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

    • Email
    • Tel: 416-946-0833
SCHOLARLY PAPERS

11

DOWNLOADS
Rank 19,433

SSRN RANKINGS

Top 19,433

in Total Papers Downloads

4,577

SSRN CITATIONS
Rank 4,226

SSRN RANKINGS

Top 4,226

in Total Papers Citations

182

CROSSREF CITATIONS

214

Scholarly Papers (11)

Actions:
Email selected abstracts
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 1,346 (25,899)
Citation 50

Abstract:

Loading...

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 907 (45,582)
Citation 63

Abstract:

Loading...

3.

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

Downloads 663 (69,275)
Citation 57

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 632 (72,702)
Citation 9

Abstract:

Loading...

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 31 (810,410)
Citation 10
  • Add to Cart

Abstract:

Loading...

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 543 (88,941)
Citation 9

Abstract:

Loading...

5.

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

Downloads 317 (165,116)
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 179 (286,620)

Abstract:

Loading...

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 138 (356,980)
Citation 3

Abstract:

Loading...

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

6.

Underpricing in Discriminatory and Uniform-Price Treasury Auctions

Downloads 267 (197,210)
Citation 36

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 252 (207,962)
Citation 7

Abstract:

Loading...

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 15 (963,381)
Citation 4
  • Add to Cart

Abstract:

Loading...

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 199 (261,165)
Citation 6

Abstract:

Loading...

Behavioral finance, bounded rationality, treasury bills, auctions

8.

Investor Sentiment and Pre-Issue Markets

Downloads 166 (307,708)
Citation 3

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 140 (354,989)

Abstract:

Loading...

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 26 (854,067)
  • Add to Cart

Abstract:

Loading...

Investor sentiment, IPOs, grey markets

9.

Initiating Bargaining

Downloads 151 (331,521)

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 147 (339,435)

Abstract:

Loading...

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 (1,069,573)
  • Add to Cart

Abstract:

Loading...

Bargaining, Negotiations, Poker

10.

Bookbuilding: How Informative is the Order Book?

Downloads 18 (901,871)
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 18 (932,076)
Citation 12
  • Add to Cart

Abstract:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...