PUBLICATIONS
Grenadier, Steven, Ilya Strebulaev, and Andrey Malenko
(2013), “Investment
Busts, Reputation, and the Temptation to Blend in with the Crowd,” Journal
of Financial Economics,
Forthcoming.
Grenadier, Steven and Andrey Malenko (2011), “Real Options
Signaling Games with Applications to Corporate Finance,” Review of Financial Studies, 24(12), 3993-4036.
Bekaert, Geert, Eric Engstrom, and
Steven Grenadier, (2010), “Stock and Bond Returns with Moody Investors,” Journal of Empirical Finance, 17 (5),
867-894.
Grenadier, Steven and Andrey Malenko (2010), “Irreversible
Investment in a Bayesian Framework: The
Case of Distinguishing Between Temporary and Permanent Shocks,” Journal of Finance, 65 (5), 1949-1986.
Grenadier, Steven and Neng Wang (2007), “Investment Under Uncertainty and Time-Inconsistent Preferences,” Journal
of Financial Economics, 84 (1), 2-39 (lead article).
Grenadier, Steven and Neng Wang (2005), “Investment Timing,
Agency and Information,” Journal of Financial Economics, 75 (3), 493-533
(lead article).
Grenadier, Steven (2005), “An Equilibrium Analysis of Real
Estate Leases,” Journal of Business, 78 (4), 1173-1214.
Grenadier, Steven (2002), “Option Exercise Games: An Application to the Equilibrium Investment
Strategies of Firms,” Review of Financial Studies, 15 (3), 691-721 (lead
article).
Grenadier, Steven (2000), “Option Exercise Games: The Intersection of Real Options and Game
Theory”, Journal of Applied Corporate Finance, 13 (2), 99-107.
Grenadier, Steven (2000), “Game Choices: The Intersection of Real Options and Game
Theory,” Editor, Risk Books,
Grenadier, Steven (2000), “Equilibrium with
Time-to-Build: A Real-Options Approach,”
Michael J. Brennan and Lenos Trigeorgis,
eds, Project Flexibility,
Agency, and Competition: New
Developments in the Theory and Applications of Real Options, Oxford
University Press, 275-296.
Grenadier, Steven (1999) “Information Revelation Through Option Exercise,” Review of Financial Studies, 12 (1), 95-130.
Grenadier, Steven and Allen Weiss (1997), “Investment in
Technological Innovations: An Option
Pricing Approach”, Journal of Financial
Economics, 44 (3), 397-416.
Grenadier, Steven (1996), “The Strategic Exercise of
Options: Development Cascades and
Overbuilding in Real Estate Markets,” Journal
of Finance, 51 (5), 1653-1680.
Grenadier, Steven (1996), “Leasing and Credit Risk,” Journal of Financial Economics, 42 (3),
333-364.
Grenadier, Steven (1995), “Valuing Lease Contracts: A Real-Options Approach,” Journal of Financial Economics, 38 (3),
297-331.
Grenadier, Steven (1995), “The Persistence of Real Estate
Cycles,” Journal of Real Estate Finance
and Economics, 10 (2), 95-119.
Grenadier, Steven (1995), “Flexibility and Tenant Mix in Real
Estate Projects,” Journal of Urban
Economics, 38 (3), 357-378.
Grenadier, Steven (1995), “Local and National Determinants of
Office Vacancies,” Journal of Urban
Economics, 37 (1), 57-71.
Grenadier, Steven and Brian Hall (1996), “Risk-Based Capital
Standards and the Riskiness of Bank Portfolios:
Credit and Factor Risks,” Regional
Science and Urban Economics, 26 (June), 433-464.