European University Institute Library
Grossman, Sanford J
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Grossman, Sanford J
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Grossman, Sanford J
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Trading volume and serial correlation in stock returns
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6
An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies
One share/one vote and the market for corporate control
Asset pricing and optimal portfolio choice in the presence of illiquid durable consumption goods
Asset pricing and optimal portfolio choice in the presence of illiquiddurable consumption goods
The informational role of prices, Sanford J. Grossman
Liquidity and market structure
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