Details about Richard C. Green

This author is deceased (2015-10-09).

Access statistics for papers by Richard C. Green.

Last updated 2021-05-29. Update your information in the RePEc Author Service.

Short-id: pgr453

Working Papers

2018

1. The Microstructure of the Bond Market in the 20th Century
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (2)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007) View citations (25)
   See also Journal Article in Review of Economic Dynamics (2019)

2013

2. Advance Refundings of Municipal Bonds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article in Journal of Finance (2017)

2012

3. Tax-Subsidized Underpricing: Issuers and Underwriters in the Market for Build America Bonds
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2012)

2010

4. Financial Expertise as an Arms Race
   Discussion Paper, Tilburg University, Center for Economic Research View citations (18)
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
   Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
   See also Journal Article in Journal of Finance (2012)

2009

5. Misaligned Incentives and Mortgage Lending in Asia
   Microeconomics Working Papers, East Asian Bureau of Economic Research View citations (1)

2005

6. Financial Intermediation and the Costs of Trading in an Opaque Market
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (35)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)
   See also Journal Article in Review of Financial Studies (2007)

2002

7. Mutual Fund Flows and Performance in Rational Markets
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (9)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (10)
   See also Journal Article in Journal of Political Economy (2004)

2000

8. The Personal Tax Advantage of Equity
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (5)
   See also Journal Article in Journal of Financial Economics (2003)

1998

9. Optimal Investment, Growth Options, and Security Returns
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
   See also Journal Article in Journal of Finance (1999)
10. Valuation and Return Dynamics of New Ventures
    Research Program in Finance Working Papers, University of California at Berkeley View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (3)

1997

11. Valuation and Return Dynamics of Research and Development Ventures
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (2)

1990

12. WHEN WILL MEAN-VARIANCE EFFICIENT PORTFOLIOS BE WELL DIVERSIFIED?
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)
    See also Journal Article in Journal of Finance (1992)

Undated

13. Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article in Journal of Financial Economics (2007)
14. Ex-Day Behavior of Lottery Bonds
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

Journal Articles

2019

1. The Microstructure of the Bond Market in the 20th Century
   Review of Economic Dynamics, 2019, 33, 250-271 View citations (8)
   See also Working Paper (2018)
   Software Item (2018)

2017

2. Advance Refundings of Municipal Bonds
   Journal of Finance, 2017, 72, (4), 1645-1682 View citations (6)
   See also Working Paper (2013)

2014

3. Predators and Prey on Wall Street
   Review of Asset Pricing Studies, 2014, 4, (1), 1-38

2012

4. Financial Expertise as an Arms Race
   Journal of Finance, 2012, 67, (5), 1723-1759 View citations (39)
   See also Working Paper (2010)

2011

5. Information spillovers and performance persistence for hedge funds
   Journal of Financial Economics, 2011, 101, (1), 1-17 View citations (21)

2010

6. Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?
   Journal of Finance, 2010, 65, (5), 1669-1702 View citations (44)

2007

7. Dealer intermediation and price behavior in the aftermarket for new bond issues
   Journal of Financial Economics, 2007, 86, (3), 643-682 View citations (57)
   See also Working Paper
8. Financial Intermediation and the Costs of Trading in an Opaque Market
   Review of Financial Studies, 2007, 20, (2), 275-314 View citations (37)
   See also Working Paper (2005)
9. Presidential Address: Issuers, Underwriter Syndicates, and Aftermarket Transparency
   Journal of Finance, 2007, 62, (4), 1529-1550 View citations (18)

2004

10. Mutual Fund Flows and Performance in Rational Markets
    Journal of Political Economy, 2004, 112, (6), 1269-1295 View citations (607)
    See also Working Paper (2002)

2003

11. The personal-tax advantages of equity
    Journal of Financial Economics, 2003, 67, (2), 175-216 View citations (29)
    See also Working Paper (2000)

2001

12. Report of the Editor of The Journal of Finance for the year 2000
    Journal of Finance, 2001, 56, (4), 1607-1620

1999

13. Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds
    Journal of Financial Economics, 1999, 53, (2), 145-187 View citations (37)
14. Optimal Investment, Growth Options, and Security Returns
    Journal of Finance, 1999, 54, (5), 1553-1607 View citations (374)
    See also Working Paper (1998)

1997

15. Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?
    Journal of Finance, 1997, 52, (2), 609-33 View citations (28)
16. The Valuation of Nonsystematic Risks and the Pricing of Swedish Lottery Bonds
    Review of Financial Studies, 1997, 10, (2), 447-80 View citations (7)

1993

17. A Simple Model of the Taxable and Tax-Exempt Yield Curves
    Review of Financial Studies, 1993, 6, (2), 233-64 View citations (25)

1992

18. Stationary Equilibria with Incomplete Markets and Overlapping Generations
    International Economic Review, 1992, 33, (3), 495-512 View citations (15)
19. When Will Mean-Variance Efficient Portfolios Be Well Diversified?
    Journal of Finance, 1992, 47, (5), 1785-809 View citations (105)
    See also Working Paper (1990)

1987

20. Spanning and completeness in markets with contingent claims
    Journal of Economic Theory, 1987, 41, (1), 202-210 View citations (43)
21. Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets
    Journal of Finance, 1987, 42, (5), 1143-66 View citations (35)

1986

22. Benchmark Portfolio Inefficiency and Deviations from the Security Market Line
    Journal of Finance, 1986, 41, (2), 295-312 View citations (17)
23. Expected utility maximization and demand behavior
    Journal of Economic Theory, 1986, 38, (2), 313-323 View citations (19)
24. Positively Weighted Portfolios on the Minimum-Variance Frontier
    Journal of Finance, 1986, 41, (5), 1051-68 View citations (9)

1985

25. Risk Aversion and Arbitrage
    Journal of Finance, 1985, 40, (1), 257-68 View citations (4)
26. The Structure and Incentive Effects of Corporate Tax Liabilities
    Journal of Finance, 1985, 40, (4), 1095-114 View citations (23)

1984

27. Investment incentives, debt, and warrants
    Journal of Financial Economics, 1984, 13, (1), 115-136 View citations (198)

Chapters

Software Items

2018

1. Code and data files for "The Microstructure of the Bond Market in the 20th Century"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2019)