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Glosten, L R
54  Ergebnisse:
Personensuche X
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1

A contingent claim approach to performance evaluation:

Glosten, L.R. ; Jagannathan, R.
Journal of Empirical Finance.  1 (1994)  2 - p. 133-160 , 1994
Link: https://doi.org/10.1016/..
 
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2

Day Traders, Noise, and Cost of Immediacy 

NBER working paper series, no. w31127
Dalvi, Manoj ; Deuskar, Prachi ; Glosten, Lawrence R. , 2023
Link: https://www.nber.org/pap..
 
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3

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..
 
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4

Spoofing and its Regulation:

Fox, Merritt B. ; Glosten, Lawrence R. ; Guan, Sue S.
Columbia Business Law Review, Forthcoming.  , 2021
Link: https://ssrn.com/abstrac..
 
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5

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..
 
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6

The new stock market: law, economics, and policy:

Fox, Merritt B ; Glosten, Lawrence R ; Rauterberg, Gabriel V , 2019
Link: https://search.ebscohost..
 
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7

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/..
 
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8

Naked Open-Market Manipulation and Its Effects:

, In: Global Algorithmic Capital Markets,
Fox, Merritt B. ; Glosten, Lawrence R. ; Rauterberg, Gabriel V. - p. 199-231 , 2018
Link: https://doi.org/10.1093/..
 
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9

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/..
 
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10

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..
 
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11

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/..
 
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12

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/..
 
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13

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..
 
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14

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..
 
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15

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..
 
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