Robert Allan Schwartz
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Robert Allan Schwartzeconomics Degrees
Economics
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International Economics
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Macroeconomics
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Economics
Robert Allan Schwartz's Degrees
- PhD Economics University of Chicago
- Masters Economics University of Chicago
- Bachelors Economics University of California, Berkeley
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(Suggest an Edit or Addition)Robert Allan Schwartz'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
- An Economic Model of Trade Credit (1974) (572)
- Limit Order Trading (1995) (414)
- Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread (1981) (389)
- Friction in the trading process and the estimation of systematic risk (1983) (351)
- Quote Setting and Price Formation in an Order Driven Market (1999) (222)
- The Microstructure of Securities Markets (1986) (191)
- Liquidity and execution costs in equity markets (1988) (188)
- Implications of Microstructure Theory for Empirical Research on Stock Price Behavior (1980) (185)
- A Closing Call's Impact on Market Quality at Euronext Paris (2003) (177)
- Electronic Call Market Trading (1995) (164)
- Estimating and Adjusting for the Intervalling-Effect Bias in Beta (1983) (158)
- Market Sidedness: Insights into Motives for Trade Initiation (2007) (123)
- Price discovery in securities markets (1986) (118)
- Market Making and the Changing Structure of the Securities Industry (1985) (101)
- Reshaping the Equity Markets: A Guide for the 1990s (1991) (97)
- Equity Markets: Structure, Trading, and Performance (1988) (85)
- The Returns Generation Process, Returns Variance, and the Effect of Thinness in Securities Markets (1978) (82)
- Equity markets in action : the fundamentals of liquidity, market structure & trading (2004) (82)
- Falling in Love AgaiAnalysts' Estimates and Reality (1994) (80)
- THE TIME‐VARIANCE RELATIONSHIP: EVIDENCE ON AUTOCORRELATION IN COMMON STOCK RETURNS (1977) (78)
- The Trading Decision and Market Clearing under Transaction Price Uncertainty (1985) (73)
- A Call Auction’s Impact on Price Formation and Order Routing: Evidence from the NASDAQ Stock Market (2012) (67)
- Equity Trading Practices and Market Structure: Assessing Asset Managers' Demand for Immediacy (1995) (63)
- Abstract: Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals (1976) (58)
- The Ecology of an Order-Driven Market (1998) (58)
- THE DETERMINANTS OF COMMON STOCK RETURNS VOLATILITY: AN INTERNATIONAL COMPARISON (1976) (53)
- Market Makers and the Market Spread: A Review of Recent Literature (1979) (49)
- How Best to Supply Liquidity to a Securities Market (1996) (49)
- The Electronic Call Auction: Market Mechanism and Trading: Building a Better Stock Market (1995) (48)
- Volatility in US and European Equity Markets: An Assessment of Market Quality (2002) (47)
- Global equity markets : technological, competitive, and regulatory challenges (1995) (45)
- Next-Generation Securities Market Systems: An Experimental Investigation of Quote-Driven and Order- Driven Trading (1997) (37)
- Controlling Institutional Trading Costs (2002) (37)
- An analysis of the economic justification for consolidation in a secondary security market (1982) (35)
- A simulation model of stock exchange trading (1983) (34)
- The Challenge of Information Technology for the Securities Markets: Liquidity, Volatility and Global Trading (1989) (30)
- LIMIT ORDERS, MARKET STRUCTURE, AND THE RETURNS GENERATION PROCESS (1978) (28)
- VOLATILITY BEHAVIOR OF INDUSTRIAL STOCK PRICE INDICES (1973) (23)
- The impact of designated market makers on security prices (1977) (22)
- The Call Auction Alternative (2001) (22)
- The Economic Value of a Trading Floor: Evidence from the American Stock Exchange (2002) (21)
- Flushing Behaviour of a Coastal Marina (1988) (21)
- An Electronic Call Market: Its Design and Desirability (2001) (21)
- The Equity Trader Course (2006) (20)
- Nasdaq's Closing Cross (2005) (20)
