Similar Search Results

High‐frequency trading and the new stock market : sense and nonsense

Fox, Merritt B.; Glosten, Lawrence R.; Rauterberg, … - In: Journal of applied corporate finance : JACF 29 (2017) 4, pp. 30-44

Persistent link: https://www.econbiz.de/10011850088

Tail expectation and imperfect competition in limit order book markets

Baruch, Shmuel; Glosten, Lawrence R. - In: Journal of economic theory 183 (2019), pp. 661-697

Persistent link: https://www.econbiz.de/10012131384

ETF activity and informational efficiency of underlying securities

Glosten, Lawrence R.; Nallareddy, Suresh; Zou, Yuan - In: Management science : journal of the Institute for … 67 (2021) 1, pp. 22-47

Persistent link: https://www.econbiz.de/10012434369

Day Traders, Noise, and Cost of Immediacy

Dalvi, Manoj; Deuskar, Prachi; Glosten, Lawrence R.; … - National Bureau of Economic Research - 2023

We identify different roles traders play using data with trader identities for all transactions in SENSEX-index stocks on the Bombay Stock Exchange from January 2005 to December 2011. Individual day traders (IDT) are identified as "noise traders", who play an important role in the market...

Persistent link: https://www.econbiz.de/10014250145

Promoting innovation : the law of publicly traded corporations

Fox, Merritt B. - In: Capitalism and society : a journal of The Center on … 5 (2010) 3, pp. 1-65

Persistent link: https://www.econbiz.de/10009945539

Promoting innovation : the law of publicly traded corporations

Fox, Merritt B. - In: Capitalism and society : a journal of The Center on … 5 (2010) 3, pp. 1-65

Persistent link: https://www.econbiz.de/10009427529

Halliburton II : what it's all about

Fox, Merritt B. - In: Journal of financial regulation 1 (2015) 1, pp. 135-142

Persistent link: https://www.econbiz.de/10011731823

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

Glosten, Lawrence R.; Milgrom, Paul R. - In: Journal of Financial Economics 14 (1985) 1, pp. 71-100

Persistent link: https://www.econbiz.de/10005376559

Estimating the components of the bid/ask spread

Glosten, Lawrence R.; Harris, Lawrence E. - In: Journal of Financial Economics 21 (1988) 1, pp. 123-142

Persistent link: https://www.econbiz.de/10005210586