and Proceedings of the Thirty Ninth Annual Meeting American Finance Association, Denver, September 5-7, 1980 (May, 1981), pp. 253-270
15.
Liquidity and Market Structure Liquidity and Market Structure
Sanford J. Grossman, Merton H. Miller
The Journal of Finance, Vol. 43, No. 3, Papers and Proceedings of the Forty-Seventh Annual Meeting of the American Finance Association, Chicago, Illinois, December 28-30, 1987 (Jul., 1988), pp. 617-633
16.
A Theory of Competitive Equilibrium in Stock Market Economies A Theory of Competitive Equilibrium in Stock Market Economies
Sanford J. Grossman, Oliver D. Hart
Econometrica, Vol. 47, No. 2 (Mar., 1979), pp. 293-329
17.
An Analysis of the Principal-Agent Problem An Analysis of the Principal-Agent Problem
Sanford J. Grossman, Oliver D. Hart
Econometrica, Vol. 51, No. 1 (Jan., 1983), pp. 7-45
18.
Takeover Bids, The Free-Rider Problem, and the Theory of the Corporation Takeover Bids, The Free-Rider Problem, and the Theory of the Corporation
Sanford J. Grossman, Oliver D. Hart
The Bell Journal of Economics, Vol. 11, No. 1 (Spring, 1980), pp. 42-64
19.
Implicit Contracts Under Asymmetric Information Implicit Contracts Under Asymmetric Information
Sanford J. Grossman, Oliver D. Hart
The Quarterly Journal of Economics, Vol. 98, Supplement (1983), pp. 123-156
20.
Stockholder Unanimity in Making Production and Financial Decisions Stockholder Unanimity in Making Production and Financial Decisions
Sanford J. Grossman, Joseph E. Stiglitz
The Quarterly Journal of Economics, Vol. 94, No. 3 (May, 1980), pp. 543-566
21.
The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration
Sanford J. Grossman, Oliver D. Hart
The Journal of Political Economy, Vol. 94, No. 4 (Aug., 1986), pp. 691-719
22.
Information and Competitive Price Systems Information and Competitive Price Systems
Sanford J. Grossman, Joseph E. Stiglitz
The American Economic Review, Vol. 66, No. 2, Papers and Proceedings of the Eighty-eighth Annual Meeting of the American Economic Association (May, 1976), pp. 246-253
23.
The Determinants of the Variability of Stock Market Prices The Determinants of the Variability of Stock Market Prices
Sanford J. Grossman, Robert J. Shiller
The American Economic Review, Vol. 71, No. 2, Papers and Proceedings of the Ninety-Third Annual Meeting of the American Economic Association (May, 1981), pp. 222-227
24.
Implicit Contracts, Moral Hazard, and Unemployment Implicit Contracts, Moral Hazard, and Unemployment
Sanford J. Grossman, Oliver D. Hart
The American Economic Review, Vol. 71, No. 2, Papers and Proceedings of the Ninety-Third Annual Meeting of the American Economic Association (May, 1981), pp. 301-307
25.
On the Impossibility of Informationally Efficient Markets On the Impossibility of Informationally Efficient Markets
Sanford J. Grossman, Joseph E. Stiglitz
The American Economic Review, Vol. 70, No. 3 (Jun., 1980), pp. 393-408
26.
Trading Volume and Serial Correlation in Stock Returns Trading Volume and Serial Correlation in Stock Returns
John Y. Campbell, Sanford J. Grossman, Jiang Wang
The Quarterly Journal of Economics, Vol. 108, No. 4 (Nov., 1993), pp. 905-939
27.
Unemployment with Observable Aggregate Shocks Unemployment with Observable Aggregate Shocks
Sanford J. Grossman, Oliver D. Hart, Eric S. Maskin
The Journal of Political Economy, Vol. 91, No. 6 (Dec., 1983), pp. 907-928
28.
A Bayesian Approach to the Production of Information and Learning by Doing A Bayesian Approach to the Production of Information and Learning by Doing
Sanford J. Grossman, Richard E. Kihlstrom, Leonard J. Mirman
The Review of Economic Studies, Vol. 44, No. 3 (Oct., 1977), pp. 533-547
29.
Clustering and Competition in Asset Markets Clustering and Competition in Asset Markets
Sanford J. Grossman, Merton H. Miller, Kenneth R. Cone, Daniel R. Fischel, David J. Ross
Journal of Law and Economics, Vol. 40, No. 1 (Apr., 1997), pp. 23-60

30.
An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
Sanford J. Grossman
The Journal of Business, Vol. 61, No. 3 (Jul., 1988), pp. 275-298