E-LIB Suche - Ergebnisse für: Glosten, Lawrence R.

1

Manipulating Citadel: Strategies to Profit at the Expense o..:

Fox, Merritt B. ; Glosten, Lawrence R. ; Guan, Sue S.
Columbia Law and Economics Working Paper No. 663. , 2022

Link: https://ssrn.com/abstrac..

2

Distributed Ledger Technology and the Securities Markets of..:

Fox, Merritt B. ; Glosten, Lawrence R. ; Greene, Edward.
Columbia Business Law Review. 2021 (2021) 2 - p. , 2021

Link: https://ssrn.com/abstrac..

3

Spoofing and its Regulation:

Fox, Merritt B. ; Glosten, Lawrence R. ; Guan, Sue S.
Columbia Business Law Review, Forthcoming. , 2021

Link: https://ssrn.com/abstrac..

4

Tail expectation and imperfect competition in limit order b..:

Baruch, Shmuel ; Glosten, Lawrence R.
Journal of Economic Theory. 183 (2019) - p. 661-697 , 2019

Link: https://doi.org/10.1016/..

5

High‐Frequency Trading and the New Stock Market: Sense And ..:

Fox, Merritt B. ; Glosten, Lawrence R. ; Rauterberg, Gabriel V.
Journal of Applied Corporate Finance. 29 (2017) 4 - p. 30-44 , 2017

Link: https://doi.org/10.1111/..

6

THE NEW STOCK MARKET: SENSE AND NONSENSE:

Fox, Merritt B. ; Glosten, Lawrence R. ; Rauterberg, Gabriel V.
Duke Law Journal. 65 (2015) 2 - p. 191-277 , 2015

Link: http://www.jstor.org/sta..

7

A Reconsideration of Tax Shield Valuation:

Arzac, Enrique R. ; Glosten, Lawrence R.
European Financial Management. 11 (2005) 4 - p. 453-461 , 2005

Link: https://doi.org/10.1111/..

8

Introductory Comments: Bloomfield and O'Hara, and Flood, Hu..:

Glosten, Lawrence R.
Review of Financial Studies. 12 (1999) 1 - p. 1-3 , 1999

Link: https://doi.org/10.1093/..

9

Is the Electronic Open Limit Order Book Inevitable?:

Glosten, Lawrence R.
The Journal of Finance. 49 (1994) 4 - p. 1127-1161 , 1994

Link: https://www.jstor.org/st..

10

On the Relation between the Expected Value and the Volatili..:

Glosten, Lawrence R. ; Jagannathan, Ravi ; Runkle, David E.
The Journal of Finance. 48 (1993) 5 - p. 1779-1801 , 1993

Link: https://www.jstor.org/st..

11

Insider Trading, Liquidity, and the Role of the Monopolist ..:

Glosten, Lawrence R.
The Journal of Business. 62 (1989) 2 - p. 211-235 , 1989

Link: https://www.jstor.org/st..

12

Economic Significance of Predictable Variations in Stock In..:

Breen, William ; Glosten, Lawrence R. ; Jagannathan, Ravi
The Journal of Finance. 44 (1989) 5 - p. 1177-1189 , 1989

Link: https://www.jstor.org/st..

13

Estimating the components of the bid/ask spread:

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

Link: https://doi.org/10.1016/..

14

Components of the Bid-Ask Spread and the Statistical Proper..:

Glosten, Lawrence R.
The Journal of Finance. 42 (1987) 5 - p. 1293-1307 , 1987

Link: https://www.jstor.org/st..

15

Bid, ask and transaction prices in a specialist market with..:

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

Link: https://doi.org/10.1016/..