- Equity Market Microstructure: Taking Stock of What We Know (2008) (19)
- Adjusting for the intervalling effect bias in beta : A Test using Paris Bourse Data (1985) (19)
- Buyer Concentration Ratios (1977) (18)
- The quality of price formation at market openings and closings: Evidence from the Nasdaq stock market (2008) (18)
- A proposal to stabilize stock prices (1988) (18)
- Market Microstructure in Emerging and Developed Markets (2013) (18)
- Order revelation at market openings (2012) (17)
- Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals (1977) (16)
- Accentuated Intraday Stock Price Volatility: What is the Cause? (2010) (16)
- Nasdaq's Closing Cross Has its new call auction given Nasdaq better closing prices? Early Findings (2007) (15)
- The Great Debate Over NYSE Rule 390* (1978) (15)
- The Use of Buyer Concentration Ratios in Tests of Oligopoly Models: Reply (1976) (13)
- Impending Changes for Securities Markets: What Role for the Exchanges (1979) (13)
- Micro Markets: A Market Structure Approach to Microeconomic Analysis (2010) (13)
- Price Improvement and Price Discovery on a Primary Market (1999) (13)
- Price Discovery: The Economic Function of a Stock Exchange (2013) (12)
- Building a Better Stock Market: New Solutions to Old Problems (2000) (12)
- Institutionalization of the equity markets (1991) (12)
- Invited Editorial Comment (2013) (11)
- Common Stock Price Volatility Measures and Patterns (1970) (11)
- Institutional Investor Trading Practices and Preferences (2001) (10)
- The Dynamic Process of Price Discovery in an Equity Market (2008) (9)
- Comment: Assessing the Impact of Stock Exchange Specialists on Stock Volatility (1976) (9)
- Volatility : risk and uncertainty in financial markets (2011) (8)
- Two-Sided Markets and Intertemporal Trade Clustering: Insights into Trading Motives (2006) (8)
- Best Execution: A Candid Analysis (2005) (7)
- Dark Pools, Fragmented Markets, and the Quality of Price Discovery (2010) (7)
- Call auction trading : new answers to old questions (2003) (7)
- Trading, Price Setting and Volatility in Equity Markets Under Divergent Expectations and Adaptive Valuations (2006) (7)
- Divergent Expectations (2007) (6)
- Market Technostructure - Introduction. (1999) (6)
- Equity Markets in Transition The Value Chain, Price Discovery, Regulation, and Beyond (2017) (6)
- Accentuated Intraday Stock Price Volatility (2011) (6)
- The ecology of an order-driven market system (1998) (6)
- A Theory and Test of Credit Rationing: Some Further Results (1981) (6)
- The economic function of a stock exchange (2015) (6)
- Security Market Microstructure: The Analysis of a Non-frictionless Market (2010) (6)
- Resiliency and Stock Returns (2018) (6)
- The Leverage Structure of Interest Rates (1981) (5)
- Not Held Orders: Evidence on the Value of Order Timing in an Equity Market (2000) (5)
- CHAPTER 9: NASDAQ'S CLOSING CROSS: HAS ITS NEW CALL AUCTION GIVEN NASDAQ BETTER CLOSING PRICES? EARLY FINDINGS 76 (2005) (5)
- Dynamic price discovery (1996) (5)
- Stock Market Price Behavior. A Discussion (1970) (5)
- Liquidity Begets Liquidity: Implications for a Dark Pool Environment (2009) (5)
- What We Think About the Quality of Our Equity Markets (2001) (4)
- Inter-Temporal Trade Clustering and Two-Sided Markets: Insights into Trading Motives (2006) (4)
- The SEC’s Order Handling Rules of 1997 and Beyond: Perspective and Outcomes of the Landmark Regulation (2016) (4)
- Technology’s Impact on the Equity Markets (2001) (4)
- Prices and Returns (2012) (4)
- The new NASDAQ marketplace (2007) (4)
- Adjusting the intervalling effect bias in beta : a test using Paris Bourse prices (1983) (3)
- A trading desk's view of market quality (2005) (3)
- Mastering the Art of Equity Trading Through Simulation: The TraderEx Course (2010) (3)
- Decision Making in Equity Trading (2005) (3)
- Liquidity Begets Liquidity (2009) (3)
- A Liquidity Program to Stabilize Equity Markets (2015) (3)
- Competition in a Consolidating Environment (2008) (3)
- Electronic vs. Floor Based Trading (2006) (3)
- Market Liquidity: An Elusive Variable (2020) (3)
- Dealer Markets, Deriviative Expirations and a Call (2001) (3)
