Michael Goldstein : Citation Profile


Are you Michael Goldstein?

Babson College

14

H index

18

i10 index

665

Citations

RESEARCH PRODUCTION:

26

Articles

14

Papers

RESEARCH ACTIVITY:

   24 years (1991 - 2015). See details.
   Cites by year: 27
   Journals where Michael Goldstein has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 6 (0.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo55
   Updated: 2022-10-01    RAS profile: 2015-11-25    
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Relations with other researchers


Works with:

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

Is cited by:

Blau, Benjamin (8)

LINTON, OLIVER (8)

Theissen, Erik (8)

Vives, Xavier (7)

Cespa, Giovanni (7)

McInish, Thomas (7)

Degryse, Hans (7)

Medeiros, Marcelo (6)

PASCUAL, ROBERTO (6)

Foucault, Thierry (6)

Biais, Bruno (5)

Cites to:

michaely, roni (7)

Miller, Merton (5)

Lee, Charles (5)

Stein, Jeremy (5)

Subrahmanyam, Avanidhar (4)

Ready, Mark (4)

French, Kenneth (4)

Fama, Eugene (4)

Grossman, Sanford (3)

Milgrom, Paul (3)

Keim, Donald (3)

Main data


Where Michael Goldstein has published?


Journals with more than one article published# docs
The Financial Review16
Journal of Financial Markets2

Recent works citing Michael Goldstein (2022 and 2021)


YearTitle of citing document
2022Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172.

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2021Quantifying the high-frequency trading arms race. (2021). O'Neill, Peter ; Budish, Eric ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:955.

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2021Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets. (2021). Mallory, Mindy ; Garcia, Philip ; Serra, Teresa ; Shang, Quanbiao. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:4:p:679-699.

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2021Is faster or slower trading better? An examination of order type execution speed and costs. (2021). Wu, Fei ; Huang, Tao ; Garvey, Ryan. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:326-363.

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2022Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44.

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2021Value of dividend signaling in uncertain times. (2021). Ho, Choy Yeing ; Chang, Millicent ; Baker, Hayley. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1419-1440.

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2022High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107.

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2021Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754.

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2022Non?Deal Roadshows, Informed Trading, and Analyst Conflicts of Interest. (2022). Williams, Jared ; Jame, Russell ; Bradley, Daniel. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:265-315.

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2022Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599.

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2021Economic Downturns and the Informativeness of Management Earnings Forecasts. (2021). Shaikh, Sarah ; Serfling, Matthew ; Maslar, David A. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:4:p:1481-1520.

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2021Optimal investment, derivative demand, and arbitrage under price impact. (2021). Spiliopoulos, Konstantinos ; Robertson, Scott ; Anthropelos, Michail. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:3-35.

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2021Trustors Disregard for Trustees Deciding Intuitively or Reflectively: Three Experiments on Time Constraints. (2021). Kujal, Praveen ; Espín, Antonio ; Cabrales, Antonio ; Rassenti, Stephen. In: Working Papers. RePEc:chu:wpaper:21-08.

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2021What do insiders know? Evidence from insider trading around share repurchases and SEOs. (2021). michaely, roni ; Cziraki, Peter ; Lyandres, Evgeny. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119918308824.

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2021Institutional trading in firms rumored to be takeover targets. (2021). Khadivar, Hamed ; Davis, Frederick ; Walker, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302418.

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2022Stock liquidity and corporate labor investment11We are grateful to the editor (Heitor Almeida) and an anynmous reviewer for detailed and significant guidance and suggestions. We thank Huu Duong, Alvin. (2022). Huang, HE ; Hasan, Iftekhar ; Ee, Mong Shan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002649.

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2022Optimal liquidation problem in illiquid markets. (2022). Vecer, Jan ; Sadoghi, Amirhossein. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:1050-1066.

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2021ChiNext IPOs initial returns before and after the 2013 stock market reform: What can we learn?. (2021). Deng, QI ; Hussein, Monica ; Zhou, Zhong-Guo. In: Emerging Markets Review. RePEc:eee:ememar:v:48:y:2021:i:c:s156601412100025x.

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2021Hedge funds and their prime broker analysts. (2021). Teo, Melvyn ; Kulchania, Manoj ; Chung, Sung Gon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:141-158.

