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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

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

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

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

A closing call's impact on market quality at Euronext Paris

Pagano, Michael S.; Schwartz, Robert A. - In: Journal of financial economics 68 (2003) 3, pp. 439-484

Persistent link: https://www.econbiz.de/10001765586

Micro markets : a market structure approach to microeconomic analysis

Schwartz, Robert A. - 2010

Persistent link: https://www.econbiz.de/10003892468

Order revelation at market openings

Chakraborty, Archishman; Pagano, Michael S.; Schwartz, … - In: Journal of financial markets 15 (2012) 2, pp. 127-150

Persistent link: https://www.econbiz.de/10009614495

Equity market microstructure : taking stock of what we know

Francioni, Reto; Hazarika, Sonali; Reck, Martin; … - In: The journal of portfolio management : a publication of … 35 (2008/09) 1, pp. 57-71

Persistent link: https://www.econbiz.de/10009520482

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

Markets in transition : looking back and peering forward

Schwartz, Robert A.; Davis, Paul L.; Pagano, Michael S. - In: Börsen, Banken und Kapitalmärkte : Festschrift für …, (pp. 1-20). 2006

Persistent link: https://www.econbiz.de/10003561241