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The quality of price formation at market openings and closings : evidence from the Nasdaq stock market
Pagano, Michael S.; Peng, Lin; Schwartz, Robert A. - 2008
We assess the quality of opening and closing prices for Nasdaq stocks by examining the effect that opening and closing call auctions (introduced in 2004) have had on price formation. Our use of measurement intervals of one minute or less sharpens the picture of intra-day volatility...
Persistent link: https://www.econbiz.de/10003831253
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Accentuated intraday stock price volatility : what is the cause?
Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 45-55
Persistent link: https://www.econbiz.de/10003980024
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How do equity investors assess the efficiency of global financial institutions?
Pagano, Michael S. - In: Finance research letters 49 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013479558
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Institutional investor needs : an emerging force determining trading structures in the global equity markets
Schwartz, Robert A. - In: Review of Pacific Basin financial markets and policies 1 (1998) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10001354756
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A challenge for equity markets on both sides of the Atlantic : can liquidity be augmented, volatility better controlled, and price discovery sharpened?
Schwartz, Robert A. - In: Zeitschrift für Bankrecht und Bankwirtschaft : ZBB 28 (2016) 6, pp. 387-398
Persistent link: https://www.econbiz.de/10015157275
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Dark pools, fragmented markets, and the quality of price discovery
Schwartz, Robert A. - In: The journal of trading 5 (2010) 2, pp. 17-22
Persistent link: https://www.econbiz.de/10003972549
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A proposal to stabilize stock prices
Schwartz, Robert A. - In: The journal of trading 4 (2009) 2, pp. 50-57
Persistent link: https://www.econbiz.de/10003842351
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Dark pools, fragmented markets, and the quality of price discovery : commentary
Schwartz, Robert A. - In: The journal of trading 13 (2018) 4, pp. 71-73
Persistent link: https://www.econbiz.de/10012016629
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Dark pools, fragmented markets, and the quality of price discovery
Schwartz, Robert A. - In: The journal of trading 13 (2018) 4, pp. 74-79
Persistent link: https://www.econbiz.de/10012016635
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A market microstructure view of the informational efficiency of security prices
Schwartz, Robert A. - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 75-84
Persistent link: https://www.econbiz.de/10012613445