Shmuel Baruch

affiliation not provided to SSRN

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 32,142

in Total Papers Downloads

2,974

SSRN CITATIONS
Rank 12,021

SSRN RANKINGS

Top 12,021

in Total Papers Citations

94

CROSSREF CITATIONS

37

Scholarly Papers (7)

1.

Multi-Market Trading and Liquidity: Theory and Evidence

Number of pages: 42 Posted: 25 Jul 2004
affiliation not provided to SSRN, University of Utah - Department of Finance and Cornell University - SC Johnson College of Business
Downloads 690 (71,274)
Citation 29

Abstract:

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International finance, cross-listings, trading, liquidity

2.

Fleeting Orders

Columbia Business School Research Paper No. 13-43
Number of pages: 34 Posted: 13 Jun 2013
Shmuel Baruch and Lawrence R. Glosten
affiliation not provided to SSRN and Columbia University
Downloads 612 (82,859)
Citation 14

Abstract:

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market microstructure, liquidity, limit orders, flickering quotes

3.

Informed Trading and Price Discovery before Corporate Events

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 63 Posted: 03 Jul 2013 Last Revised: 19 Aug 2016
affiliation not provided to SSRN, University of Cyprus - Department of Accounting and Finance and Southern Methodist University (SMU) - Finance Department
Downloads 507 (104,867)
Citation 33

Abstract:

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Informed trader; insider trading; trading strategy; short sale; buy-sell asymmetry

4.
Downloads 346 (162,744)
Citation 10

Asset Returns and the Listing Choice of Firms

Johnson School Research Paper Series No. 12-06
Number of pages: 50 Posted: 19 Mar 2004
Shmuel Baruch and Gideon Saar
affiliation not provided to SSRN and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 283 (199,974)
Citation 8

Abstract:

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Listing, exchanges, market microstructure, information asymmetry, return patterns, corporate decision making, NYSE, NASDAQ

Asset Returns and the Listing Choice of Firms

NYU Working Paper No. FIN-04-005
Number of pages: 42 Posted: 03 Nov 2008
Shmuel Baruch and Gideon Saar
affiliation not provided to SSRN and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 63 (652,903)

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Asset Returns and the Listing Choice of Firms

The Review of Financial Studies, Vol. 22, Issue 6, pp. 2239-2274, 2009
Posted: 01 Jun 2009
Shmuel Baruch and Gideon Saar
affiliation not provided to SSRN and Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

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G12, G14, G30

5.

News, Influence, and the Evolution of Prices in Financial Markets

Number of pages: 63 Posted: 25 Jun 2014
Shmuel Baruch, Gideon Saar and Xiaodi Zhang
affiliation not provided to SSRN, Cornell University - Samuel Curtis Johnson Graduate School of Management and Shanghai University of Finance and Economics
Downloads 341 (165,296)
Citation 1

Abstract:

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news, influence, media, wisdom of the crowds, pricing errors, earnings announcements

6.

Working Orders in Limit-Order Markets and Floor Exchanges

Number of pages: 36 Posted: 02 Nov 2005
Kerry Back and Shmuel Baruch
Rice University - Jesse H. Jones Graduate School of Business and affiliation not provided to SSRN
Downloads 250 (227,793)
Citation 13

Abstract:

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Market microstructure, working orders, limit-order book, discretionary liquidity traders

7.

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
affiliation not provided to SSRN and Columbia University
Downloads 228 (249,073)
Citation 14

Abstract:

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