Werner Stanzl

Yale University - International Center for Finance

Professor of Finance

Box 208200

New Haven, CT 06520-8200

United States

http://som.yale.edu/~ws69

  • Yale University - International Center for Finance

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    • Tel: 203-436-0666
    • Fax: 203-436-0630
SCHOLARLY PAPERS

4

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Top 17,412

in Total Papers Citations

84

Scholarly Papers (4)

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1.

Price Impact Costs and the Limit of Arbitrage

EFA 2002 Berlin Meetings Presented Paper; Yale ICF Working Paper No. 00-66
Number of pages: 60 Posted: 10 Jul 2002
Zhiwu Chen, Werner Stanzl and Masahiro Watanabe
University of Hong Kong, Faculty of Business Economics (HKU Business School), Yale University - International Center for Finance and University of Alberta - School of Business
Downloads 2,201 (14,721)
Citation 31

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Stock market anomaly, Price-impact function, Arbitrage, Fund size limit

2.

Optimal Liquidity Trading

Downloads 1,727 (21,675)
Citation 23

Optimal Liquidity Trading

EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-21; Yale SOM Working Paper No. ICF - 00-21
Number of pages: 59 Posted: 11 Dec 2000
Gur Huberman and Werner Stanzl
Columbia University - Columbia Business School, Finance and Yale University - International Center for Finance
Downloads 1,727 (21,291)
Citation 23

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Optimal Liquidity Trading

Review of Finance, Vol. 9, Issue 2, pp. 165-200, 2005
Posted: 01 Sep 2008
Gur Huberman and Werner Stanzl
Columbia University - Columbia Business School, Finance and Yale University - International Center for Finance

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3.

Quasi-Arbitrage and Price Manipulation

Number of pages: 62 Posted: 11 Jul 2001
Gur Huberman and Werner Stanzl
Columbia University - Columbia Business School, Finance and Yale University - International Center for Finance
Downloads 906 (55,316)
Citation 26

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4.

Arbitrage-Free Price-Update and Price-Impact Functions

Yale ICF and Yale SOM Working Paper No. 00-20
Number of pages: 49 Posted: 11 Dec 2000
Werner Stanzl and Gur Huberman
Yale University - International Center for Finance and Columbia University - Columbia Business School, Finance
Downloads 793 (66,316)
Citation 4

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