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.
An Extension of the Modigliani-Miller Theorem to Stochastic Economies with Incomplete Markets and Fully Interdependent Securities
Peter M. DeMarzo
Journal of Economic Theory
1988
Vol. 45
Pages 353-369.
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.