Author Page for Michael A. Goldstein

University of New South Wales (UNSW), University of Sydney Business School, Babson College - Finance Division and University of New South Wales (UNSW)

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Citation 11

Abstract:

5.

Transparency and Liquidity: A Controlled Experiment on Corporate Bonds

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Transparency and Liquidity: A Controlled Experiment on Corporate Bonds

AFA 2006 Boston Meetings Paper

Number of pages: 53 Posted: 19 Mar 2005

Edith S. Hotchkiss, Michael A. Goldstein and Erik R. Sirri

Boston College - Carroll School of Management, Babson College - Finance Division and Babson College

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Citation 31

Abstract:

Transparency and Liquidity: A Controlled Experiment on Corporate Bonds

Review of Financial Studies, Vol. 20, No. 2, pp. 235-273, March 2007

Posted: 13 Apr 2007

Michael A. Goldstein, Edith S. Hotchkiss and Erik R. Sirri

Babson College - Finance Division, Boston College - Carroll School of Management and Babson College

Abstract:

Transparency and Liquidity: A Controlled Experiment on Corporate Bonds

The Review of Financial Studies, Vol. 20, No. 2, pp. 235-273, 2007

Posted: 17 Jul 2008

Michael A. Goldstein, Edith S. Hotchkiss and Erik R. Sirri

Babson College - Finance Division, Boston College - Carroll School of Management and Babson College

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6.

Dealer Behavior and the Trading of Newly Issued Corporate Bonds

AFA 2009 San Francisco Meetings Paper

Number of pages: 38 Posted: 19 Oct 2007 Last Revised: 20 Mar 2008

Michael A. Goldstein and Edith S. Hotchkiss

Babson College - Finance Division and Boston College - Carroll School of Management

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Citation 37

Abstract:

7.

Brokerage Commissions and Institutional Trading Patterns

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Citation 21

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Brokerage Commissions and Institutional Trading Patterns

Number of pages: 46 Posted: 12 Apr 2004 Last Revised: 04 Aug 2008

Paul J. Irvine, Michael A. Goldstein, Eugene Kandel and Zvi Wiener

Neeley School of Business, Babson College - Finance Division, Hebrew University of Jerusalem - Department of Economics and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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Citation 21

Abstract:

Brokerage Commissions and Institutional Trading Patterns

The Review of Financial Studies, Vol. 22, Issue 12, pp. 5175-5212, 2009

Posted: 24 Nov 2009

Michael A. Goldstein, Paul J. Irvine, Eugene Kandel and Zvi Wiener

Babson College - Finance Division, Neeley School of Business, Hebrew University of Jerusalem - Department of Economics and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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8.

Computerized and High-Frequency Trading

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Citation 20

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Computerized and High-Frequency Trading

Forthcoming, The Financial Review, May 2014, Vol. 49, No. 2

Number of pages: 35 Posted: 18 Jan 2014

Michael A. Goldstein, Pavitra K. Kumar and Frank C Graves

Babson College - Finance Division, The Brattle Group and The Brattle Group

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Citation 2

Abstract:

Computerized and High‐Frequency Trading

Financial Review, Vol. 49, Issue 2, pp. 177-202, 2014

Number of pages: 26 Posted: 08 Apr 2014

Michael A. Goldstein, Pavitra K. Kumar and Frank C Graves

Babson College - Finance Division, The Brattle Group and The Brattle Group

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Abstract:

9.

Liquidity Provision During Circuit Breakers and Extreme Market Movements

AFA 2001 New Orleans; Rodney L. White Ctr for Financial Research Working Paper No. 01-00

Number of pages: 49 Posted: 07 Mar 2000

Michael A. Goldstein and Kenneth A. Kavajecz

Babson College - Finance Division and affiliation not provided to SSRN

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Citation 13

Abstract:

10.

Competition in the Market for Nasdaq Securities

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Competition in the Market for Nasdaq Securities

Journal of Financial Markets, Vol. 11, No. 2, 2008

Number of pages: 39 Posted: 15 Sep 2004 Last Revised: 17 Dec 2009

Michael A. Goldstein, Andriy Shkilko, Robert A. Van Ness and Bonnie F. Van Ness

Babson College - Finance Division, Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance

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Citation 12

Abstract:

Competition in the Market for Nasdaq Securities

Journal of Financial Markets, Forthcoming

Posted: 18 Apr 2007

Michael A. Goldstein, Andriy Shkilko, Bonnie F. Van Ness and Robert A. Van Ness

Babson College - Finance Division, Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance

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11.

