Shmuel Baruch

University of Rome III

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 32,940

SSRN RANKINGS

Top 32,940

in Total Papers Downloads

3,298

TOTAL CITATIONS
Rank 12,737

SSRN RANKINGS

Top 12,737

in Total Papers Citations

115

Scholarly Papers (8)

1.

Multi-Market Trading and Liquidity: Theory and Evidence

Number of pages: 42 Posted: 25 Jul 2004
University of Rome III, University of Utah - Department of Finance and Cornell University - SC Johnson College of Business
Downloads 706 (78,386)
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
University of Rome III and Columbia University
Downloads 675 (83,017)
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
University of Rome III, University of Cyprus - Department of Accounting and Finance and Southern Methodist University (SMU) - Finance Department
Downloads 546 (108,679)
Citation 35

Abstract:

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

4.
Downloads 415 (151,089)
Citation 8

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
University of Rome III and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 340 (186,884)
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
University of Rome III and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 75 (685,052)

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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
University of Rome III 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
University of Rome III, Cornell University - Samuel Curtis Johnson Graduate School of Management and Shanghai University of Finance and Economics
Downloads 393 (160,680)
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 University of Rome III
Downloads 299 (216,348)
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
University of Rome III and Columbia University
Downloads 239 (271,704)
Citation 14

Abstract:

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

8.

Innovation and the Ownership Structure of Startups

Number of pages: 46 Posted: 17 Jul 2024
Shmuel Baruch, Hyun Joong Kim and Chris Yung
University of Rome III, University of Southern Denmark and University of Virginia - McIntire School of Commerce
Downloads 25 (1,071,864)

Abstract:

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Startup, Innovation, Concessions, Group effort