Sanford J. Grossman

Sanford J. Grossman's AcademicInfluence.com Rankings

Sanford J. Grossman

Economics

#208

World Rank

#270

Historical Rank

#140

USA Rank

Financial Economics

World Rank

Historical Rank

USA Rank

economics Degrees

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Economics

Sanford J. Grossman's Degrees

PhD Economics University of Chicago

Why Is Sanford J. Grossman Influential?

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According to Wikipedia, Sanford "Sandy" Jay Grossman is an American economist and hedge fund manager specializing in quantitative finance. Grossman’s research has spanned the analysis of information in securities markets, corporate structure, property rights, and optimal dynamic risk management. He has published widely in leading economic and business journals, including American Economic Review, Journal of Econometrics, Econometrica, and Journal of Finance. His research in macroeconomics, finance, and risk management has earned numerous awards. Grossman is currently Chairman and CEO of QFS Asset Management, an affiliate of which he founded in 1988. QFS Asset Management shut down its sole remaining hedge fund in January 2014.

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Sanford J. Grossman's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration (1986) (8869)
On the Impossibility of Informationally Efficient Markets (1980) (6630)
The free-rider problem and the theory of the corporation (1980) (2835)
AN ANALYSIS OF THE PRINCIPAL-AGENT PROBLEM (1983) (2813)
The Informational Role of Warranties and Private Disclosure about Product Quality (1981) (2288)
Trading Volume and Serial Correlation in Stock Returns (1992) (1602)
Liquidity and Market Structure (1988) (1551)
Corporate Financial Structure and Managerial Incentives (1983) (1406)
ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976) (1394)
One Share/One Vote and the Market for Corporate Control (1987) (1325)
Information and Competitive Price Systems (1976) (850)
Disclosure Laws and Takeover Bids (1980) (813)
The Determinants of the Variability of Stock Market Prices (1980) (809)
Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods (1987) (639)
Costly Arbitrage : Evidence from Closed-End Funds (1997) (466)
An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies (1987) (438)
An Introduction to the Theory of Rational Expectations Under Asymmetric Information (1981) (406)
Perfect sequential equilibrium (1986) (393)
OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS (1993) (364)
The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities (1977) (318)
A Transactions Based Model of the Monetary Transmission Mechanism: Part 2 (1982) (305)
Equilibrium Analysis of Portfolio Insurance (1996) (284)
A Bayesian Approach to the Production of Information and Learning by Doing (1977) (279)
Estimating the Continuous Time Consumption Based Asset Pricing Model (1985) (226)
A Theory of Competitive Equilibrium in Stock Market Economies (1979) (217)
Sequential Bargaining Under Asymmetric Information (1986) (215)
Implicit Contracts Under Asymmetric Information (1983) (205)
Implicit Contracts, Moral Hazard, and Unemployment (1981) (194)
Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs (1981) (188)
Further results on the informational efficiency of competitive stock markets (1978) (187)
Clustering and Competition in Asset Markets1 (1997) (159)
Optimal Dynamic Trading with Leverage Constraints (1992) (143)
The Informational Role of Upstairs and Downstairs Trading (1992) (139)
Risk and Return : Consumption Beta Versus Market Beta (2007) (115)
The Informational Role of Prices (1990) (113)
Dynamic Asset Allocation and the Informational Efficiency of Markets (1995) (110)
The Allocational Role of Takeover Bids in Situations of Asymmetric Information (1981) (107)
ON VALUE MAXIMIZATION AND ALTERNATIVE OBJECTIVES OF THE FIRM (1977) (101)
A characterization of the optimality of equilibrium in incomplete markets (1977) (101)
Stockholder Unanimity in Making Production and Financial Decisions (1980) (96)
PORTFOLIO INSURANCE IN COMPLETE MARKETS: A NOTE (1989) (95)
Rational Expectations Equilibrium : Generic Existence and the Information Revealed by Prices (2007) (80)
Program Trading and Market Volatility: A Report on Interday Relationships (1988) (59)
Unemployment with Observable Aggregate Shocks (1982) (54)
Customer protection in futures and securities markets (1984) (46)
Heterogeneous Information and the Theory of the Business Cycle (1982) (44)
An Analysis of the Role of "Insider Trading" on Futures Markets (1986) (40)
Diversification , Systematic Risk , and Shareholder Return : A Capital Market Extension of Rumelt ' s 1974 Study (2008) (39)
Rational expectations and the econometric modeling of markets subject to uncertainty: A Bayesian approach (1975) (38)
Vertical Integration and the Distribution of Property Rights (1987) (28)
Stock Market Volatility and the Crash (1990) (26)
Introduction to NBER Symposium on the October 1987 Crash (1990) (25)
Consumption under Uncertainty (1979) (25)
Monetary Dynamics with Proportional Transaction Costs and Fixed Payment Periods (1985) (22)
Program trading and stock and futures price volatility (1988) (22)
Economic costs and benefits of the proposed one—minute time bracketing regulation† (1986) (18)
On the Impossibility of Informationally Efficient Markets: Reply (1982) (16)
Insurance seen and unseen (1988) (10)
Take-over bids and the theory of the corporation (1978) (7)
Equilibrium under Uncertainty and Bayesian Adaptive Control Theory (1975) (3)
4 Corporate Financial Structure and Managerial Incentives (2007) (3)
Optimal Dynamic Trading with Leverage (1992) (3)
American Economic Association On the Impossibility of Informationally Efficient Markets (1980) (3)
The Costs and Benefits of Ownership: A Theory of Vertical Integration (Now published in Journal of Political Economy (August 1986)) (1984) (2)
Optimal Dynamic Hedging (1988) (2)
FUND SELECTION IN 401 ( K ) PLANS (2006) (0)
The public good is a public good: a theory of corporations (1978) (0)
The effect of privity and liability sharing on product safety and vertical integration (2008) (0)
Organizations as Internal Capital Markets (2002) (0)

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Sanford J. Grossman's Academic­Influence.com Rankings