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Details about Richard C. Green

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

Access statistics for papers by Richard C. Green.

Last updated 2019-02-07. Update your information in the RePEc Author Service.

Short-id: pgr453


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Working Papers

2018

  1. The Microstructure of the Bond Market in the 20th Century
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (2)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007) Downloads View citations (21)

    See also Journal Article in Review of Economic Dynamics (2019)

2013

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

2012

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

2010

  1. Financial Expertise as an Arms Race
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (18)
    See also Journal Article in Journal of Finance (2012)

2009

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

2005

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

2002

  1. Mutual Fund Flows and Performance in Rational Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2002) Downloads View citations (9)

    See also Journal Article in Journal of Political Economy (2004)

2000

  1. The Personal Tax Advantage of Equity
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (5)

    See also Journal Article in Journal of Financial Economics (2003)

1998

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

1997

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

1990

  1. 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

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

Journal Articles

2019

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

2017

  1. Advance Refundings of Municipal Bonds
    Journal of Finance, 2017, 72, (4), 1645-1682 Downloads View citations (1)
    See also Working Paper (2013)

2014

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

2012

  1. Financial Expertise as an Arms Race
    Journal of Finance, 2012, 67, (5), 1723-1759 Downloads View citations (32)
    See also Working Paper (2010)

2011

  1. Information spillovers and performance persistence for hedge funds
    Journal of Financial Economics, 2011, 101, (1), 1-17 Downloads View citations (12)

2010

  1. Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?
    Journal of Finance, 2010, 65, (5), 1669-1702 Downloads View citations (25)

2007

  1. Dealer intermediation and price behavior in the aftermarket for new bond issues
    Journal of Financial Economics, 2007, 86, (3), 643-682 Downloads View citations (42)
    See also Working Paper
  2. Presidential Address: Issuers, Underwriter Syndicates, and Aftermarket Transparency
    Journal of Finance, 2007, 62, (4), 1529-1550 Downloads View citations (16)

2004

  1. Mutual Fund Flows and Performance in Rational Markets
    Journal of Political Economy, 2004, 112, (6), 1269-1295 Downloads View citations (456)
    See also Working Paper (2002)

2003

  1. The personal-tax advantages of equity
    Journal of Financial Economics, 2003, 67, (2), 175-216 Downloads View citations (27)
    See also Working Paper (2000)

1999

  1. 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 Downloads View citations (35)

1997

  1. Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?
    Journal of Finance, 1997, 52, (2), 609-33 Downloads View citations (24)
  2. 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

  1. A Simple Model of the Taxable and Tax-Exempt Yield Curves
    Review of Financial Studies, 1993, 6, (2), 233-64 Downloads View citations (22)

1992

  1. Stationary Equilibria with Incomplete Markets and Overlapping Generations
    International Economic Review, 1992, 33, (3), 495-512 Downloads View citations (15)
  2. When Will Mean-Variance Efficient Portfolios Be Well Diversified?
    Journal of Finance, 1992, 47, (5), 1785-809 Downloads View citations (79)
    See also Working Paper (1990)

1987

  1. Spanning and completeness in markets with contingent claims
    Journal of Economic Theory, 1987, 41, (1), 202-210 Downloads View citations (38)
  2. Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets
    Journal of Finance, 1987, 42, (5), 1143-66 Downloads View citations (33)

1986

  1. Benchmark Portfolio Inefficiency and Deviations from the Security Market Line
    Journal of Finance, 1986, 41, (2), 295-312 Downloads View citations (17)
  2. Expected utility maximization and demand behavior
    Journal of Economic Theory, 1986, 38, (2), 313-323 Downloads View citations (14)
  3. Positively Weighted Portfolios on the Minimum-Variance Frontier
    Journal of Finance, 1986, 41, (5), 1051-68 Downloads View citations (6)

1985

  1. Risk Aversion and Arbitrage
    Journal of Finance, 1985, 40, (1), 257-68 Downloads View citations (4)
  2. The Structure and Incentive Effects of Corporate Tax Liabilities
    Journal of Finance, 1985, 40, (4), 1095-114 Downloads View citations (21)

1984

  1. Investment incentives, debt, and warrants
    Journal of Financial Economics, 1984, 13, (1), 115-136 Downloads View citations (175)

Chapters

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