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2022Non-marketability and one-day selling lockup. (2022). Wang, Jun ; Su, Tie ; Bian, Jiangze. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:1-23.

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2021Dividend or growth funds: What drives individual investors choices?. (2021). Liu, Pei ; Wu, Yanran ; Han, Liyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001939.

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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.

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2021Speed and learning in high-frequency auctions. (2021). Zoican, Marius ; Khapko, Mariana ; Haas, Marlene. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300525.

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2021Local investor horizon clientele and IPO underpricing. (2021). Zhang, Lei ; Massa, Massimo. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300562.

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2022Attention: How high-frequency trading improves price efficiency following earnings announcements. (2022). Wang, XU ; Moulton, Pamela C ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100063x.

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2022Fast traders make a quick buck: The role of speed in liquidity provision. (2022). Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000033.

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2021The Impact of Investor Sentiment on Catering Incentives around the World. (2021). Pan, Carrie ; Liao, Rose C ; Kim, Kihun ; Byun, Jinho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000044.

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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.

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2021Order based versus level book trade reporting: An empirical analysis. (2021). Johnson, Hardy B ; McInish, Thomas ; Upson, James. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000327.

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2021Algorithmic trading and firm value. (2021). Zhang, Jun ; Wang, Qin Emma ; Johnson, Shane A ; Hatch, Brian C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000480.

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2022Market fairness and efficiency: Evidence from the Tokyo Stock Exchange. (2022). Zhang, Jiang ; McInish, Thomas H ; Kemme, David M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002612.

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2021Measuring institutional trading costs and the implications for finance research: The case of tick size reductions. (2021). Liu, Tingting ; Irvine, Paul J ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:832-851.

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2021The electronic evolution of corporate bond dealers. (2021). Zhou, Xing Alex ; O'Hara, Maureen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:368-390.

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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.

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2022Issuance overpricing of Chinas corporate debt securities. (2022). Zhang, Jinfan ; Xiong, Wei ; Ding, YI. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:328-346.

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2021The impacts of circuit breakers on Chinas stock market. (2021). Zhang, Chao ; Hou, Keqiang ; Li, Zeguang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305347.

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2021Does off-exchange trading decrease in the presence of uncertainty?. (2021). Jurich, Stephen N. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:201-213.

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2021Relativistic Option Pricing. (2021). Gaspar, Raquel M ; Carvalho, Vitor H. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:2:p:32-:d:577441.

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2021Volatility and Depth in Commodity and FX Futures Markets. (2021). Lobanova, Olesya ; Aidov, Alexandre. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:545-:d:676575.

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2022Dynamic and Static Volatility Interruptions: Evidence from the Korean Stock Markets. (2022). Eom, Kyong Shik ; Park, Jong-Ho ; La, Sung Chae ; Kwon, Kyung Yoon. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:105-:d:758453.

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2021IPO Pricing and Dealers’ Interaction: A Stochastic Frontier Approach. (2021). Severini, Sabrina ; Mazzoli, Camilla ; Geranio, Manuela ; Cucculelli, Marco. In: International Business Research. RePEc:ibn:ibrjnl:v:14:y:2021:i:1:p:1.

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2021Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance. (2021). Chordia, Tarun ; Busse, Jeffrey A ; Tang, Yuehua ; Jiang, Lei. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1227-1248.

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2021Relativistically into Finance. (2021). Gaspar, Raquel M ; Carvalho, Vitor H. In: Working Papers REM. RePEc:ise:remwps:wp01752021.

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2021Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model. (2021). Luo, Qixuan ; Li, Handong ; Zhou, Xuan ; Shi, YU. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09987-z.

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2022Empirical analysis of the illiquidity premia of German real estate securities. (2022). Kuster-Simic, Andre ; Walther, Thomas ; Paul, Thomas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00398-0.

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2021Price Discovery in High Resolution*. (2021). Hasbrouck, Joel. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:19:y:2021:i:3:p:395-430..

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

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2021.

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2022International High-Frequency Arbitrage for Cross-Listed Stocks. (2021). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: Working Papers. RePEc:ris:crcrmw:2021_004.

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2022Intraday patterns of price clustering in Bitcoin. (2022). Tanizaki, Hisashi ; Ma, Donglian. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00307-4.

