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

Working Papers

2018

1. The Microstructure of the Bond Market in the 20th Century
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (5)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007) 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) View citations (27) (2019)

2013

2. Advance Refundings of Municipal Bonds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   See also Journal Article Advance Refundings of Municipal Bonds, Journal of Finance, American Finance Association (2017) View citations (10) (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
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) View citations (18)
   Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (5)
   See also Journal Article Financial Expertise as an Arms Race, Journal of Finance, American Finance Association (2012) View citations (66) (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 Financial Intermediation and the Costs of Trading in an Opaque Market, The Review of Financial Studies, Society for Financial Studies (2007) View citations (71) (2007)

2002

7. Mutual Fund Flows and Performance in Rational Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
   Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2002) View citations (13)
   See also Journal Article Mutual Fund Flows and Performance in Rational Markets, Journal of Political Economy, University of Chicago Press (2004) View citations (796) (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 The personal-tax advantages of equity, Journal of Financial Economics, Elsevier (2003) View citations (30) (2003)

1998

9. Optimal Investment, Growth Options, and Security Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
   See also Journal Article Optimal Investment, Growth Options, and Security Returns, Journal of Finance, American Finance Association (1999) View citations (489) (1999)
10. Valuation and Return Dynamics of New Ventures
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    Also in Research Program in Finance Working Papers, University of California at Berkeley (1998) View citations (5)

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 When Will Mean-Variance Efficient Portfolios Be Well Diversified?, Journal of Finance, American Finance Association (1992) View citations (143) (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 Dealer intermediation and price behavior in the aftermarket for new bond issues, Journal of Financial Economics, Elsevier (2007) View citations (73) (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 (27)
   See also Software Item Code and data files for "The Microstructure of the Bond Market in the 20th Century", Computer Codes (2018) (2018)
   Working Paper The Microstructure of the Bond Market in the 20th Century, TSE Working Papers (2018) View citations (5) (2018)

2017

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

2014

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

2012

4. Financial Expertise as an Arms Race
   Journal of Finance, 2012, 67, (5), 1723-1759 View citations (66)
   See also Working Paper Financial Expertise as an Arms Race, Other publications TiSEM (2010) View citations (5) (2010)

2011

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

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 (60)

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

2004

10. Mutual Fund Flows and Performance in Rational Markets
    Journal of Political Economy, 2004, 112, (6), 1269-1295 View citations (796)
    See also Working Paper Mutual Fund Flows and Performance in Rational Markets, NBER Working Papers (2002) View citations (13) (2002)

2003

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

2002

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

2001

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

1999

14. 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 (49)
15. Optimal Investment, Growth Options, and Security Returns
    Journal of Finance, 1999, 54, (5), 1553-1607 View citations (489)
    See also Working Paper Optimal Investment, Growth Options, and Security Returns, NBER Working Papers (1998) View citations (2) (1998)

1997

16. Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?
    Journal of Finance, 1997, 52, (2), 609-33 View citations (36)
17. 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

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

1992

19. Stationary Equilibria with Incomplete Markets and Overlapping Generations
    International Economic Review, 1992, 33, (3), 495-512 View citations (15)
20. When Will Mean-Variance Efficient Portfolios Be Well Diversified?
    Journal of Finance, 1992, 47, (5), 1785-809 View citations (143)
    See also Working Paper WHEN WILL MEAN-VARIANCE EFFICIENT PORTFOLIOS BE WELL DIVERSIFIED?, GSIA Working Papers (1990) View citations (1) (1990)

1987

21. Spanning and completeness in markets with contingent claims
    Journal of Economic Theory, 1987, 41, (1), 202-210 View citations (52)
22. Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets
    Journal of Finance, 1987, 42, (5), 1143-66 View citations (39)

1986

23. Benchmark Portfolio Inefficiency and Deviations from the Security Market Line
    Journal of Finance, 1986, 41, (2), 295-312 View citations (17)
24. Expected utility maximization and demand behavior
    Journal of Economic Theory, 1986, 38, (2), 313-323 View citations (27)
25. Positively Weighted Portfolios on the Minimum-Variance Frontier
    Journal of Finance, 1986, 41, (5), 1051-68 View citations (14)

1985

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

1984

28. Investment incentives, debt, and warrants
    Journal of Financial Economics, 1984, 13, (1), 115-136 View citations (239)

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