David Goldreich

University of Toronto - Rotman School of Management

Associate Professor of Finance

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

  • University of Toronto - Rotman School of Management

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    • Tel: 416-946-0833
SCHOLARLY PAPERS

11

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Top 4,411

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190

Scholarly Papers (11)

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1.

Investor Sentiment and Pre-Ipo Markets

AFA 2005 Philadelphia Meetings, EFA 2005 Moscow Meetings Paper
Number of pages: 36 Posted: 03 Aug 2005
Alexander Ljungqvist, Alexander Ljungqvist, Francesca Cornelli and David Goldreich
Centre for Economic Policy Research (CEPR)Swedish House of Finance, London Business School and University of Toronto - Rotman School of Management
Downloads 1,388 (28,734)
Citation 59

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Investor sentiment, IPOs, grey markets

2.

Bookbuilding and Strategic Allocation

IFA Working Paper No. 286-1999
Number of pages: 48 Posted: 15 Apr 1999
Francesca Cornelli and David Goldreich
London Business School and University of Toronto - Rotman School of Management
Downloads 924 (51,576)
Citation 70

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3.

The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market

Downloads 687 (76,369)
Citation 19

The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market

Number of pages: 41 Posted: 07 Mar 2002
David Goldreich, Bernd Hanke and Purnendu Nath
University of Toronto - Rotman School of Management, London Business School - Institute of Finance and Accounting and London Business School
Downloads 653 (80,344)
Citation 9

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Liquidity, Asset Pricing

The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market

Number of pages: 43 Posted: 17 Jul 2003
David Goldreich, Bernd Hanke and Purnendu Nath
University of Toronto - Rotman School of Management, London Business School - Institute of Finance and Accounting and London Business School
Downloads 34 (904,837)
Citation 10
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Liquidity, asset pricing

4.

Bookbuilding: How Informative is the Order Book

Number of pages: 46 Posted: 03 May 2001
Francesca Cornelli and David Goldreich
London Business School and University of Toronto - Rotman School of Management
Downloads 560 (99,019)
Citation 10

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5.

When Smaller Menus Are Better: Variability in Menu-Setting Ability

Downloads 344 (174,790)
Citation 3

When Smaller Menus Are Better: Variability in Menu-Setting Ability

Management Science 59, no. 11 (2013): 2518–2535, Harvard Business School Strategy Unit Working Paper No. 11-086
Number of pages: 32 Posted: 18 Feb 2011 Last Revised: 04 Jul 2019
David Goldreich and Hanna Halaburda
University of Toronto - Rotman School of Management and New York University (NYU) - Leonard N. Stern School of Business
Downloads 188 (317,855)

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menu, menu setting, choice, pension plans, 401(k)

When Smaller Menus are Better: Variability in Menu-Setting Ability

Management Science 59, no. 11 (2013): 2518–2535
Number of pages: 32 Posted: 17 Mar 2012 Last Revised: 04 Jul 2019
David Goldreich and Hanna Halaburda
University of Toronto - Rotman School of Management and New York University (NYU) - Leonard N. Stern School of Business
Downloads 156 (374,731)
Citation 3

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menu, menu setting, choice, pension plans, 401(k)

6.

Underpricing in Discriminatory and Uniform-Price Treasury Auctions

Downloads 284 (214,164)
Citation 11

Underpricing in Discriminatory and Uniform-Price Treasury Auctions

Number of pages: 49 Posted: 03 Oct 2003
David Goldreich
University of Toronto - Rotman School of Management
Downloads 266 (227,466)
Citation 7

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Treasury auctions, bonds, underpricing

Underpricing in Discriminatory and Uniform-Price Treasury Auctions

Number of pages: 52 Posted: 12 Dec 2003
David Goldreich
University of Toronto - Rotman School of Management
Downloads 18 (1,072,603)
Citation 4
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7.

Behavioral Biases of Dealers in U.S. Treasury Auctions

Number of pages: 40 Posted: 13 May 2004
David Goldreich
University of Toronto - Rotman School of Management
Downloads 209 (289,129)
Citation 6

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Behavioral finance, bounded rationality, treasury bills, auctions

8.

Investor Sentiment and Pre-Issue Markets

Downloads 183 (326,411)

Investor Sentiment and Pre-Issue Markets

NYU Working Paper No. FIN-04-011
Number of pages: 48 Posted: 03 Nov 2008
Francesca Cornelli, David Goldreich, Alexander Ljungqvist and Alexander Ljungqvist
London Business School, University of Toronto - Rotman School of Management and Centre for Economic Policy Research (CEPR)Swedish House of Finance
Downloads 147 (393,898)

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Investor Sentiment and Pre-Issue Markets

CEPR Discussion Paper No. 4448
Number of pages: 51 Posted: 27 Jul 2004
Francesca Cornelli, Alexander Ljungqvist, Alexander Ljungqvist and David Goldreich
London Business School, Centre for Economic Policy Research (CEPR)Swedish House of Finance and University of Toronto - Rotman School of Management
Downloads 36 (886,823)
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Investor sentiment, IPOs, grey markets

9.

Initiating Bargaining

Downloads 160 (366,863)

Initiating Bargaining

Review of Economic Studies, Forthcoming
Number of pages: 42 Posted: 25 Oct 2007 Last Revised: 16 Aug 2015
David Goldreich and Lukasz Pomorski
University of Toronto - Rotman School of Management and AQR Capital Management, LLC
Downloads 156 (374,731)

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bargaining, negotiations, poker

When is Bargaining Successful? Negotiated Division of Tournament Prizes

CEPR Discussion Paper No. DP6556
Number of pages: 51 Posted: 05 Jun 2008
David Goldreich and Lukasz Pomorski
University of Toronto - Rotman School of Management and AQR Capital Management, LLC
Downloads 4 (1,248,710)
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Bargaining, Negotiations, Poker

10.

Bookbuilding: How Informative is the Order Book?

Downloads 23 (983,634)
Citation 12

Bookbuilding: How Informative is the Order Book?

Number of pages: 50 Posted: 29 Jun 2001
Francesca Cornelli and David Goldreich
London Business School and University of Toronto - Rotman School of Management
Downloads 23 (1,014,547)
Citation 12
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Bookbuilding, IPOs, equity issues

Bookbuilding: How Informative is the Order Book?

Posted: 04 Nov 2003
Francesca Cornelli and David Goldreich
London Business School and University of Toronto - Rotman School of Management

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11.

Pre-Ipo Markets

EFA 2003 Annual Conference Paper No. 968
Posted: 20 Jul 2003
Francesca Cornelli, Alexander Ljungqvist, Alexander Ljungqvist and David Goldreich
London Business School, Centre for Economic Policy Research (CEPR)Swedish House of Finance and University of Toronto - Rotman School of Management

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