Hans R. Stoll

Vanderbilt University - Finance

Professor

401 21st Avenue South

Nashville, TN 37203

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 4,522

SSRN RANKINGS

Top 4,522

in Total Papers Downloads

8,889

CITATIONS
Rank 3,970

SSRN RANKINGS

Top 3,970

in Total Papers Citations

205

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 3,429 (2,860)
Citation 4

Abstract:

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

2.
Downloads 1,722 ( 9,207)
Citation 68

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 1,078 (18,886)
Citation 65

Abstract:

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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 644 (39,094)

Abstract:

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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 1,639 (9,969)

Abstract:

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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 855 (26,952)
Citation 9

Abstract:

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Ex-dividend, call option exercise, dividend spread

5.

Stock Option Contract Adjustments: The Case of Special Dividends

Number of pages: 42 Posted: 15 Nov 2009 Last Revised: 17 Nov 2012
Independent, Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 542 (49,685)

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

6.

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
Independent and Vanderbilt University - Finance
Downloads 293 (102,862)

Abstract:

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

7.

Are Order Imbalances Indicative of Private Information?

Number of pages: 45 Posted: 15 Mar 2012
Sukwon Thomas Kim and Hans R. Stoll
Independent and Vanderbilt University - Finance
Downloads 147 (197,668)
Citation 1

Abstract:

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order imbalance, information, market efficiency

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 144 (201,036)

Abstract:

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market structure, trading costs, look-back trading option

9.

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 94 (274,617)

Abstract:

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execution quallity, effective spread, market orders

10.

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 23 (501,923)

Abstract:

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

11.

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 Haskayne School of Business, University of Calgary
Downloads 1 (649,206)
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Abstract:

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12.

Commodity Index Investing: Speculation or Diversification?

Posted: 22 May 2019
Hans R. Stoll and Robert E. Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance

Abstract:

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commodity index investing, speculation, futures prices

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

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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

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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

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