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List of works by Sanford J. Grossman

A Transactions Based Model of the Monetary Transmission Mechanism: Part 1 ⬇️

scientific article (publication date: September 1982)

A Transactions Based Model of the Monetary Transmission Mechanism: Part 2 ⬇️

scientific article published in August 1982

An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies ⬇️

scientific article published in August 1987

Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods ⬇️

Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information ⬇️

scientific article published in June 1981

Estimating the Continuous Time Consumption Based Asset Pricing Model ⬇️

Liquidity and Market Structure ⬇️

scientific article published in July 1988

Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods ⬇️

scientific article published in July 1985

On the Impossibility of Informationally Efficient Markets ⬇️

scientific article

One Share/One Vote and the Market for Corporate Control ⬇️

Sequential Bargaining Under Asymmetric Information ⬇️

scientific article published in May 1986

The Determinants of the Variability of Stock Market Prices ⬇️

Trading Volume and Serial Correlation in Stock Returns ⬇️

scholarly article published October 1992

Unemployment with Observable Aggregate Shocks ⬇️

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