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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 2023-12-26. 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 (5)
    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 (28)

    See also Journal Article The Microstructure of the Bond Market in the 20th Century, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2019) Downloads View citations (27) (2019)

2013

  1. Advance Refundings of Municipal Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article Advance Refundings of Municipal Bonds, Journal of Finance, American Finance Association (2017) Downloads View citations (10) (2017)

2012

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

2010

  1. Financial Expertise as an Arms Race
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (5)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads View citations (18)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads View citations (5)

    See also Journal Article Financial Expertise as an Arms Race, Journal of Finance, American Finance Association (2012) Downloads View citations (65) (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)

    See also Journal Article Financial Intermediation and the Costs of Trading in an Opaque Market, The Review of Financial Studies, Society for Financial Studies (2007) Downloads View citations (71) (2007)

2002

  1. Mutual Fund Flows and Performance in Rational Markets
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (13)

    See also Journal Article Mutual Fund Flows and Performance in Rational Markets, Journal of Political Economy, University of Chicago Press (2004) Downloads View citations (794) (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 The personal-tax advantages of equity, Journal of Financial Economics, Elsevier (2003) Downloads View citations (30) (2003)

1998

  1. Optimal Investment, Growth Options, and Security Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads

    See also Journal Article Optimal Investment, Growth Options, and Security Returns, Journal of Finance, American Finance Association (1999) Downloads View citations (490) (1999)
  2. Valuation and Return Dynamics of New Ventures
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Research Program in Finance Working Papers, University of California at Berkeley (1998) Downloads View citations (5)

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 When Will Mean-Variance Efficient Portfolios Be Well Diversified?, Journal of Finance, American Finance Association (1992) Downloads View citations (142) (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 Dealer intermediation and price behavior in the aftermarket for new bond issues, Journal of Financial Economics, Elsevier (2007) Downloads View citations (73) (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 (27)
    See also Working Paper The Microstructure of the Bond Market in the 20th Century, TSE Working Papers (2018) Downloads View citations (5) (2018)
    Software Item Code and data files for "The Microstructure of the Bond Market in the 20th Century", Computer Codes (2018) Downloads (2018)

2017

  1. Advance Refundings of Municipal Bonds
    Journal of Finance, 2017, 72, (4), 1645-1682 Downloads View citations (10)
    See also Working Paper Advance Refundings of Municipal Bonds, NBER Working Papers (2013) Downloads View citations (2) (2013)

2014

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

2012

  1. Financial Expertise as an Arms Race
    Journal of Finance, 2012, 67, (5), 1723-1759 Downloads View citations (65)
    See also Working Paper Financial Expertise as an Arms Race, Other publications TiSEM (2010) Downloads View citations (5) (2010)

2011

  1. Information spillovers and performance persistence for hedge funds
    Journal of Financial Economics, 2011, 101, (1), 1-17 Downloads View citations (25)

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 (60)

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 (73)
    See also Working Paper Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues, GSIA Working Papers Downloads
  2. Financial Intermediation and the Costs of Trading in an Opaque Market
    The Review of Financial Studies, 2007, 20, (2), 275-314 Downloads View citations (71)
    See also Working Paper Financial Intermediation and the Costs of Trading in an Opaque Market, FAME Research Paper Series (2005) Downloads View citations (35) (2005)
  3. Presidential Address: Issuers, Underwriter Syndicates, and Aftermarket Transparency
    Journal of Finance, 2007, 62, (4), 1529-1550 Downloads View citations (22)

2004

  1. Mutual Fund Flows and Performance in Rational Markets
    Journal of Political Economy, 2004, 112, (6), 1269-1295 Downloads View citations (794)
    See also Working Paper Mutual Fund Flows and Performance in Rational Markets, FAME Research Paper Series (2002) Downloads View citations (13) (2002)

2003

  1. The personal-tax advantages of equity
    Journal of Financial Economics, 2003, 67, (2), 175-216 Downloads View citations (30)
    See also Working Paper The Personal Tax Advantage of Equity, Econometric Society World Congress 2000 Contributed Papers (2000) Downloads (2000)

2002

  1. Report of the Editor of The Journal of Finance for the Year 2001
    Journal of Finance, 2002, 57, (4), 1835-1847 Downloads

2001

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

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 (49)
  2. Optimal Investment, Growth Options, and Security Returns
    Journal of Finance, 1999, 54, (5), 1553-1607 Downloads View citations (490)
    See also Working Paper Optimal Investment, Growth Options, and Security Returns, NBER Working Papers (1998) Downloads View citations (2) (1998)

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 (36)
  2. The Valuation of Nonsystematic Risks and the Pricing of Swedish Lottery Bonds
    The Review of Financial Studies, 1997, 10, (2), 447-80 View citations (12)

1993

  1. A Simple Model of the Taxable and Tax-Exempt Yield Curves
    The Review of Financial Studies, 1993, 6, (2), 233-64 Downloads View citations (47)

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 (142)
    See also Working Paper WHEN WILL MEAN-VARIANCE EFFICIENT PORTFOLIOS BE WELL DIVERSIFIED?, GSIA Working Papers (1990) View citations (1) (1990)

1987

  1. Spanning and completeness in markets with contingent claims
    Journal of Economic Theory, 1987, 41, (1), 202-210 Downloads View citations (51)
  2. Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets
    Journal of Finance, 1987, 42, (5), 1143-66 Downloads View citations (39)

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 (27)
  3. Positively Weighted Portfolios on the Minimum-Variance Frontier
    Journal of Finance, 1986, 41, (5), 1051-68 Downloads View citations (14)

1985

  1. Risk Aversion and Arbitrage
    Journal of Finance, 1985, 40, (1), 257-68 Downloads View citations (5)
  2. The Structure and Incentive Effects of Corporate Tax Liabilities
    Journal of Finance, 1985, 40, (4), 1095-114 Downloads View citations (24)

1984

  1. Investment incentives, debt, and warrants
    Journal of Financial Economics, 1984, 13, (1), 115-136 Downloads View citations (238)

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 Downloads
    See also Journal Article The Microstructure of the Bond Market in the 20th Century, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2019) Downloads View citations (27) (2019)
 
Page updated 2025-03-31