Providing Liquidity in an Illiquid Market: Dealer Behavior in U.S. Corporate Bonds

Number of pages: 66 Posted: 01 Jun 2017 Last Revised: 21 Jul 2018

Michael A. Goldstein and Edith S. Hotchkiss

Babson College - Finance Division and Boston College - Carroll School of Management

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Citation 18

Abstract:

12.

Purchasing Ipos with Commissions

AFA 2007 Chicago Meetings

Number of pages: 65 Posted: 15 Mar 2006 Last Revised: 06 May 2011

Andy Puckett, Paul J. Irvine and Michael A. Goldstein

University of Tennessee, Knoxville, Neeley School of Business and Babson College - Finance Division

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Citation 11

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13.

Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the Nyse

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Citation 11

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Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the Nyse

Rodney L. White Center Working Paper No. 14-98

Number of pages: 32 Posted: 02 Jul 1998

Michael A. Goldstein and Kenneth A. Kavajecz

Babson College - Finance Division and affiliation not provided to SSRN

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Citation 11

Abstract:

Eighths, Sixteenths, and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE

Journal of Financial Economics, Vol. 56, No. 1, pp. 125-149, April 2000

Posted: 09 Apr 2007

Michael A. Goldstein and Kenneth A. Kavajecz

Babson College - Finance Division and affiliation not provided to SSRN

Abstract:

14.

The Global Preference for Dividends in Declining Markets

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2

The Global Preference for Dividends in Declining Markets

Financial Review, 2015, Forthcoming

Number of pages: 43 Posted: 10 Nov 2014 Last Revised: 01 Sep 2015

Michael A. Goldstein, Abhinav Goyal, Brian M. Lucey and Cal B. Muckley

Babson College - Finance Division, University of Liverpool - Management School (ULMS), Trinity Business School, Trinity College Dublin and University College Dublin

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Abstract:

The Global Preference for Dividends in Declining Markets

Financial Review, Vol. 50, Issue 4, pp. 575-609, 2015

Number of pages: 35 Posted: 26 Oct 2015

Michael A. Goldstein, Abhinav Goyal, Brian M. Lucey and Cal B. Muckley

Babson College - Finance Division, University of Liverpool - Management School (ULMS), Trinity Business School, Trinity College Dublin and University College Dublin

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Abstract:

15.

Displayed and Effective Spreads By Market

Rodney L. White Center for Financial Research Working Paper No. 27-92

Number of pages: 41 Posted: 09 Apr 2007

Marshall E. Blume and Michael A. Goldstein

University of Pennsylvania - Finance Department and Babson College - Finance Division

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Citation 27

Abstract:

16.

Inter-Market Competition for NYSE-Listed Securities under Decimals

Review of Quantitative Finance and Accounting, Forthcoming

Number of pages: 32 Posted: 13 Apr 2007 Last Revised: 07 Feb 2011

Michael A. Goldstein, Andriy Shkilko, Bonnie F. Van Ness and Robert A. Van Ness

Babson College - Finance Division, Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance

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Citation 1

Abstract:

17.

Tick Size and Adverse Selection: Spurious Effects Arising from Serial Correlation

Number of pages: 48 Posted: 17 Mar 2009 Last Revised: 30 Mar 2012

Lynn Doran, Michael A. Goldstein, Evgenia V. Golubeva and Eric N. Hughson

McDonough School of Business, Babson College - Finance Division, University of Oklahoma - Division of Finance and Claremont McKenna College - Robert Day School of Economics and Finance

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Citation 2

Abstract:

18.

Differences in Execution Prices Among the NYSE, the Regionals, and the NASD

Rodney L. White Center for Financial Research Paper No. 4-92

Number of pages: 29 Posted: 09 Apr 2007

Marshall E. Blume and Michael A. Goldstein

University of Pennsylvania - Finance Department and Babson College - Finance Division

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Citation 4

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19.