- Equity Markets in Transition (2017) (2)
- The Limits of Liquidity (2008) (2)
- Do High Frequency Trading Firms Provide Two-Sided Liquidity? (2018) (2)
- Micro Markets Workbook: A Market Structure Approach to Microeconomic Analysis (2010) (2)
- A Challenge for Equity Markets on Both Sides of the Atlantic: Can Liquidity be Augmented, Volatility Better Controlled, and Price Discovery Sharpened? (2016) (2)
- The Option Properties of Limit Orders in Call and Continuous Environments (2001) (2)
- Markets at Risk (2009) (2)
- A proposal to stabilize stock prices (1990) (2)
- Transformative progress in glacial chronology by systematic advances in cosmogenic nuclide dating (2010) (2)
- Practical Applications of Price Discovery: The Economic Function of a Stock Exchange (2014) (2)
- Dynamic programming and industrial-strength instruction selection: code generation by tiring, but not exhaustive, search (1988) (2)
- Call auction trading (2013) (2)
- Combining quote-driven and order-driven trading systems in next-generation stock markets: an experimental investigation (1996) (2)
- On Time‐Variance Analysis: Reply (1979) (2)
- A Market Microstructure View of the Informational Efficiency of Security Prices (2021) (2)
- Life after the Big Board Goes Electronic (2006) (2)
- INVITED EDITORIAL COMMENT (2011) (1)
- Mastering the Art of Equity Trading Through Simulation, + Web-Based Software: The TraderEx Course (2010) (1)
- 1 Market Structure and Price Formation at Market Openings and Closings : Evidence from Nasdaq ’ s Calls 1 (2008) (1)
- COAST GUARD VESSEL TRAFFIC SYSTEMS: PRESENT AND FUTURE (1975) (1)
- Divergent Expectations: When Investors Agree to Disagree (2007) (1)
- Institutional Investor Needs (1998) (1)
- 10Be ages of glacial and meltwater features northwest of Lake Superior: a chronology of Laurentide Ice sheet deglaciation and eastward flooding from Glacial Lake Agassiz (2009) (1)
- Stock Resiliency and Expected Returns (2015) (1)
- Electronic Vs. Floor Based Trading (Zicklin School of Business Financial Markets Conference Series Baruch College) (2006) (1)
- Rapidly Changing Securities Markets (2017) (1)
- Coping with institutional order flow (2005) (1)
- Simulation as a Research Tool for Market Architects (2015) (1)
- Invited Editorial: Combatting Turbulence in the Equity Market—Get the Listed Companies on Board (2020) (1)
- Are Stocks Priced to Yield a Non-Resiliency Premium? (2017) (1)
- Call Auction Markets (2010) (1)
- Rethinking regulatory structure (2013) (1)
- A tale of two trading venues: electronically delivered orders vs. floor brokered orders on the American stock exchange (1999) (1)
- Microstructure of Equity Markets (2013) (1)
- Technology and Regulation (2009) (1)
- Opening Remarks: Good Price Discovery, the Neglected Regulatory Objective (2013) (1)
- Preface to the Focus Theme Section: 'Financial Market Engineering' (2006) (1)
- Comment Letter to the SEC Regulation of Dark Pools and Other Trading Interests File No . S 7-2709 From (2010) (1)
- Market Makers (2021) (0)
- Evidence on Institutional Trading Practices (2005) (0)
- Liquidity, Markets and Trading in Action: An Interdisciplinary Perspective (2021) (0)
- Reply to Ian Domowitz, “What Makes an Exchange a Unique Institution?: A Commentary” (2014) (0)
- Perspectives: The Interplay between Regulation, Competition, and Technology and the Transformation of Our Equity Markets (2020) (0)
- Operations of a Floor Broker (2006) (0)
- Economics and the Equity Market: A Microeconomics Course Application (2021) (0)
- What Makes an Exchange a Unique Institution? (2013) (0)
- Editor’s Introduction to the Special Issue on Market Microstructure (2022) (0)
- Dialog with Robert Greifeld (2007) (0)
- Authors and Contributors (2005) (0)
- Index Volume XIV - 1979 (1979) (0)
- Experiencing Market Dynamics with TraderEx: A Trading Decision-Making Simulation (2021) (0)
- Getting a Grip on Trading (2012) (0)
- About the CD-ROM (2012) (0)
- New Answers for Old Questions (2003) (0)
- Issue Information (2021) (0)
- Predictive Markers Require Thorough Analytic Validation. (2019) (0)
- Equity Market Trading (2012) (0)
- Regulation of U.S. Equity Markets (2001) (0)
- Supply and the Costs of Production (2011) (0)
- Large-Scale Advanced Prop-Fan (LAP) pitch change actuator and control design report (1986) (0)
- Choosing between Continuous Trading and a Periodic Call Auction (2012) (0)
- Recent Evidence on Market Quality (2005) (0)
- Measuring the Retreat Velocity of the Laurentide Ice Sheet by Cosmogenic Nuclides? 10Be Dating of Glacial Features in New York's lower Hudson Valley (2010) (0)
- Dialog with John Thain (2009) (0)
- Adjusting device for a variable pitch propeller of an airplane (1984) (0)
- Divergent Expectations (2007) (0)
- 10Be chronology of moraines deposited in upper Whale Stream, Ben Ohau Range, South Island, New Zealand (2009) (0)
- The Consumer Choice Model: What Would You Really Like to Do? (2011) (0)
- CHAPTER 8: ACCENTUATED INTRADAY STOCK PRICE VOLATILITY 104 (2011) (0)
- INVITED EDITORIAL (2015) (0)
- Liquidity, Trading, and Price Determination in Equity Markets: A Finance Course Application (2021) (0)
- Dialog with Reto Francioni (2008) (0)
- Order Integration and the Dynamic Behavior of Security Prices (2016) (0)
- PERSPECTIVES: Plato or Aristotle: Who Got It Right? Evidence from the Equity Markets (2020) (0)
- Dark Pools, Fragmented Markets, and the Quality of Price Discovery (2018) (0)
- Pitch control for variable (1984) (0)
- The Call Auction Market Structure (2012) (0)
- 10Be Surface-Exposure Chronology of Moraines Deposited During the Last Glacial Maximum in the New Zealand Southern Alps (2007) (0)
- How Best to Integrate the Order Flow (2005) (0)
- What Causes Tail Thickness in Stock Return Distributions (2014) (0)
- Dark Pools: How Undisclosed Liquidity Works (2012) (0)
- View from the Trading Desks (2005) (0)
- A proposal to stabilize stock prices: Ask the issuing corporations to join the party. (2009) (0)
- Market Intermediaries: Nuts ’n’ Bolts and Challenges (2012) (0)
- Market Technostructure (1999) (0)
- Demand Meets Supply (2011) (0)
- Microeconomics Goes to Market (2012) (0)
- Dealer Markets: What Do the Trading Intermediaries Do? (2012) (0)
- The Road to Technical Analysis and Algorithmic Trading (2012) (0)
- A Support Level for Technical Analysis (2008) (0)
- Introduction to the Trading Exercises (2012) (0)
- Public Policy and the Interplay between Competition, Technology and Regulation (2011) (0)
- Information Technology And Market Structure (1998) (0)
- Microeconomic Analysis Goes to Market (2011) (0)
- The Order Book Market Structure (2012) (0)
- What Makes an Exchange a Unique Institution? A Response to Ian Domowitz (2014) (0)
- Sources and Nature of Competition (2011) (0)
- Can a surgeon be happy as an FP? You bet! (1994) (0)
- Fifteen Years After the Order Handling Rules, How Do the Markets Look Today? (2017) (0)
- Structure of Securities Markets (2021) (0)
- How to Use Limit and Market Orders (2012) (0)
- Information Technology and Market Structure (1997) (0)
- The Quality of Our Financial Markets (2013) (0)
- All About Liquidity (2012) (0)
- The Consumer Choice Model (2011) (0)
- Introduction to Market‐Driven Economics (2011) (0)
- Trading and Technology: An Information Systems Course Application (2021) (0)
- The Quality of Our Financial Markets : Taking Stock of Where We Stand (2013) (0)
- Simulation as a Learning Tool (2012) (0)
- Using Simulation to Better Understand Price Determination in a Nonfrictionless Equity Market (2017) (0)
- How to Use TraderEx (2012) (0)
- Default initialization of built-in types (1999) (0)
- From Theory to Application: Using Simulation to Better Understand Price Determination in a Non-Frictionless Equity Market (2016) (0)
- COMMENTARY: Dark Pools, Fragmented Markets, and the Quality of Price Discovery: Commentary (2018) (0)
- Secondary Market: Trading, Price Discovery, and Order Matching (2017) (0)
- The Equity Trader Course: Schwartz/Equity (2012) (0)
- Liquidity and the Impact of Information Shocks: A Macroeconomics Course Application (2021) (0)
- Equity Market Structure and the Persistence of Unsolved Problems: A Microstructure Perspective (2022) (0)
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