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2021What Can explain catering of dividend? Environment information and investor sentiment. (2021). Mondher, Kouki ; Bilel, Hadfi. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-021-09540-0.

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2022Does stock trading volume signal future dividends? Evidence from Iberian firms. (2022). Nippani, Srinivas ; Piedade, Patricia ; Lobo, Julio. In: Portuguese Economic Journal. RePEc:spr:portec:v:21:y:2022:i:1:d:10.1007_s10258-020-00191-3.

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2021High?frequency trading order cancellations and market quality: Is stricter regulation the answer?. (2021). Manahov, Viktor. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5385-5407.

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2022Resiliency in the E?mini futures market. (2022). Onur, Esen ; Haynes, Richard. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:5-23.

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Works by Michael Goldstein:


YearTitleTypeCited
1999Market Making and Trading in Nasdaq Stocks. In: The Financial Review.
[Citation analysis]
article7
2014Special Issue on Computerized and High-Frequency Trading: Guest Editors Note In: The Financial Review.
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article0
2014Computerized and High-Frequency Trading In: The Financial Review.
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article20
2014The Sound of Silence In: The Financial Review.
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article5
2014Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed-Income Markets In: The Financial Review.
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article2
2014Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures In: The Financial Review.
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article10
2014When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation In: The Financial Review.
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article11
2014Information Transmission between Financial Markets in Chicago and New York In: The Financial Review.
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article22
2014How Slow Is the NBBO? A Comparison with Direct Exchange Feeds In: The Financial Review.
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article28
2014High-Frequency Traders and Market Structure In: The Financial Review.
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article11
2014High-Frequency Trading and the Execution Costs of Institutional Investors In: The Financial Review.
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article21
2014The Provision of Liquidity by High-Frequency Participants In: The Financial Review.
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article19
2014How Aggressive Are High-Frequency Traders? In: The Financial Review.
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article6
2014Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms In: The Financial Review.
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article6
2015Circuit Breakers, Trading Collars, and Volatility Transmission Across Markets: Evidence from NYSE Rule 80A In: The Financial Review.
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article3
2015The Global Preference for Dividends in Declining Markets In: The Financial Review.
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article5
2014The Global Preference for Dividends in Declining Markets.(2014) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 5
paper
1997 Quotes, Order Flow, and Price Discovery. In: Journal of Finance.
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article70
1995Real Estate Investment Trusts, Small Stocks and Bid?ask Spreads In: Real Estate Economics.
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article17
2011Purchasing IPOs with Commissions In: Journal of Financial and Quantitative Analysis.
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article34
2011Do dividends matter more in declining markets? In: Journal of Corporate Finance.
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article28
2008Competition in the market for NASDAQ securities In: Journal of Financial Markets.
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article19
2004Trading strategies during circuit breakers and extreme market movements In: Journal of Financial Markets.
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article60
2000Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE In: Journal of Financial Economics.
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article149
1998Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provisions on the NYSE.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 149
paper
2001Liquidity Provision during Circuit Breakers and Extreme Market Movements In: Rodney L. White Center for Financial Research Working Papers.
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paper14
2000Liquidity Provision during Circuit Breakers and Extreme Market Movements.(2000) In: Rodney L. White Center for Financial Research Working Papers.
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paper
2001On the Integration of the US Equity Markets (Revised: 18-95) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1995On the Integration of the US Equity Markets..(1995) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 1
paper
1996Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1996Quotes, Order Flow, and Price Discovery..(1996) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 0
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1992Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper4
1992Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92).(1992) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
1995Quotes, Order Flow, and Price Discovery (Revision of 1-95) (Revised: 3-96) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1992Displayed and Effective Spreads by Market (Revision of 4-92) In: Rodney L. White Center for Financial Research Working Papers.
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paper18
1991Differences in execution Prices among the Nyse, the Regionals and the NASD. In: Weiss Center Working Papers.
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paper3
2004Brokerage Commissions and Institutional Trading Patterns In: Discussion Paper Series.
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paper70
2009Brokerage Commissions and Institutional Trading Patterns.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 70
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2010Inter-market competition for NYSE-listed securities under decimals In: Review of Quantitative Finance and Accounting.
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article2
1997Privatization success and failure: finance theory and regulation in the transitional economies of Albania and the Czech Republic In: Managerial and Decision Economics.
[Citation analysis]
article0

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