Lawrence R. Glosten

Lawrence R. Glosten's AcademicInfluence.com Rankings

Lawrence R. Glosten

Business

#985

World Rank

#1076

Historical Rank

Finance

#124

World Rank

#129

Historical Rank

business Degrees

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Business

Lawrence R. Glosten's Degrees

PhD Finance University of Chicago
Masters Finance University of Chicago
Bachelors Economics University of California, Berkeley

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Lawrence R. Glosten'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

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993) (8484)
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985) (5856)
Estimating the components of the bid/ask spread (1988) (1650)
Is the Electronic Open Limit Order Book Inevitable (1994) (999)
Economic Significance of Predictable Variations in Stock Index Returns (1989) (624)
Insider Trading, Liquidity, and the Role of the Monopolist Specialist (1989) (540)
Challenges To Theory Development In Entrepreneurship Research (1993) (492)
Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications (2005) (475)
Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices (1987) (383)
A contingent claim approach to performance evaluation (1993) (282)
A Reconsideration of Tax Shield Valuation (2004) (134)
Does Venture Capital Foster the Most Promising Entrepreneurial Firms? (1990) (89)
ETF Activity and Informational Efficiency of Underlying Securities (2016) (76)
Equilibrium in an Electronic Open Limit Order Book (1992) (57)
The Microstructure of Stock Markets (2002) (49)
ETF Trading and Informational Efficiency of Underlying Securities (2016) (42)
The New Stock Market: Sense and Nonsense (2015) (37)
Introductory Comments: Bloomfield and O'Hara, and Flood, Huisman, Koedijk, and Mahieu (1999) (31)
Fleeting Orders (2013) (29)
Short Selling and the News: A Preliminary Report on an Empirical Study (2010) (28)
Stock Market Manipulation and Its Regulation (2018) (22)
Tail expectation and imperfect competition in limit order book markets (2019) (12)
Flickering Quotes (2013) (11)
Welfare Costs of Informed Trade (2016) (9)
ESTIMATRW THE COMPONENTS OF TKE BID/ASK SPREAD’ (2002) (7)
Strategic Foundation for the Tail Expectation in Limit Order Book Markets (2016) (6)
Tail Expectation , Imperfect Competition , and the Phenomenon of Flickering Quotes in Limit Order Book Markets (2017) (5)
Informed Trading and Its Regulation (2018) (5)
FLIP: FLOATING INSTRUMENT PLATFORM. (1962) (5)
Economics of the Stock Exchange Business: Proprietary Market Data (2020) (4)
The New Stock Market: Law, Economics, and Policy (2019) (4)
Non-Standard Errors (2021) (3)
Informational efficiency in stock markets with disequilibrium trading (1979) (3)
Discriminatory Limit Order Books, Uniform Price Clearing and Optimality (2006) (3)
Welfare Cost of Informed Trade (2011) (3)
FLIP FLoating Instrument Platform (SIO Reference 62-24) (1962) (2)
Glosten–Milgrom Models (2010) (2)
A Report by the Ad Hoc Academic Committee on Equity and Options Market Structure Conditions in Early 2021 (2022) (1)
High‐Frequency Trading and the New Stock Market: Sense and Nonsense (2017) (1)
Ocean Tug-Barge Systems (1972) (0)
A NEW TUG BARGE/BARGE TRANSPORTATION SYSTEM IN SERVICE (1973) (0)
TRANSOCEAN TUG-BARGE SYSTEMS (1970) (0)
SEA-LEGS, A Stable Ocean Platform Concept (1969) (0)
Baseline design of an OTEC pilot plantship. Volume C. Specifications (1979) (0)
SURVEY - MASTERING MANAGEMENT - The past, present and future of trading stocks. (2001) (0)
Stochastic Technology, Production Plans, and the Theory of the Firm (1981) (0)
1. Finance and Economics (2016) (0)
Manipulating Citadel: Strategies to Profit at the Expense of Retail Stock Traders’ Market Makers (2022) (0)
A 'Trade Out of Equilibrium' Model of the Stock Market (1978) (0)
Naked Open-Market Manipulation and Its Effects (2018) (0)
Day Traders, Noise, and Cost of Immediacy (2023) (0)
FLIP - some remarks on certain design considerations (1962) (0)
Non-standard errors-Working Paper 13/2021 (2021) (0)