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ECONIS (ZBW)
RePEc
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1
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
Saved in:
2
Monetary dynamics with proportional transaction costs and fixed payment periods
Grossman, Sanford J.
-
1985
Persistent link: https://www.econbiz.de/10000685528
Saved in:
3
An analysis of the role of "insider trading" on futures markets
Grossman, Sanford J.
- In:
The journal of business : B
59
(
1986
)
2
,
pp. 11-180
Persistent link: https://www.econbiz.de/10001259362
Saved in:
4
Una introducción a la teoría de expectativas racionales bajo información asimétrica
Grossman, Sanford J.
- In:
Información comercial española / Cuadernos económicos
(
1987
)
Persistent link: https://www.econbiz.de/10001269455
Saved in:
5
The informational role of upstairs and downstairs trading
Grossman, Sanford J.
- In:
The journal of business : B
65
(
1992
)
4
,
pp. 509-528
Persistent link: https://www.econbiz.de/10001132976
Saved in:
6
An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies
Grossman, Sanford J.
- In:
The journal of business : B
61
(
1988
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10001052097
Saved in:
7
Rational expectations and the informational role of prices
Grossman, Sanford J.
- In:
Modern business cycle theory
,
(pp. 128-152)
.
1989
Persistent link: https://www.econbiz.de/10001272418
Saved in:
8
Un análisis de las implicaciones de las estrategias dinámicas de cobertura y "program trading" sobre la volatilidad del precio de los futuros y de las acciones
Grossman, Sanford J.
- In:
Información comercial española : ICE : revista de …
(
1990
),
pp. 141-158
Persistent link: https://www.econbiz.de/10001099829
Saved in:
9
A characterization of the optimality of equilibrium in incomplete markets
Grossman, Sanford J.
- In:
Journal of economic theory
15
(
1977
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10002531813
Saved in:
10
The existence of futures markets, noisy rational expectations and informational externalities
Grossman, Sanford J.
- In:
The review of economic studies
44
(
1977
)
3
,
pp. 431-449
Persistent link: https://www.econbiz.de/10002531969
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