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Schwartz, Robert A.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,130 |
Total
Citations
199 |
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1.
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Quote Setting and Price Formation in an Order Driven Market
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Handa, Puneet
University of Iowa - Department of Finance Schwartz, Robert A.
Baruch College - CUNY Tiwari, Ashish
University of Iowa
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Posted:
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05 Jul 99
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Last Revised:
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24 Sep 02
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861
(11,702)
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36
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Tiwari, Ashish
University of Iowa Schwartz, Robert A.
Baruch College - CUNY Handa, Puneet
University of Iowa - Department of Finance
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Price Formation, Order driven market, Limit order trading
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Handa, Puneet
University of Iowa - Department of Finance Schwartz, Robert A.
Baruch College - CUNY Tiwari, Ashish
University of Iowa
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861
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2.
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Schwartz, Robert A.
Baruch College - CUNY
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675
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3
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3.
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Francioni, Reto
Deutsche Börse AG Hazarika, Sonali
Baruch College, CUNY Schwartz, Robert A.
Baruch College - CUNY Reck, Martin
Deutsche Börse AG
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04 Mar 08
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Last Revised:
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02 Oct 08
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437
(30,380)
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microstructure
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4.
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Paroush, Jacob
Bar Ilan University - Department of Economics Schwartz, Robert A.
Baruch College - CUNY Wolf, Avner
Baruch College
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360
(38,693)
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2
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5.
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Schwartz, Robert A.
Baruch College - CUNY Sarkar, Asani
Federal Reserve Bank of New York
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279
(52,311)
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13
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Trade initiation, sidedness, asymmetric information, heterogeneous beliefs, differential information, demand for immediacy, earnings, macroecnomic announcements, merger news
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6.
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Paroush, Jacob
Bar Ilan University - Department of Economics Schwartz, Robert A.
Baruch College - CUNY Wolf, Avner
Baruch College
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221
(67,429)
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1
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Trading, price discovery, volatility, equity markets, divergent expectations, adaptive valuations, and market structure
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7.
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Handa, Puneet
University of Iowa - Department of Finance Schwartz, Robert A.
Baruch College - CUNY Tiwari, Ashish
University of Iowa
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217
(68,724)
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1
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Price impact, order timing, trading floor
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8.
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The Economic Value of a Trading Floor: Evidence from the American Stock Exchange
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Tiwari, Ashish
University of Iowa Schwartz, Robert A.
Baruch College - CUNY Handa, Puneet
University of Iowa - Department of Finance
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Posted:
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20 Jul 02
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Last Revised:
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24 Sep 02
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209
(71,373)
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7
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Tiwari, Ashish
University of Iowa Schwartz, Robert A.
Baruch College - CUNY Handa, Puneet
University of Iowa - Department of Finance
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0
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Floor trading, Automated trading, Execution costs
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Tiwari, Ashish
University of Iowa Schwartz, Robert A.
Baruch College - CUNY Handa, Puneet
University of Iowa - Department of Finance
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209
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7
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Floor trading, Automated trading, Execution costs
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9.
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Pagano, Michael S.
Villanova University - Villanova School of Business Schwartz, Robert A.
Baruch College - CUNY Peng, Lin
Baruch College/CUNY - Zicklin School of Business
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27 Mar 08
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Last Revised:
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08 Feb 13
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163
(90,732)
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opening price, closing price, price discovery, intra-day volatility, market microstructure, equity markets, call auction, NASDAQ
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10.
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Schwartz, Robert A.
Baruch College - CUNY Sarkar, Asani
Federal Reserve Bank of New York
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152
(96,631)
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3
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two-sided markets, trade clustering, trading motives, equity markets, volatility, trading costs
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11.
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Schwartz, Robert A.
Baruch College - CUNY Weber, Bruce W.
City University of New York (CUNY) - Baruch College
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138
(105,097)
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12.
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Pagano, Michael S.
Villanova University - Villanova School of Business Davis, Paul
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF) Schwartz, Robert A.
Baruch College - CUNY
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126
(113,327)
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market microstructure, asset valuation, heterogeneous expectations, theory
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13.
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Limit Order Trading
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Show Abstracts |
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Versions (2)
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hide multiple versions |
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Handa, Puneet
University of Iowa - Department of Finance Schwartz, Robert A.
Baruch College - CUNY
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Posted:
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19 Mar 97
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Last Revised:
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15 Dec 08
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121
(117,102)
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87
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Handa, Puneet
University of Iowa - Department of Finance Schwartz, Robert A.
Baruch College - CUNY
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121
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87
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Handa, Puneet
University of Iowa - Department of Finance Schwartz, Robert A.
Baruch College - CUNY
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0
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14.
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Economides, Nicholas
New York University - Leonard N. Stern School of Business - Department of Economics Schwartz, Robert A.
Baruch College - CUNY
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86
(149,262)
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19
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15.
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Economides, Nicholas
New York University - Leonard N. Stern School of Business - Department of Economics Schwartz, Robert A.
Baruch College - CUNY
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85
(150,364)
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27
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16.
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Pagano, Michael S.
Villanova University - Villanova School of Business Schwartz, Robert A.
Baruch College - CUNY Davis, Paul
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
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Financial Markets, Market Structure and Organizations, Investment Industry, Future Directions and Sources of Change
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