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Stoll, Hans R.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
5,408 |
Total
Citations
79 |
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1.
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Huang, Roger D. University of Notre Dame Masulis, Ronald W. University of New South Wales - Australian School of Business Stoll, Hans R. Vanderbilt University - Finance
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1,642
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25
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Energy shocks, oil futures, oil price dynamics, stock price index dynamics, VAR model, return volatility
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2.
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Stoll, Hans R. Vanderbilt University - Finance
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911
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12
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stock markets, ECN, bid-ask spreads
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3.
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Stoll, Hans R. Vanderbilt University - Finance Whaley, Robert E. Vanderbilt University - Finance
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789
(13,584)
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24
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commodity index investing, excessive speculation, investment flows, index rolls
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4.
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Pool, Veronika Krepely Indiana University Bloomington - Department of Finance Stoll, Hans R. Vanderbilt University - Finance Whaley, Robert E. Vanderbilt University - Finance
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664
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5
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Ex-dividend, call option exercise, dividend spread
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5.
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Stoll, Hans R. Vanderbilt University - Finance Whaley, Robert E. Vanderbilt University - Finance
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492
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3
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commodity index investing, speculation, futures prices
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6.
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Barraclough, Kathryn Vanderbilt University - Finance Stoll, Hans R. Vanderbilt University - Finance Whaley, Robert E. Vanderbilt University - Finance
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15 Nov 09
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Last Revised:
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17 Nov 12
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417
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1
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stock option, special dividend, contract adjustment, displaced diffusion process, nested binomial lattices
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7.
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Kim, Sukwon Thomas University of California, Riverside Stoll, Hans R. Vanderbilt University - Finance
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05 May 08
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Last Revised:
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23 Nov 12
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232
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Order imbalance, earnings, information, trading pressure, earnings surprise
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8.
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Stoll, Hans R. Vanderbilt University - Finance Schenzler, Christoph Vanderbilt University - Finance
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114
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8
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market structure, trading costs, look-back trading option
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9.
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Stoll, Hans R. Vanderbilt University - Finance
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79
(159,204)
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execution quallity, effective spread, market orders
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10.
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Kim, Sukwon Thomas University of California, Riverside Stoll, Hans R. Vanderbilt University - Finance
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68
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1
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order imbalance, information, market efficiency
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11.
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Ho, Thomas S.Y. Global Advanced Technology Corp Stoll, Hans R. Vanderbilt University - Finance Palacios, Miguel Vanderbilt University - Owen Graduate School of Management
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0
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12.
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Stoll, Hans R. Vanderbilt University - Finance
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Financial Markets, Market Structure and Organizations
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13.
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Stoll, Hans R. Vanderbilt University - Finance
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14.
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Huang, Roger D. University of Notre Dame Stoll, Hans R. Vanderbilt University - Finance
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Records 1 -
14
of 14 matches
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1
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