Theo dõi
Shmuel Baruch
Shmuel Baruch
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Tiêu đề
Trích dẫn bởi
Trích dẫn bởi
Năm
Information in securities markets: Kyle meets Glosten and Milgrom
K Back, S Baruch
Econometrica 72 (2), 433-465, 2004
2752004
Multimarket trading and liquidity: theory and evidence
S Baruch, G Andrew Karolyi, ML Lemmon
The Journal of Finance 62 (5), 2169-2200, 2007
2302007
Who benefits from an open limit‐order book?
S Baruch
The Journal of Business 78 (4), 1267-1306, 2005
2202005
Working orders in limit order markets and floor exchanges
K Back, S Baruch
The Journal of Finance 62 (4), 1589-1621, 2007
1142007
Insider trading and risk aversion
S Baruch
Journal of Financial Markets 5 (4), 451-464, 2002
1102002
Informed trading and price discovery before corporate events
S Baruch, M Panayides, K Venkataraman
Journal of Financial Economics 125 (3), 561-588, 2017
1012017
Fleeting orders
S Baruch, LR Glosten
Columbia Business School Research Paper, 2013
672013
Strategic liquidity provision in limit order markets
K Back, S Baruch
Econometrica 81 (1), 363-392, 2013
612013
Asset returns and the listing choice of firms
S Baruch, G Saar
The Review of Financial Studies 22 (6), 2239-2274, 2009
612009
Inferior goods, Giffen goods, and shochu
S Baruch, Y Kannai
Economics Essays: A Festschrift for Werner Hildenbrand, 9-17, 2001
342001
Flickering quotes
S Baruch, LR Glosten
Columbia University, 661-697, 2013
252013
The distortion in prices due to passive investing
S Baruch, X Zhang
Management Science 68 (8), 6219-6234, 2022
202022
Tail expectation and imperfect competition in limit order book markets
S Baruch, LR Glosten
Journal of Economic Theory 183, 661-697, 2019
182019
Informed trading before corporate events: Theory and evidence
S Baruch, M Panayides, K Venkataraman
Unpublished working paper. University of Utah, Salt Lake City, UT, 2014
162014
Is index trading benign
S Baruch, X Zhang
Working Paper, 2018
72018
Limit-order markets and floor exchanges: an irrelevance proposition
K Back, S Baruch
Unpublished Paper, Texas A&M and University of Utah, 2004
72004
Tail expectation, imperfect competition, and the phenomenon of flickering quotes in limit order book markets
S Baruch, LR Glosten
Unpublished paper, David Eccles School of Business, University of Utah.[325], 2017
52017
Strategic foundation for the tail expectation in limit order book markets
S Baruch, LR Glosten
Columbia Business School Research Paper, 2016
52016
Optimal informed trading in a quote-driven market
K Back, S Baruch
Working paper. University of Utah, 2000
32000
News, Influence, and the Evolution of Prices in Financial Markets
S Baruch, G Saar, X Zhang
Influence, and the Evolution of Prices in Financial Markets (June 24, 2014), 2014
22014
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