Hans Stoll | Academic Influence

Hans Stoll's AcademicInfluence.com Rankings

Hans Stoll

Economics

#2202

World Rank

#2514

Historical Rank

#840

USA Rank

Financial Economics

#35

World Rank

#35

Historical Rank

#16

USA Rank

economics Degrees

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Economics

Hans Stoll's Degrees

PhD Economics University of Chicago
Masters Economics University of Chicago
Bachelors Economics University of Chicago

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Why Is Hans Stoll Influential?

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According to Wikipedia, Hans Reiner Stoll was the Anne Marie and Thomas B. Walker, Jr. Professor of Finance and Director of the Financial Markets Research Center at Vanderbilt University's Owen Graduate School of Management. He was a Public Director of Interactive Brokers Group, Inc.

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Hans Stoll's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978) (1362)
Optimal dealer pricing under transactions and return uncertainty (1981) (1338)
The Components of the Bid-Ask Spread: A General Approach, Reviews of Financial Studies (1997) (1151)
Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996) (1091)
Energy Shocks and Financial Markets (1996) (1052)
Inferring the Components of the Bid‐Ask Spread: Theory and Empirical Tests (1989) (1049)
The Dynamics of Stock Index and Stock Index Futures Returns (1990) (861)
The Dynamics of Dealer Markets Under Competition (1983) (771)
PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE (1972) (646)
THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS (1978) (642)
Transaction costs and the small firm effect (1983) (615)
Stock Market Structure and Volatility (1990) (593)
Presidential Address: Friction (2000) (492)
Commodity Index Investing and Commodity Futures Prices (2009) (352)
THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES (1969) (336)
Market Microstructure and Stock Return Predictions (1994) (277)
Small Business and the New Issues Market for Equities (1970) (219)
Program Trading and Expiration-Day Effects (1987) (216)
On Dealer Markets under Competition (1980) (181)
Electronic Trading in Stock Markets (2006) (147)
Tick Size, Bid-Ask Spreads, and Market Structure (2001) (117)
Expiration-Day Effects: What Has Changed? (1991) (113)
Parallel Trading by Institutional Investors (1972) (102)
Spot and Futures Prices and the Law of One Price (1983) (101)
Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium (1979) (98)
Principles of trading market structure (1992) (86)
Expiration‐Day Effects of the All Ordinaries Share Price Index Futures: Empirical Evidence and Alternative Settlement Procedures (1997) (78)
Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks (1976) (74)
Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew (1990) (73)
Price impacts of options volume (2005) (72)
The stock exchange specialist system : an economic analysis (1985) (69)
An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems (1968) (53)
Commodity Index Investing: Speculation or Diversification? (2011) (50)
Prevention of cytotoxic drug induced skin ulcers with dimethyl sulfoxide (DMSO) and α-tocopherole (1987) (49)
Newly Listed Firms: Fundamentals, Survival Rates, and Returns (2001) (48)
Failure to Exercise Call Options: An Anomaly and a Trading Game (2007) (47)
Market structure and transaction costs: Implied spreads in the German stock market (1989) (43)
Trades Outside the Quotes: Reporting Delay, Trading Option, or Trade Size? (2006) (39)
Volatility and futures (1988) (37)
The Law of One Price in international commodity markets: A reformulation and some formal tests (1984) (36)
Market fragmentation (2001) (34)
Index futures, program trading, and stock market procedures (1988) (29)
Prevention of cytotoxic drug induced skin ulcers with dimethyl sulfoxide (DMSO) and alpha-tocopherole. (1987) (28)
Chapter 9 - Market Microstructure (2003) (27)
Exchange rates and firms' liquidity: evidence from ADRs (2001) (26)
Regulation of securities markets : an examination of the effects of increased competition (1979) (23)
The Relationship Between Put and Call Option Prices: Reply (1973) (19)
Taxes, Financial Policy, and Small Business (1985) (19)
Dynamic Financial System: Complexity, Fragility and Regulatory Principles (2013) (18)
High Speed Equities Trading: 1993–2012 (2014) (17)
Future of Securities Markets: Competition or Consolidation? (2008) (17)
Major world equity markets : current structure and prospects for change (1991) (17)
ORGANIZATION OF THE STOCK MARKET: COMPETITION OR FRAGMENTATION? (1993) (14)
Regulatory Capital of Financial Institutions: A Comparative Analysis (1998) (12)
CAPITAL MARKET EQUILIBRIUM (2016) (12)
Causes of Deviation from Interest-Rate Parity: A Comment (1972) (12)
Microstructure: The Organization of Trading and Short Term Price Behavior (1999) (11)
Equity Trading Cost in-the-Large (1993) (11)
A Simple Concentration Osmometer and its Application to the Determination of the Oncotic Efficiency of Plasma Substitutes (1967) (10)
Equity Trading Costs In-The-Large Securities firms ' revenues yield estimates of investors' trading costs. (1993) (10)
Are Order Imbalances Indicative of Private Information? (2012) (10)
Lost Barings (1995) (7)
Regulation of Financial Markets: A Focused Approach (1998) (7)
Regulatory Principles for the Financial System (2012) (6)
Gelatin as starting material for the manufacture of plasma substitute preparations. (1969) (6)
The New Option Markets (1985) (5)
Comments ‘An analysis of the economic justificiation for consolidation in a secondary security market’ by Kalman J. Cohen et al. (1982) (4)
Succinylated gelatin as a plasma substitute. (1969) (3)
Comparative physico-chemical studies of plasma substitutes. (1969) (3)
Stock Option Contract Adjustments: The Case of Special Dividends (2009) (3)
Special Issue: Ten Years Since the Crash of 1987 (1998) (3)
REGULATION OF FINANCIAL MARKETS: TOWARD A FOCUSED APPROACH (2002) (2)
Commentary: International competitiveness of U.S. futures exchanges (1990) (2)
THE NEW DISCLOSURES OF EXECUTIVE PAY (1993) (1)
Comparative studies on the velocity of the elimination of plasma substitutes from the blood stream in rabbits. (1969) (1)
Execution Quality on the NYSE: The Effect of Time Delay (2006) (1)
The Economic Effect of Potential Grain Futures Contract Redesign (1993) (0)
Is Order Imbalance Related to Information? (2009) (0)
Comment and Discussion (2002) (0)
Microstructure of world trading markets : a special issue of the Journal of financial services research (1993) (0)
Postscripts by Academic Participants (1975) (0)
Book Review:Readings in Money, National Income, and Stabilization Policy Warren L. Smith, Ronald L. Teigen (1966) (0)
Stock market policy since the 1987 crash : a special issue of the Journal of financial services research (1998) (0)
Perspectives: Future of Securities Markets: Competition or Consolidation? (2008) (0)
THE INTERAGENCY TASK FORCE ON SMALL BUSINESS FINANCE (0)
The Economic Function of Futures Trading (1993) (0)
Maintaining the Integrity of Grain Futures Contracts: The Economics of Manipulation and Its Prevention (1993) (0)
Futures Contracts as a Merchandising Tool: The Role of Delivery as a Means of Ownership Transfer (1993) (0)
The Role of the Futures Delivery Process (1993) (0)
Portfolio trading (1988) (0)
The Financial Crisis of 2008 (audio only) (2009) (0)
Microstructure of world trading markets (1993) (0)
Book Review. Market Microstructure Theory. M O’Hara (1995) (0)
Stock Market Policy Since the 1987 Crash (1998) (0)
The Financial Crisis of 2008 (2009) (0)

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What Schools Are Affiliated With Hans Stoll?

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