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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Perfect sequential equilibrium
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An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies
Grossman, Sanford J.
-
1987
Persistent link: https://www.econbiz.de/10000730638
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2
Monetary dynamics with proportional transaction costs and fixed payment periods
Grossman, Sanford J.
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1985
Persistent link: https://www.econbiz.de/10000685528
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3
One share, one vote and the market for corporate control
Grossman, Sanford J.
;
Hart, Oliver D.
-
1987
Persistent link: https://www.econbiz.de/10000730931
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4
Asset pricing and optimal portfolio choice in the presence of illiquid durable consumption goods
Grossman, Sanford J.
;
Laroque, Guy
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1987
Persistent link: https://www.econbiz.de/10000731175
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5
Liquidity and market structure
Grossman, Sanford J.
;
Miller, Merton H.
-
1988
Persistent link: https://www.econbiz.de/10000756022
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6
Trading volume and serial correlation in stock returns
Campbell, John Y.
;
Grossman, Sanford J.
;
Wang, Jiang
-
1992
Persistent link: https://www.econbiz.de/10000136788
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7
Estimating the continuous time consumption based asset pricing model
Grossman, Sanford J.
;
Melino, Angelo
;
Shiller, Robert J.
-
1985
Persistent link: https://www.econbiz.de/10000684659
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8
The determinants of the variability of stock market prices
Grossman, Sanford J.
;
Shiller, Robert J.
-
1980
Persistent link: https://www.econbiz.de/10009573119
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9
Unemployment with observable aggregate shocks
Grossman, Sanford J.
;
Hart, Oliver
;
Maskin, Eric
-
1982
Persistent link: https://www.econbiz.de/10003259198
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10
Consumption correlation and risk measurement in economies with non-traded assets and heterogeneous information
Grossman, Sanford J.
;
Shiller, Robert J.
-
1981
Persistent link: https://www.econbiz.de/10002531842
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