Paul H. Schultz

University of Notre Dame - Department of Finance

Professor

P.O. Box 399

Notre Dame, IN 46556-0399

United States

  • University of Notre Dame - Department of Finance

    • Email
    • Tel: 219-631-3338
    • Fax: 219-631-5255
SCHOLARLY PAPERS

27

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188

CROSSREF CITATIONS

140

Scholarly Papers (27)

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1.

A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices

Journal of Finance, Forthcoming
Number of pages: 54 Posted: 17 Mar 2008 Last Revised: 14 Jul 2011
Shane A. Corwin and Paul H. Schultz
University of Notre Dame - Mendoza College of Business and University of Notre Dame - Department of Finance
Downloads 2,568 (4,998)
Citation 21

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bid-ask spreads, event studies, high prices, low prices

2.

Mispricing of Dual-Class Shares: Profit Opportunities, Arbitrage, and Trading

EFA 2009 Bergen Meetings Paper
Number of pages: 60 Posted: 06 Feb 2009 Last Revised: 02 Nov 2009
Paul H. Schultz and Sophie Shive
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 1,986 (7,702)
Citation 12

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Dual-class shares, arbitrage, mispricing

3.

Pseudo Market Timing and the Long-Run Performance of Ipos

University of Notre Dame Working Paper
Number of pages: 50 Posted: 21 Sep 2001
Paul H. Schultz
University of Notre Dame - Department of Finance
Downloads 1,367 (14,117)
Citation 9

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Initial public offerings, market efficiency, seasoned equity offerings, long-run performance

4.

The Role of IPO Underwriting Syndicates: Pricing, Information Production, and Underwriter Competition

AFA 2004 San Diego Meetings
Number of pages: 49 Posted: 07 May 2003
Shane A. Corwin and Paul H. Schultz
University of Notre Dame - Mendoza College of Business and University of Notre Dame - Department of Finance
Downloads 1,147 (18,444)
Citation 42

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Initial Public Offering, Syndicates, Underpricing, Information Production

5.

Do the Individuals Closest to Internet Firms Believe They are Overvalued?

Number of pages: 49 Posted: 16 Aug 2000
Paul H. Schultz and Mir A. Zaman
University of Notre Dame - Department of Finance and University of Northern Iowa - Department of Finance
Downloads 899 (26,359)
Citation 11

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Internet, IPOs, underwriting, mergers

6.

Options and the Bubble

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 3081
Number of pages: 46 Posted: 03 Aug 2004
Robert H. Battalio and Paul H. Schultz
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 754 (33,637)
Citation 41

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7.

The Market for Market-Making

Number of pages: 51 Posted: 13 Jun 2000
Paul H. Schultz
University of Notre Dame - Department of Finance
Downloads 691 (37,909)
Citation 3

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8.

Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets

Number of pages: 65 Posted: 12 Jan 2010
Robert H. Battalio and Paul H. Schultz
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 553 (50,812)
Citation 42

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equity option markets, short sales, hedging, bid ask spreads

9.

Downward Sloping Demand Curves, the Supply of Shares, and the Collapse of Internet Stock Prices

AFA 2007 Chicago Meetings Paper
Number of pages: 36 Posted: 15 Mar 2006
Paul H. Schultz
University of Notre Dame - Department of Finance
Downloads 411 (73,491)
Citation 4

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internet bubble, ipos, lock-up expiration, short-selling

10.

Liquidity: Urban Versus Rural Firms

Number of pages: 48 Posted: 30 Sep 2004
Tim Loughran and Paul H. Schultz
University of Notre Dame and University of Notre Dame - Department of Finance
Downloads 274 (115,606)
Citation 37

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Liquidity, trading costs, geographic location, spreads, volume

11.

Market Declines: What is Accomplished by Banning Short-Selling?

Current Issues in Economics and Finance, Vol. 18, No. 5, 2012
Number of pages: 7 Posted: 14 Aug 2012
Robert H. Battalio, Hamid Mehran and Paul H. Schultz
University of Notre Dame - Department of Finance, Independent and University of Notre Dame - Department of Finance
Downloads 263 (120,648)
Citation 3

Abstract:

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short selling, down grade

12.

Rational Cross-Sectional Differences in Market Efficiency: Evidence from Mutual Fund Returns

Number of pages: 54 Posted: 15 Nov 2007 Last Revised: 10 Feb 2008
Paul H. Schultz
University of Notre Dame - Department of Finance
Downloads 246 (129,317)

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market efficiency, mutual funds, growth stocks, small stocks, internet bubble

13.

