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Baruch, Shmuel [Author] ; Glosten, Lawrence R. [Other]

Strategic Foundation for the Tail Expectation in Limit Order Book Markets

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https://ssrn.com/abstract=2770179

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[S.l.]: SSRN, [2016]

Published in: Columbia Business School Research Paper ; No. 16-34
Baruch, Shmuel [Author] ; Glosten, Lawrence R. [Other]

Fleeting Orders

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https://ssrn.com/abstract=2278457

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[S.l.]: SSRN, [2013]

Published in: Columbia Business School Research Paper ; No. 13-43
Arzac, Enrique R. [Author] ; Glosten, Lawrence R. [Other]

A Reconsideration of Tax Shield Valuation

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https://ssrn.com/abstract=492603

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[S.l.]: SSRN, [2011]
Glosten, Lawrence R. [Author]

Economics of the Stock Exchange Business : Proprietary Market Data

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https://ssrn.com/abstract=3533525

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[S.l.]: SSRN, [2020]
Glosten, Lawrence R. [Author] ; Putniņš, Tālis J. [Other]

Welfare Costs of Informed Trade

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https://ssrn.com/abstract=2827158

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[S.l.]: SSRN, [2020]

Published in: AFA 2016 San Francisco Meetings
Glosten, Lawrence R. [Author] ; Nallareddy, Suresh [Other]; Zou, Yuan [Other]

ETF Activity and Informational Efficiency of Underlying Securities

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[S.l.]: SSRN, [2019]

Published in: Columbia Business School Research Paper ; No. 16-71
Glosten, Lawrence R. [Author] ; Fox, Merritt B. [Other]; Tetlock, Paul C. [Other]

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

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[S.l.]: SSRN, [2011]
Glosten, Lawrence R. [Author] ; Fox, Merritt B. [Other]; Tetlock, Paul C. [Other]

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

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[S.l.]: SSRN, [2011]
Glosten, Lawrence R. [Author]

Strong Form Informational Efficiency in Stock Markets with Disequilibrium Trading

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http://hdl.handle.net/10419/220760

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Evanston, IL: Northwestern University, Kellogg School of Management, Center for Mathematical Studies in Economics and Management Science, 1979
Glosten, Lawrence R. [Author]

A 'Trade Out of Equilibrium' Model of the Stock Market

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http://hdl.handle.net/10419/220669

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Evanston, IL: Northwestern University, Kellogg School of Management, Center for Mathematical Studies in Economics and Management Science, 1978
Fox, Merritt B. [Author] ; Glosten, Lawrence R. [Other]; Rauterberg, Gabriel V. [Other]

The New Stock Market : Sense and Nonsense

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[S.l.]: SSRN, [2015]
Glosten, Lawrence R. [Author]; Milgrom, Paul R. [Author]

Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders

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http://hdl.handle.net/10419/220930

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Evanston, IL: Northwestern University, Kellogg School of Management, Center for Mathematical Studies in Economics and Management Science, 1983
Dalvi, Manoj [Author]; Deuskar, Prachi [Author]; Glosten, Lawrence R. [Author]; Jagannathan, Ravi [Author] ; National Bureau of Economic Research

Day Traders, Noise, and Cost of Immediacy

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Cambridge, Mass: National Bureau of Economic Research, April 2023

Published in: NBER working paper series ; no. w31127
Fox, Merritt B. [Author]; Glosten, Lawrence R. [Author]; Rauterberg, Gabriel V. [Author]

The new stock market : law, economics, and policy

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https://www.degruyter.com/isbn/9780231543934

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New York: Columbia University Press, [2019]
Dalvi, Manoj [Author]; Deuskar, Prachi [Author]; Glosten, Lawrence R. [Author]; Jagannathan, Ravi [Author]

Day Traders, Noise, and Cost of Immediacy

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[S.l.]: SSRN, [2023]
Fox, Merritt B. [Author]; Glosten, Lawrence R. [Author]; Guan, Sue S. [Author]

Spoofing and its Regulation

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[S.l.]: SSRN, 2022
Fox, Merritt B. [Author]; Glosten, Lawrence R. [Author]; Tetlock, Paul C. [Author]

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

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https://ssrn.com/abstract=1543855

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[S.l.]: SSRN, 2011

Published in: Columbia Law and Economics Working Paper ; No. 364
Fox, Merritt B. [Author]; Glosten, Lawrence R. [Author]; Greene, Edward [Author]; Guan, Sue S. [Author]

Distributed Ledger Technology and the Securities Markets of the Future : A Stakeholder Survey

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[S.l.]: SSRN, [2022]
Mitts, Joshua [Author]; Battalio, Robert H. [Author]; Brogaard, Jonathan [Author]; Cain, Matthew D. [Author]; Glosten, Lawrence R. [Author]; Kochuba, Brent [Author]

A Report by the Ad Hoc Academic Committee on Equity and Options Market Structure Conditions in Early 2021

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[S.l.]: SSRN, [2022]
Glosten, Lawrence R.

Economics of the Stock Exchange Business: Proprietary Market Data

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Elsevier BV, 2020

Published in: SSRN Electronic Journal

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