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Sanford Jay Grossman

Institution: Quantitative Financial Strategies

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.qfsfunds.com

First Publication: 1975

Most Recent: 1997

RePEc ID: pgr108 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 0.00 0.00 0.00 -
All Time 60.55 38.35 3.43 0.00 102.32 99%

Publication Statistics

Raw Publications 31
Coauthorship-Adjusted Count 37.76

Publications (31)

Year Article Journal Tier Authors
1997 Clustering and Competition in Asset Markets. Journal of Law and Economics B 5
1996 Equilibrium Analysis of Portfolio Insurance. Journal of Finance A 2
1995 Dynamic Asset Allocation and the Informational Efficiency of Markets. Journal of Finance A 1
1993 Trading Volume and Serial Correlation in Stock Returns Quarterly Journal of Economics S 3
1992 Optimal Dynamic Trading with Leverage Constraints Journal of Financial and Quantitative Analysis B 2
1988 Liquidity and Market Structure Journal of Finance A 2
1988 One share-one vote and the market for corporate control Journal of Financial Economics A 2
1986 Sequential bargaining under asymmetric information Journal of Economic Theory A 2
1986 Perfect sequential equilibrium Journal of Economic Theory A 2
1986 The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration. Journal of Political Economy S 2
1983 A Transactions-Based Model of the Monetary Transmission Mechanism. American Economic Review S 2
1983 Unemployment with Observable Aggregate Shocks. Journal of Political Economy S 3
1982 On the Impossibility of Informationally Efficient Markets: Reply. American Economic Review S 2
1982 Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information Journal of Financial Economics A 2
1982 Heterogeneous Information and the Theory of the Business Cycle. Journal of Political Economy S 2
1981 The Determinants of the Variability of Stock Market Prices. American Economic Review S 2
1981 Implicit Contracts, Moral Hazard, and Unemployment. American Economic Review S 2
1981 The Allocational Role of Takeover Bids in Situations of Asymmetric Information. Journal of Finance A 2
1981 An Introduction to the Theory of Rational Expectations Under Asymmetric Information Review of Economic Studies S 1
1981 The Informational Role of Warranties and Private Disclosure about Product Quality. Journal of Law and Economics B 1
1980 On the Impossibility of Informationally Efficient Markets. American Economic Review S 2
1980 Disclosure Laws and Takeover Bids. Journal of Finance A 2
1980 Stockholder Unanimity in Making Production and Financial Decisions Quarterly Journal of Economics S 2
1978 Further results on the informational efficiency of competitive stock markets Journal of Economic Theory A 1
1977 On Value Maximization and Alternative Objectives of the Firm. Journal of Finance A 2
1977 A characterization of the optimality of equilibrium in incomplete markets Journal of Economic Theory A 1
1977 The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities Review of Economic Studies S 1
1977 A Bayesian Approach to the Production of Information and Learning By Doing Review of Economic Studies S 3
1976 Information and Competitive Price Systems. American Economic Review S 2
1976 On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information. Journal of Finance A 1
1975 Rational expectations and the econometric modeling of markets subject to uncertainty : A Bayesian approach Journal of Econometrics A 1