BRETT GREEN

Associate Professor of Finance
Olin Business School
Washington University in St. Louis

I am an economist and an Associate Professor of Finance at the Olin Business School. My areas of expertise include  financial economics, corporate finance, and microeconomic theory. In my research, I study the behavior of strategic agents in dynamic settings with a focus on the role of information and learning on incentives, trade, prices, and efficiency. Prior to joining Olin, I was a tenured associate professor at the Haas School of Business at the University of California, Berkeley.


I earned a Ph.D. in Economics from the Stanford Graduate School of Business, a M.S. in financial mathematics from Stanford University, and a bachelor's degree of science in economics and engineering from Duke University.

 

CURRENT RESEARCH

A few of the projects that I'm working  on right now

(joint with Brendan Daley and Thomas Geelen)

DUE DILIGENCE

Due diligence is common practice prior to the execution of many transactions. Yet, it has been largely overlooked in the literature. We study a model of the due diligence process and analyze its effect on prices, the division of surplus, and efficiency.

(with Paul Gertler and Catherine Wolfram)

UNLOCKING ACCESS TO CREDIT VIA LOCKOUT TECHNOLOGY

A new form of collateralized lending has arisen that is facilitated by a ``lockout" technology, which allows the lender to temporarily disable the flow value of collateral to the borrower. We explore the potential frictions that this technology helps to overcome in a randomized control trial.

 

PUBLICATIONS

Forthcoming in AEJ Microeconomics (with William Fuchs and David I Levine)

Journal of Finance, 2020  (with Brendan Daley and Victoria Vanasco)

American Economic Review, 2020  (with Brendan Daley)

American Economic Review, 2019 (with Vladimir Asriyan and William Fuchs)

Management Science, 2018 (with Jeff Zwiebel)

American Economic Review, 2017 (with Vladimir Asriyan and William Fuchs)

American Economic Review, 2016 (with Curtis Taylor)

Journal of Finance, 2016 (with Brendan Daley)

ADVERSE SELECTION, SLOW MOVING CAPITAL, AND MISALLOCATION

Journal of Financial Economics, 2016 (with William Fuchs and Dimitris Papanikolaou)

SIGNAL OR NOISE? UNCERTAINTY AND LEARNING ABOUT WHETHER OTHER TRADERS ARE INFORMED 

Journal of Financial Economics, 2015 (with Snehal Banerjee)

MARKET SIGNALING WITH GRADES 

Journal of Economic Theory, 2014 (with Brendan Daley)

WAITING FOR NEWS IN THE MARKET FOR LEMONS

Econometrica, 2012 (with Brendan Daley)

 

CONTACT

Brett Green
Olin Business School
Washington University in St. Louis
1 Brookings Drive
St. Louis, MO 63130
b.green ``at" wustl.edu

 

©2019 by Brett Green