An Analysis of Liquidity Across Markets: Execution Costs on the NYSE versus Electronic Markets

LIQUIDITY, INTEREST RATES AND BANKING, Chapter 7, pp. 139-167, Jeffrey Morrey, Alexander Guyton, eds., Nova Publishers, New York, 2009

Number of pages: 37 Posted: 23 Nov 2010

Michael A. Goldstein, Gang Hu and J. Ginger Meng

Babson College - Finance Division, Hong Kong Polytechnic University - School of Accounting and Finance and Stonehill College - Department of Business Administration

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Abstract:

20.

Using an Option Pricing Approach to Evaluate Strategic Decisions in a Rapidly Changing Climate: Black–Scholes and Climate Change

Climatic Change DOI 10.1007/s10584-016-1860-5

Number of pages: 32 Posted: 07 Dec 2016

Matthew Sturm, Michael A. Goldstein, Henry Huntington and Thomas Douglas

University of Alaska-Fairbank - Geophysical Institute, Babson College - Finance Division, Huntington Consulting and U.S. Army Corps of Engineers

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Abstract:

21.

Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds

Journal of Risk and Financial Management, 2019

Number of pages: 22 Posted: 04 Jun 2019

Michael A. Goldstein, Edith S. Hotchkiss and David Pedersen

Babson College - Finance Division, Boston College - Carroll School of Management and Rutgers School of Business-Camden

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Citation 1

Abstract:

22.

The Core, Periphery, and Beyond: Stock Market Comovements Among EU and Non‐EU Countries

Financial Review, Vol. 54, Issue 1, pp. 5-56, 2019

Number of pages: 52 Posted: 08 Jan 2019

Michael A. Goldstein, Joseph McCarthy and Alexei G. Orlov

Babson College - Finance Division, Bryant University and Securities and Exchange Commission

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Abstract:

23.

Circuit Breakers, Trading Collars, and Volatility Transmission Across Markets: Evidence from NYSE Rule 80A

Financial Review, Vol. 50, Issue 3, pp. 459-479, 2015

Number of pages: 21 Posted: 17 Jul 2015

Michael A. Goldstein

Babson College - Finance Division

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Abstract:

24.

The Core, Periphery, and Beyond: Stock Market Comovements among EU and non-EU Countries

Posted: 09 Apr 2014 Last Revised: 17 Sep 2018

Michael A. Goldstein, Joseph McCarthy and Alexei G. Orlov

Babson College - Finance Division, Bryant University and Securities and Exchange Commission

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Abstract:

25.

On the Integration of the Us Equity Markets

Rodney L. White Center for Financial Research Working Paper No. 1-95

Posted: 08 Sep 1999

Marshall E. Blume and Michael A. Goldstein

University of Pennsylvania - Finance Department and Babson College - Finance Division

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26.

Market Making and Trading in NASDAQ Stocks

Financial Review, February 1999

Posted: 26 Dec 1998

Edward Nelling and Michael A. Goldstein

Drexel University - Department of Finance and Babson College - Finance Division

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Real Estate Investment Trusts, Small Stocks, and Bid-Ask Spreads

Real Estate Economics, Vol. 23, No. 1, Spring 1995

Posted: 25 Aug 1998

Edward Nelling, Michael A. Goldstein, James M. Mahoney and Terry L. Hilderbrand

Drexel University - Department of Finance, Babson College - Finance Division, Federal Reserve Bank of New York and affiliation not provided to SSRN

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28.

Quotes, Order Flow, and Price Discovery

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Quotes, Order Flow, and Price Discovery

J. OF FINANCE, Vol. 52 No. 1, March 1997

Posted: 18 Dec 1996

Marshall E. Blume and Michael A. Goldstein

University of Pennsylvania - Finance Department and Babson College - Finance Division

Abstract:

Quotes, Order Flow, and Price Discovery

Rodney L. White Center Working Paper No. 03-96 (Revision of No. 18-95)

Posted: 12 Oct 1995

Marshall E. Blume and Michael A. Goldstein

University of Pennsylvania - Finance Department and Babson College - Finance Division

Michael A. Goldstein

Babson College - Finance Division

Professor of Finance

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Scholarly Papers (28)

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Computerized and High‐Frequency Trading

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The Global Preference for Dividends in Declining Markets

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The Core, Periphery, and Beyond: Stock Market Comovements Among EU and Non‐EU Countries

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Circuit Breakers, Trading Collars, and Volatility Transmission Across Markets: Evidence from NYSE Rule 80A

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