Hans R. Stoll

Vanderbilt University - Finance

Professor

401 21st Avenue South

Nashville, TN 37203

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 3,645

SSRN RANKINGS

Top 3,645

in Total Papers Downloads

8,604

CITATIONS
Rank 5,399

SSRN RANKINGS

Top 5,399

in Total Papers Citations

95

Scholarly Papers (15)

1.

Energy Shocks and Financial Markets

Journal of Futures Markets, Vol. 16, No. 1, pp. 1-27, 1996
Number of pages: 38 Posted: 16 May 2006
Roger D. Huang, Ronald W. Masulis and Hans R. Stoll
University of Notre Dame, University of New South Wales - Australian School of Business and Vanderbilt University - Finance
Downloads 2,274 (2,714)
Citation 27

Abstract:

Energy shocks, oil futures, oil price dynamics, stock price index dynamics, VAR model, return volatility

2.
Downloads 1,300 ( 11,193)
Citation 27

Commodity Index Investing and Commodity Futures Prices

Number of pages: 69 Posted: 25 Sep 2009
Hans R. Stoll and Robert E. Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 1,030 (15,777)
Citation 27

Abstract:

commodity index investing, excessive speculation, investment flows, index rolls

Commodity Index Investing and Commodity Futures Prices

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 20, No. 1, 2010
Number of pages: 40 Posted: 04 Dec 2015
Hans R. Stoll and Robert E. Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 270 (91,300)
Citation 27

Abstract:

3.

Electronic Trading in Stock Markets

Journal of Economic Perspectives, Vol. 20, No. 1, Winter 2006
Number of pages: 31 Posted: 01 Jun 2006
Hans R. Stoll
Vanderbilt University - Finance
Downloads 1,278 (8,060)
Citation 14

Abstract:

stock markets, ECN, bid-ask spreads

4.

Failure to Exercise Call Options: An Anomaly and a Trading Game

Number of pages: 52 Posted: 20 Mar 2007
Indiana University - Kelley School of Business - Department of Finance, Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 734 (22,556)
Citation 8

Abstract:

Ex-dividend, call option exercise, dividend spread

5.

Commodity Index Investing: Speculation or Diversification?

Number of pages: 27 Posted: 05 Jul 2010
Hans R. Stoll and Robert E. Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 656 (25,576)
Citation 5

Abstract:

commodity index investing, speculation, futures prices

6.

Stock Option Contract Adjustments: The Case of Special Dividends

Number of pages: 42 Posted: 15 Nov 2009 Last Revised: 17 Nov 2012
Vanderbilt University - Finance, Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 487 (42,897)
Citation 1

Abstract:

stock option, special dividend, contract adjustment, displaced diffusion process, nested binomial lattices

7.

Is Order Imbalance Related to Information?

Number of pages: 47 Posted: 05 May 2008 Last Revised: 23 Nov 2012
Sukwon Thomas Kim and Hans R. Stoll
University of California, Riverside and Vanderbilt University - Finance
Downloads 247 (94,767)

Abstract:

Order imbalance, earnings, information, trading pressure, earnings surprise

8.

Trades Outside the Quotes: Reporting Delay, Trading Option, or Trade Size?

Journal of Financial Economics, Vol. 79, 2006
Number of pages: 57 Posted: 01 Jun 2006
Hans R. Stoll and Christoph Schenzler
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 124 (173,746)
Citation 11

Abstract:

market structure, trading costs, look-back trading option

9.

Are Order Imbalances Indicative of Private Information?

Number of pages: 45 Posted: 15 Mar 2012
Sukwon Thomas Kim and Hans R. Stoll
University of California, Riverside and Vanderbilt University - Finance
Downloads 111 (179,045)

Abstract:

order imbalance, information, market efficiency

10.

Execution Quality on the NYSE: The Effect of Time Delay

BOERSEN, BANKEN UND KAPITALMAERKTE: FESTSCHRIFT FUER HARTMUT SCHMIDT, Wolfgang, Bessler ed., Duncker & Humblot, 2006
Number of pages: 29 Posted: 15 Nov 2006
Hans R. Stoll
Vanderbilt University - Finance
Downloads 87 (231,137)

Abstract:

execution quallity, effective spread, market orders

11.

Regulation of Financial Markets: A Focused Approach

Multinational Finance Journal, Vol. 2, No. 2, p. 87–99, 1998,
Number of pages: 13 Posted: 17 Jul 2015
Hans R. Stoll
Vanderbilt University - Finance
Downloads 13 (453,788)
Citation 2

Abstract:

bank regulation, financial regulation, offshore offerings, Security and Exchange Commission

12.

Dynamic Financial System: Complexity, Fragility and Regulatory Principles

Financial Markets, Institutions & Instruments, Vol. 22, Issue 1, pp. 1-42, 2013
Number of pages: 42 Posted: 17 Jan 2013
Thomas S.Y. Ho, Hans R. Stoll and Miguel Palacios
Global Advanced Technology Corp, Vanderbilt University - Finance and Vanderbilt University – Finance
Downloads 1 (536,391)

Abstract:

13.

Perspectives: Future of Securities Markets: Competition or Consolidation?

Financial Analysts Journal, Vol. 64, No. 6, 2008
Posted: 17 Dec 2008
Hans R. Stoll
Vanderbilt University - Finance

Abstract:

Financial Markets, Market Structure and Organizations

14.

Market Fragmentation

Financial Analysts Journal, Vol. 57, No. 4, July/August 2001
Posted: 11 Oct 2001
Hans R. Stoll
Vanderbilt University - Finance

Abstract:

15.

Dealer Versus Auction Markets: A Paired Comparison Of Execution Costs On Nasdaq and the NYSE

Working Paper 95-16
Posted: 26 Aug 1998
Roger D. Huang and Hans R. Stoll
University of Notre Dame and Vanderbilt University - Finance

Abstract: