Shmuel Baruch : Citation Profile


Are you Shmuel Baruch?

Università degli Studi di Roma "Tor Vergata"

8

H index

7

i10 index

266

Citations

RESEARCH PRODUCTION:

9

Articles

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 15
   Journals where Shmuel Baruch has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 2 (0.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1908
   Updated: 2022-09-24    RAS profile: 2022-03-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Shmuel Baruch.

Is cited by:

attar, andrea (13)

Salanié, François (13)

Park, Andreas (8)

Takayama, Shino (7)

Lewis, Karen (4)

Tinn, Katrin (3)

Dumitrescu, Ariadna (3)

Rossi, Stefano (3)

Sgroi, Daniel (3)

Ozsoylev, Han (3)

Dunne, Peter (2)

Cites to:

Foucault, Thierry (7)

Back, Kerry (5)

Biais, Bruno (4)

Subrahmanyam, Avanidhar (4)

attar, andrea (3)

Salanié, François (3)

Milgrom, Paul (3)

Lee, Charles (2)

Chakravarty, Sugato (2)

Diamond, Douglas (2)

thesmar, david (2)

Main data


Where Shmuel Baruch has published?


Journals with more than one article published# docs
Journal of Finance2
Econometrica2

Recent works citing Shmuel Baruch (2022 and 2021)


YearTitle of citing document
2021On pricing rules and optimal strategies in general Kyle-Back models. (2018). Danilova, Albina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:1812.07529.

Full description at Econpapers || Download paper

2022Path-dependent Kyle equilibrium model. (2020). Jos'e M. Corcuera, ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2006.06395.

Full description at Econpapers || Download paper

2021Liquidity Provision with Adverse Selection and Inventory Costs. (2021). Stebegg, Florian ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2107.12094.

Full description at Econpapers || Download paper

2022What if we knew what the future brings?. (2021). , Mikl'Os ; Dolinsky, Yan ; Bank, Peter. In: Papers. RePEc:arx:papers:2108.04291.

Full description at Econpapers || Download paper

2021When Two Worlds Collide: Using Particle Physics Tools to Visualize the Limit Order Book. (2021). Trujillo-Barrera, Andres A ; van Leeuwen, Paul ; Naumann, Axel ; Gardebroek, Cornelis ; Hageboeck, Stephan ; Debie, Philippe ; Verhulst, Marjolein E ; Moneta, Lorenzo. In: Papers. RePEc:arx:papers:2109.04812.

Full description at Econpapers || Download paper

2021Multidimensional Kyle-Back model with a risk averse informed trader. (2021). Ekren, Ibrahim ; Bose, Shreya. In: Papers. RePEc:arx:papers:2111.01957.

Full description at Econpapers || Download paper

2022Kyles Model with Stochastic Liquidity. (2022). Mostowski, Brad ; Ekren, Ibrahim ; Vzitkovi, Gordan . In: Papers. RePEc:arx:papers:2204.11069.

Full description at Econpapers || Download paper

2022Trading constraints in continuous-time Kyle models. (2022). Larsen, Kasper ; Kwon, Heeyoung ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:2206.08117.

Full description at Econpapers || Download paper

2021Liquidity Formation and Preopening Periods in Financial Markets. (2021). Pouget, Sebastien ; Hong, Jieying. In: Economica. RePEc:bla:econom:v:88:y:2021:i:351:p:697-723.

Full description at Econpapers || Download paper

2022Informed trading and the dynamics of client-dealer connections in corporate bond markets. (2020). Pinter, Gabor ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0895.

Full description at Econpapers || Download paper

2022The impact of opportunity factors on fraudulent behavior in the Vietnamese stock market. (2022). Baskaran, Angathevar ; Selvarajan, Sonia Kumari ; Thuy, Thi Bich ; Phuong, Thi Hoai ; Cuc, Thi Thu. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000112.

Full description at Econpapers || Download paper

2021Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading. (2021). Takayama, Shino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s016518892100021x.

Full description at Econpapers || Download paper

2021Predicting stock prices based on informed traders’ activities using deep neural networks. (2021). Kim, Soonho ; Na, Haejung. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001944.

Full description at Econpapers || Download paper

2021The speed of stock price adjustment to corporate announcements: Insights from Turkey. (2021). Hasan, Afan ; Simsek, Koray D ; Simsir, Serif Aziz ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305872.

Full description at Econpapers || Download paper

2022High-frequency trading and market quality: The case of a “slightly exposed” market. (2022). Ekinci, Cumhur ; Ersan, Ouz. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003185.

Full description at Econpapers || Download paper

2021Do business ties generate private information? Evidence from institutional trading around M&A announcements. (2021). Pedersen, David J. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319307573.

Full description at Econpapers || Download paper

2021Information content of order imbalance in an order-driven market: Indian Evidence. (2021). Dixit, Alok ; Tripathi, Abhinava ; Vipul, . In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316779.

Full description at Econpapers || Download paper

2021Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355.

Full description at Econpapers || Download paper

2021Short selling patterns in cross-listed stocks. (2021). Zurbruegg, Ralf ; Peranginangin, Yessy ; Mihaylov, George ; Li, Shan. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300545.

Full description at Econpapers || Download paper

2021Commonality in intraday liquidity and multilateral trading facilities: Evidence from Chi-X Europe. (2021). Song, Shiyun ; Klein, Olga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000688.

Full description at Econpapers || Download paper

2021Are REITs more resilient than non-REITs? Evidence from natural experiments. (2021). Upadhyay, Arun ; Jain, Pawan. In: Japan and the World Economy. RePEc:eee:japwor:v:58:y:2021:i:c:s0922142521000165.

Full description at Econpapers || Download paper

2021Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market. (2021). Lo, Ingrid ; Lin, Hai ; Qiao, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002119.

Full description at Econpapers || Download paper

2021Rational quantitative trading in efficient markets. (2021). Tinn, Katrin ; Rossi, Stefano. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301204.

Full description at Econpapers || Download paper

2021Snowballing private information. (2021). Woolnough, Chris ; Sadzik, Tomasz. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001502.

Full description at Econpapers || Download paper

2021Information shocks, disagreement, and drift. (2021). Sabah, Nasim ; Cardella, Laura ; Armstrong, Will J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:916-940.

Full description at Econpapers || Download paper

2021The impact of arbitrage on market liquidity. (2021). Roesch, Dominik ; Rosch, Dominik. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:195-213.

Full description at Econpapers || Download paper

2021Bias in the effective bid-ask spread. (2021). Hagstromer, Bjorn . In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:314-337.

Full description at Econpapers || Download paper

2022Price revelation from insider trading: Evidence from hacked earnings news. (2022). Martineau, Charles ; Gregoire, Vincent ; Akey, Pat. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1162-1184.

Full description at Econpapers || Download paper

2022Smart money in Chinas A-share market: Evidence from big data. (2022). Zhang, Yifan ; Teka, Hanen ; Liu, Zhenya ; Chen, Zhenhua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000514.

Full description at Econpapers || Download paper

2021On pricing rules and optimal strategies in general Kyle-Back models. (2021). Cetin, Umut ; Danilova, Albina. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113003.

Full description at Econpapers || Download paper

2021Entry-proofness and discriminatory pricing under adverse selection. (2021). Salanie, Franois ; Mariotti, Thomas ; Attar, Andrea. In: Working Papers. RePEc:hal:wpaper:hal-03485384.

Full description at Econpapers || Download paper

2022Competitive nonlinear pricing under adverse selection. (2022). Salanie, Franois ; Mariotti, Thomas ; Attar, Andrea. In: Working Papers. RePEc:hal:wpaper:hal-03629592.

Full description at Econpapers || Download paper

2021Two price economic equilibria and financial market bid/ask prices. (2021). Siu, Tak Kuen ; Madan, Dilip B ; Elliott, Robert J. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:1:d:10.1007_s10436-020-00377-x.

Full description at Econpapers || Download paper

2021Price Revelation from Insider Trading: Evidence from Hacked Earnings News. (2021). Martineau, Charles ; Gregoire, Vincent ; Akey, Pat. In: SocArXiv. RePEc:osf:socarx:qe6tu.

Full description at Econpapers || Download paper

2022The Bright Side of Dark Markets: Experiments. (2022). Riyanto, Yohanes ; Wang, Yan ; Roy, Nilanjan ; Halim, Edward. In: MPRA Paper. RePEc:pra:mprapa:111803.

Full description at Econpapers || Download paper

2021A Data Paradigm to Operationalise Expanded Filtration: Realized Volatilities and Kernels from Non-Synchronous NASDAQ Quotes and Trades. (2021). Chakravarty, Ranjan R ; Pani, Sudhanshu. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:4:d:10.1007_s40953-021-00252-0.

Full description at Econpapers || Download paper

2022Competitive Nonlinear Pricing under Adverse Selection. (2021). attar, andrea ; Salanie, Franois ; Mariotti, Thomas. In: TSE Working Papers. RePEc:tse:wpaper:125475.

Full description at Econpapers || Download paper

2021When two worlds collide: Using particle physics tools to visualize the limit order book. (2021). Naumann, Axel ; Gardebroek, Cornelis ; Hageboeck, Stephan ; Debie, Philippe ; Verhulst, Marjolein E ; Moneta, Lorenzo ; Trujillobarrera, Andres A ; van Leeuwen, Paul. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1715-1734.

Full description at Econpapers || Download paper

2022Speculation or hedging?—Options trading prior to FOMC announcements. (2022). Pan, Guanzhong ; Jiang, George J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:212-230.

Full description at Econpapers || Download paper

2022Frequent batch auctions and informed trading. (2022). Smetak, Fabian ; Eibelshauser, Steffen. In: SAFE Working Paper Series. RePEc:zbw:safewp:344.

Full description at Econpapers || Download paper

Works by Shmuel Baruch:


YearTitleTypeCited
2007Working Orders in Limit Order Markets and Floor Exchanges In: Journal of Finance.
[Full Text][Citation analysis]
article25
2007Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance.
[Full Text][Citation analysis]
article34
2004Information in Securities Markets: Kyle Meets Glosten and Milgrom In: Econometrica.
[Full Text][Citation analysis]
article73
2013Strategic Liquidity Provision in Limit Order Markets In: Econometrica.
[Full Text][Citation analysis]
article22
2002Insider trading and risk aversion In: Journal of Financial Markets.
[Full Text][Citation analysis]
article25
2019Tail expectation and imperfect competition in limit order book markets In: Journal of Economic Theory.
[Full Text][Citation analysis]
article7
2017Informed trading and price discovery before corporate events In: Journal of Financial Economics.
[Full Text][Citation analysis]
article26
2009Asset Returns and the Listing Choice of Firms In: Review of Financial Studies.
[Full Text][Citation analysis]
article9
2005Who Benefits from an Open Limit-Order Book? In: The Journal of Business.
[Full Text][Citation analysis]
article45

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team