Pseudo Market Timing and the Stationarity of the Event-Generating Process

Number of pages: 16 Posted: 30 Apr 2004
Paul H. Schultz
University of Notre Dame - Department of Finance
Downloads 245 (129,861)
Citation 15

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Market efficiency, endogenous event, IPO, long-run performance

14.

Liquidity in a Market for Unique Assets: Specified Pool and TBA Trading in the Mortgage Backed Securities Market

Number of pages: 67 Posted: 13 Dec 2015 Last Revised: 03 Sep 2016
Pengjie Gao, Paul H. Schultz and Zhaogang Song
University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Finance and Johns Hopkins University - Carey Business School
Downloads 242 (131,469)
Citation 5

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mortgage backed securities, OTC Market, Liquidity

15.

Market Declines: Is Banning Short Selling the Solution?

FRB of New York Staff Report No. 518
Number of pages: 20 Posted: 07 Oct 2011 Last Revised: 18 Sep 2012
Robert H. Battalio, Hamid Mehran and Paul H. Schultz
University of Notre Dame - Department of Finance, Independent and University of Notre Dame - Department of Finance
Downloads 202 (156,310)
Citation 2

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short selling, down grade

16.

Residential Real Estate Investments and Investor Characteristics

Number of pages: 41 Posted: 03 Oct 2019
Walter D'Lima and Paul H. Schultz
Old Dominion University and University of Notre Dame - Department of Finance
Downloads 23 (523,405)

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real estate investors, residential market, characteristics, investments

17.

How Wall Street Investors Rescued the Market for Single Family Homes

Number of pages: 35 Posted: 01 Oct 2019
Walter D'Lima and Paul H. Schultz
Old Dominion University and University of Notre Dame - Department of Finance
Downloads 21 (535,306)

Abstract:

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institutional investor, residential market

18.

Trading Methods and Trading Costs for Agency Mortgage Backed Securities

Journal of Investment Management, Forthcoming
Posted: 16 Jun 2018
Pengjie Gao, Paul H. Schultz and Zhaogang Song
University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Finance and Johns Hopkins University - Carey Business School

Abstract:

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MBS; Trading; Transaction Costs

19.

Pseudo Market Timing and the Long-Run Underperformance of Ipos

Journal of Finance, Vol. 58, pp. 483-518, April 2003
Posted: 09 Oct 2003
Paul H. Schultz
University of Notre Dame - Department of Finance

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20.

Weather, Stock Returns, and the Impact of Localized Trading

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 26 May 2003
Tim Loughran and Paul H. Schultz
University of Notre Dame and University of Notre Dame - Department of Finance

Abstract:

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market efficiency, weather, location, behavioral finance, intraday volume

21.

Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ Securities

JOURNAL OF BUSINESS, Vol 68 No 1, January 1995
Posted: 11 May 2000
K.C. Chan, William G. Christie and Paul H. Schultz
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Vanderbilt University - Finance and University of Notre Dame - Department of Finance

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22.

Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?

JOURNAL OF FINANCE, VOL. 49, NO. 5, December 1994
Posted: 02 May 2000
William G. Christie, Jeffrey H. Harris and Paul H. Schultz
Vanderbilt University - Finance, American University - Department of Finance and Real Estate and University of Notre Dame - Department of Finance

Abstract:

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23.

Why Do NASDAQ Market Makers Avoid Odd-Eighth Quotes?

JOURNAL OF FINANCE, VOL. 49, NO. 5, December 1994
Posted: 02 May 2000
William G. Christie and Paul H. Schultz
Vanderbilt University - Finance and University of Notre Dame - Department of Finance

Abstract:

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24.

Regulatory and Legal Pressures and the Costs of NASDAQ Trading

Posted: 19 Dec 1998
Paul H. Schultz
University of Notre Dame - Department of Finance

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25.

Corporate Bond Trading Costs and Practices: A Peek Behind the Curtain

Posted: 09 Dec 1998
Paul H. Schultz
University of Notre Dame - Department of Finance

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26.

The Trading Profits of Soes Bandits

Journal of Financial Economics, Vol. 50, No. 2, Oct. 1998
Posted: 30 Oct 1998
Jeffrey H. Harris and Paul H. Schultz
American University - Department of Finance and Real Estate and University of Notre Dame - Department of Finance

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27.

The Costs of Trading NASDAQ Issues: The Impact of Limit Orders and Ecn Quotes

Posted: 10 Feb 1998
Michael J. Barclay, William G. Christie, Jeffrey H. Harris, Eugene Kandel and Paul H. Schultz
University of Rochester - Simon School (Deceased), Vanderbilt University - Finance, American University - Department of Finance and Real Estate, Hebrew University of Jerusalem - Department of Economics and University of Notre Dame - Department of Finance

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