Publications

Browse or search publications from Stanford GSB faculty.

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Decentralized Investment Banking

Myron S. Scholes, Mark A. Wolfson
Journal of Financial Economics September1989 Vol. 24 Issue 1 Pages 7–35.

Divide and Conquer: A Theory of Intraday and Day-of-the-Week Mean Effects

Anat R. Admati, Paul Pfleiderer
Review of Financial Studies 1989 Vol. 2 Pages 189–223.

Information in Financial Markets: The Rational Expectations Approach

Anat R. Admati
Frontiers of Modern Financial Theory: Volume 2 (Financial Markets and Incomplete Information) 1989 Pages 139–152.

Optimal Innovation of Futures Contracts

Darrell Duffie, Matthew O. Jackson
Review of Financial Studies 1989 Vol. 2 Issue 3 Pages 275-296.

An Extension of the Black-Sholes Model of Security Valuation

Darrell Duffie
Journal of Economic Theory October1988 Vol. 46 Issue 1 Pages 194-204.

Adjustable Rate Mortgages: Prepayment Behavior

Jonathan B. Berk, Lynn Bartholomew, Richard Roll
The Housing Finance Review 1988 Vol. 7 Pages 31-46.

Adjustable Rate Mortgages: Valuation

Jonathan B. Berk, Richard Roll
Journal of Real Estate Finance and Economics 1988 Vol. 1 Pages 163-184.

Selling and Trading on Information in Financial Markets

Anat R. Admati, Paul Pfleiderer
American Economic Review 1988 Vol. 78 Issue 2, Papers and Proceedings of the One-Hundredth Annual Meeting of the American Economic Association Pages 96–103.

A Theory of Intraday Patterns: Volume and Price Variability

Anat R. Admati, Paul Pfleiderer
Review of Financial Studies 1988 Vol. 1 Issue 1 Pages 3-40.

Stochastic Equilibria with Incomplete Financial Markets

Darrell Duffie
Journal of Economic Theory April1987 Vol. 41 Issue 2 Pages 405-416.

Strategic Delay in Bargaining

Anat R. Admati, Motty Perry
Review of Economic Studies 1987 Vol. 54 Issue 3 Pages 345-364.

Viable Allocations of Information in Financial Markets

Anat R. Admati, Paul Pfleiderer
Journal of Economic Theory 1987 Vol. 43 Issue 1 Pages 76-115.

Modeling the term structure of interest rates under non-separable utility and durability of goods

Kenneth J. Singleton, Kenneth B. Dunn
Journal of Financial Economics September1986 Vol. 17 Issue 1 Pages 27.

Multiperiod Security Markets with Differential Information: Martingales and Resolution Times

Darrell Duffie, Chi-fu Huang
Journal of Mathematical Economics September1986 Vol. 15 Issue 3 Pages 283-303.

Stochastic Equilibria: Existence, Spanning Number, and the 'No Expected Financial Gain From Trade' Hypothesis

Darrell Duffie
Econometrica September1986 Vol. 54 Issue 5 Pages 1161-1183.

Equilibrium in incomplete markets: II: Generic existence in stochastic economies

Darrell Duffie, Wayne Shafer
Journal of Mathematical Economics June1986 Vol. 15 Issue 3 Pages 199-216.

Competitive Equilibria in General Choice Spaces

Darrell Duffie
Journal of Mathematical Economics 1986 Vol. 15 Issue 1 Pages 1-23.

A Monopolistic Market for Information

Anat R. Admati, Paul Pfleiderer
Journal of Economic Theory 1986 Vol. 39 Issue 2 Pages 400–438.

On Timing and Selectivity

Anat R. Admati, Sudipto Bhattacharya, Paul Pfleiderer, Stephen A. Ross
Journal of Finance 1986 Vol. 41 Issue 3 Pages 715–730.