.
Saar, Gideon's
Scholarly Papers
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column.
Aggregate Statistics
Total 12,660
Total Citations 763
1.
Hasbrouck, Joel New York University (NYU) - Department of Finance
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
22 Oct 10
Last Revised:
17 Jan 13
2,659(1,713)
44
low latency, high frequency trading, HFT, market quality, algorithmic trading, algorithms
2.
Kaniel, Ron University of Rochester - Simon Graduate School of Business
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Titman, Sheridan University of Texas at Austin - Department of Finance
1,719(3,645)
139
Individual investor sentiment, return predictability, behavioral finance, liquidity provision, NYSE, contrarian, market efficiency
3.
Dynamic Volume-Return Relation of Individual Stocks
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Llorente, Guillermo Universidad Autonoma de Madrid
Michaely, Roni Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
25 Oct 00
Last Revised:
22 Oct 10
1,096(7,974)
80
Llorente, Guillermo Universidad Autonoma de Madrid
Michaely, Roni Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
97
80
Llorente, Guillermo Universidad Autonoma de Madrid
Michaely, Roni Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
59
3
Llorente, Guillermo Universidad Autonoma de Madrid
Michaely, Roni Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
940
3
4.
Individual Investor Trading and Return Patterns Around Earnings Announcements
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Kaniel, Ron University of Rochester - Simon Graduate School of Business
Liu, Shuming San Francisco State University
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Titman, Sheridan University of Texas at Austin - Department of Finance
Posted:
23 Jan 09
Last Revised:
14 Mar 11
957(9,919)
21
Kaniel, Ron University of Rochester - Simon Graduate School of Business
Liu, Shuming San Francisco State University
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Titman, Sheridan University of Texas at Austin - Department of Finance
3
21
earnings announcement, individual investors
Kaniel, Ron University of Rochester - Simon Graduate School of Business
Liu, Shuming San Francisco State University
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Titman, Sheridan University of Texas at Austin - Department of Finance
Posted:
16 Feb 09
Last Revised:
02 Jan 11
643
21
individual investors, earnings, liquidity, private information
Kaniel, Ron University of Rochester - Simon Graduate School of Business
Liu, Shuming San Francisco State University
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Titman, Sheridan University of Texas at Austin - Department of Finance
Posted:
23 Jan 09
Last Revised:
02 Jan 11
311
21
5.
Limit Orders and Volatility in a Hybrid Market: The Island ECN
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Hasbrouck, Joel New York University (NYU) - Department of Finance
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
26 Jul 02
Last Revised:
03 Nov 08
803(13,050)
39
Hasbrouck, Joel New York University (NYU) - Department of Finance
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
86
39
Hasbrouck, Joel New York University (NYU) - Department of Finance
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
717
39
Island ECN, electronic communications networks, alternative trading systems, limit order book, volatility, limit orders, market microstructure, hidden orders, fleeting orders
6.
How Noise Trading Affects Markets: An Experimental Analysis
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Bloomfield, Robert J. Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
20 Jun 07
Last Revised:
29 Jul 10
745(14,579)
18
Bloomfield, Robert J. Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
0
D03, G12, G14
Bloomfield, Robert J. Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
745
18
noise traders, liquidity traders, informed traders, experiments, experimental markets, market microstructure, informational efficiency, liquidity, transaction tax, Tobin tax
7.
Bloomfield, Robert J. Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
737(14,818)
78
Market microstructure, experimental economics, experiments, electronic markets, limit order book, liquidity, continuous auctions, limit orders, trading strategies, informed traders, information asymmetry
8.
Individual Investor Sentiment and Stock Returns
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Kaniel, Ron University of Rochester - Simon Graduate School of Business
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Titman, Sheridan University of Texas at Austin - Department of Finance
Posted:
03 Nov 08
Last Revised:
16 Dec 08
734(14,913)
139
Kaniel, Ron University of Rochester - Simon Graduate School of Business
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Titman, Sheridan University of Texas at Austin - Department of Finance
200
139
Kaniel, Ron University of Rochester - Simon Graduate School of Business
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Titman, Sheridan University of Texas at Austin - Department of Finance
473
139
Kaniel, Ron University of Rochester - Simon Graduate School of Business
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Titman, Sheridan University of Texas at Austin - Department of Finance
61
139
9.
Lifting the Veil: An Analysis of Pre-Trade Transparency at the Nyse
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Boehmer, Ekkehart EDHEC Business School
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Yu, Lei University of Notre Dame
Posted:
09 Apr 03
Last Revised:
16 Dec 08
700(15,995)
54
Boehmer, Ekkehart EDHEC Business School
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Yu, Lei University of Notre Dame
46
54
Boehmer, Ekkehart EDHEC Business School
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Yu, Lei University of Notre Dame
0
Market microstructure, informational efficiency, liquidity, market design, New York Stock Exchange, OpenBook, transparency, trading strategies, limit orders, specialists
Boehmer, Ekkehart EDHEC Business School
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Yu, Lei University of Notre Dame
654
54
Market microstructure, informational efficiency, liquidity, market design, New York Stock Exchange, OpenBook, transparency, trading strategies, limit orders, specialists
10.
Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation
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Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
11 Dec 00
Last Revised:
29 Jul 10
642(18,096)
48
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
71
48
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
0
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
0
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
571
48
Market microstructure, institutional trading, permanent price impact, block trades, information asymmetry
11.
Hasbrouck, Joel New York University (NYU) - Department of Finance
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
20 Jun 07
Last Revised:
30 Apr 08
501(25,427)
37
fleeting orders, INET, limit orders, ECN, trading strategies, hidden liquidity, dark liquidity, supplying liquidity, demanding liquidity, technology, active trading, market fragmentation, duration analysis, survival analysis, limit order cancellation, proportional hazards model
12.
Hidden Liquidity: Some New Light on Dark Trading
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Bloomfield, Robert J. Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
06 Dec 11
Last Revised:
28 Jun 12
390(35,139)
2
Bloomfield, Robert J. Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
11 Mar 12
Last Revised:
28 Jun 12
134
2
transparency, dark liquidity, hidden liquidity, iceberg markets, experiments, liquidity, informational efficiency, market microstructure
Bloomfield, Robert J. Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
06 Dec 11
Last Revised:
12 Mar 12
256
2
13.
Linnainmaa, Juhani T. University of Chicago - Booth School of Business
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
28 Jan 10
Last Revised:
17 Oct 11
346(40,696)
5
14.
Asset Returns and the Listing Choice of Firms
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Baruch, Shmuel University of Utah - Department of Finance
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
19 Mar 04
Last Revised:
29 Jul 10
216(69,163)
5
Baruch, Shmuel University of Utah - Department of Finance
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
0
G12, G14, G30
Baruch, Shmuel University of Utah - Department of Finance
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
20
5
Baruch, Shmuel University of Utah - Department of Finance
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
196
5
Listing, exchanges, market microstructure, information asymmetry, return patterns, corporate decision making, NYSE, NASDAQ
15.
Bloomfield, Robert J. Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
201(74,407)
16.
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Yu, Lei University of Notre Dame
Posted:
03 Nov 08
Last Revised:
15 Jan 11
97(138,029)
5
17.
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
77(160,046)
17
18.
Bloomfield, Robert J. Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
40(219,818)
32
19.
Easley, David Cornell University - Department of Economics
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management
Stock splits, market microstructure, information asymmetry, optimal tick size, trading range
