Lawrence R. Glosten

Columbia Business School - Finance and Economics

S. Sloan Colt Professor of Banking and International Finance

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 5,737

in Total Papers Downloads

7,263

CITATIONS
Rank 9,302

SSRN RANKINGS

Top 9,302

in Total Papers Citations

47

Scholarly Papers (10)

1.

The New Stock Market: Sense and Nonsense

Duke Law Journal, Forthcoming, Columbia Law and Economics Working Paper No. 513, Columbia Business School Research Paper No. 15-32
Number of pages: 62 Posted: 19 Mar 2015
Merritt B. Fox, Lawrence R. Glosten and Gabriel V. Rauterberg
Columbia University - Law School, Columbia Business School - Finance and Economics and University of Michigan Law School
Downloads 3,810 (2,325)

Abstract:

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2.

ETF Activity and Informational Efficiency of Underlying Securities

Columbia Business School Research Paper No. 16-71
Number of pages: 59 Posted: 02 Oct 2016 Last Revised: 05 Jan 2017
Lawrence R. Glosten, Suresh Nallareddy and Yuan Zou
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and Columbia Business School - Accounting, Business Law & Taxation
Downloads 1,040 (19,816)

Abstract:

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ETF, Information Efficiency

3.
Downloads 898 ( 24,646)
Citation 38

A Reconsideration of Tax Shield Valuation

Number of pages: 11 Posted: 28 May 2004
Enrique R. Arzac and Lawrence R. Glosten
Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Downloads 872 (25,283)
Citation 38

Abstract:

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Tax shield valuation, WACC, APV, cost of capital, leveraged beta

A Reconsideration of Tax Shield Valuation

European Financial Management, Vol. 11, No. 4, pp. 453-461, September 2005
Number of pages: 9 Posted: 29 Oct 2005
Enrique R. Arzac and Lawrence R. Glosten
Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Downloads 26 (490,250)
Citation 38
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Short Selling and the News: A Preliminary Report on an Empirical Study

Columbia Law and Economics Working Paper No. 364
Number of pages: 66 Posted: 28 Jan 2010 Last Revised: 17 Jul 2011
Merritt B. Fox, Lawrence R. Glosten and Paul C. Tetlock
Columbia University - Law School, Columbia Business School - Finance and Economics and Columbia Business School - Finance
Downloads 526 (50,069)
Citation 2

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Short Selling

Short Selling and the News: A Preliminary Report on an Empirical Study

New York Law School Law Review, Vol. 54, No. 3, pp. 645-686, 2009-2010
Number of pages: 42 Posted: 27 Oct 2011
Lawrence R. Glosten, Merritt B. Fox and Paul C. Tetlock
Columbia Business School - Finance and Economics, Columbia University - Law School and Columbia Business School - Finance
Downloads 70 (325,701)
Citation 2

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Short Selling and the News: A Preliminary Report on an Empirical Study

New York Law School Law Review, Vol. 54, No. 3, pp. 645-686, 2010
Number of pages: 42 Posted: 22 Oct 2011
Lawrence R. Glosten, Merritt B. Fox and Paul C. Tetlock
Columbia Business School - Finance and Economics, Columbia University - Law School and Columbia Business School - Finance
Downloads 30 (468,463)
Citation 2

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5.

Fleeting Orders

Columbia Business School Research Paper No. 13-43
Number of pages: 34 Posted: 13 Jun 2013
Shmuel Baruch and Lawrence R. Glosten
University of Utah - Department of Finance and Columbia Business School - Finance and Economics
Downloads 457 (60,437)

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market microstructure, liquidity, limit orders, flickering quotes

6.

Strategic Foundation for the Tail Expectation in Limit Order Book Markets

Columbia Business School Research Paper No. 16-34
Number of pages: 32 Posted: 27 Apr 2016
Shmuel Baruch and Lawrence R. Glosten
University of Utah - Department of Finance and Columbia Business School - Finance and Economics
Downloads 165 (176,354)

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competition in schedules, financial markets, limit orders, tail condition, flickering quotes

7.

The Microstructure of Stock Markets

CEPR Discussion Paper No. 3288
Number of pages: 62 Posted: 30 Apr 2002
Bruno Biais, Lawrence R. Glosten and Chester S. Spatt
Centre for Economic Policy Research (CEPR), Columbia Business School - Finance and Economics and Carnegie Mellon University - David A. Tepper School of Business
Downloads 135 (208,042)
Citation 7
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Market microstructure, liquidity, bid-ask spread, market design, transactions costs

8.

Welfare Costs of Informed Trade

AFA 2016 San Francisco Meetings, Columbia Business School Research Paper No. 16-58
Number of pages: 44 Posted: 23 Aug 2016
Lawrence R. Glosten and Tālis J. Putniņš
Columbia Business School - Finance and Economics and University of Technology Sydney (UTS)
Downloads 131 (213,158)

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market microstructure, welfare, liquidity, informed trading, insider trading

9.

High‐Frequency Trading and the New Stock Market: Sense and Nonsense

Journal of Applied Corporate Finance, Vol. 29, Issue 4, pp. 30-44, 2017
Number of pages: 17 Posted: 21 Feb 2018
Merritt B. Fox, Lawrence R. Glosten and Gabriel V. Rauterberg
Columbia University - Law School, Columbia Business School - Finance and Economics and University of Michigan Law School
Downloads 1 (633,036)
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10.

Entrepreneurial Ability, Venture Investments and Risk Sharing

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 17 Nov 2009
Raphael ('Raffi") H. Amit, Lawrence R. Glosten and Eitan Muller
The Wharton School UPENN, Columbia Business School - Finance and Economics and affiliation not provided to SSRN

Abstract:

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Signaling, Agency theory, Risk orientation, Information asymmetry, Behavior (individual), Skills, Firm financing, Early stage financing, Startups, Venture capitalists, Moral hazard problem