Hans R. Stoll : Citation Profile

Deceased: 2020-03-20

23

H index

28

i10 index

3698

Citations

RESEARCH PRODUCTION:

42

Articles

16

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   46 years (1968 - 2014). See details.
   Cites by year: 80
   Journals where Hans R. Stoll has often published
   Relations with other researchers
   Recent citing documents: 256.    Total self citations: 4 (0.11 %)

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   Permalink: http://citec.repec.org/pst279
   Updated: 2021-10-16    RAS profile:    
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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 Hans R. Stoll.

Is cited by:

Subrahmanyam, Avanidhar (62)

Biais, Bruno (29)

Rime, Dagfinn (24)

PASCUAL, ROBERTO (21)

Theissen, Erik (19)

Sarkar, Asani (17)

Menkveld, Albert (17)

Lyons, Richard (16)

Daures Lescourret, Laurence (15)

Gehrig, Thomas (13)

AROURI, Mohamed (13)

Cites to:

Madhavan, Ananth (6)

Lee, Charles (5)

Subrahmanyam, Avanidhar (5)

Ready, Mark (4)

Amihud, Yakov (4)

Bodnar, Gordon (4)

Roll, Richard (4)

Easley, David (3)

michaely, roni (3)

Christie, William (3)

Keim, Donald (3)

Main data

Where Hans R. Stoll has published?

Journals with more than one article published# docs
Journal of Finance9
Journal of Financial and Quantitative Analysis6
Journal of Financial Markets4
Journal of Financial Economics4
Review of Financial Studies3
Journal of Applied Corporate Finance3
Journal of Futures Markets2
Journal of Banking & Finance2
Journal of International Money and Finance2

Recent works citing Hans R. Stoll (2021 and 2020)

YearTitle of citing document
2020ARE SMALL STOCKS ILLIQUID? AN EXAMINATION OF LIQUIDITY-IMPROVING EVENTS. (2020). Al-Haji, Ahmad. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202068.

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2021.

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2020Estimation for high-frequency data under parametric market microstructure noise. (2017). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1712.01479.

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2021Liquidity in Competitive Dealer Markets. (2018). Muhle-Karbe, Johannes ; Ekren, Ibrahim ; Bank, Peter. In: Papers. RePEc:arx:papers:1807.08278.

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2021New closed-form approximations in multi-asset market making. (2018). Vieira, Douglas ; Evangelista, David. In: Papers. RePEc:arx:papers:1810.04383.

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2020Optimal market making under partial information with general intensities. (2019). Campi, Luciano ; Zabaljauregui, Diego. In: Papers. RePEc:arx:papers:1902.01157.

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2020Market Making under a Weakly Consistent Limit Order Book Model. (2019). Viens, Frederi ; Law, Baron . In: Papers. RePEc:arx:papers:1903.07222.

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2021Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140.

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2021Optimal Bookmaking. (2019). Zou, Bin ; Zhou, Zhou ; Lorig, Matthew. In: Papers. RePEc:arx:papers:1907.01056.

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2020Size matters for OTC market makers: viscosity approach and dimensionality reduction technique. (2019). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:1907.01225.

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2021Optimal make take fees in a multi market maker environment. (2019). Rosenbaum, Mathieu ; Possamai, Dylan ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:1907.11053.

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2020Algorithmic market making: the case of equity derivatives. (2019). Gu, Olivier ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:1907.12433.

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2020Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1909.10807.

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2020Robust Market Making via Adversarial Reinforcement Learning. (2020). Savani, Rahul ; Spooner, Thomas. In: Papers. RePEc:arx:papers:2003.01820.

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2020Forward BSDEs and backward SPDEs for utility maximization under endogenous pricing. (2020). Stadje, Mitja ; Nguyen, Thai. In: Papers. RePEc:arx:papers:2005.04312.

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2020An approximate solution for options market-making in high dimension. (2020). Manziuk, Iuliia ; Derchu, Joffrey ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2009.00907.

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2020Optimal market making under partial information and numerical methods for impulse control games with applications. (2020). Zabaljauregui, Diego. In: Papers. RePEc:arx:papers:2009.06521.

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2020Optimal trading without optimal control. (2020). Ritter, Gordon ; Benveniste, Jerome ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2012.12945.

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2021Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts. (2021). Yu, Chuyi ; Jos'e E. Figueroa-L'opez, ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2101.03086.

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2021Algorithmic market making in foreign exchange cash markets: a new model for active market makers. (2021). Gu, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Papers. RePEc:arx:papers:2106.06974.

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

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2021Deep Hawkes Process for High-Frequency Market Making. (2021). Kumar, Pankaj. In: Papers. RePEc:arx:papers:2109.15110.

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2020Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang. In: Working Papers. RePEc:bfi:wpaper:2020-79.

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2020Market Making and Proprietary Trading in the US Corporate Bond Market. (2020). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:754.

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2020Overnight block trades in the Korean stock market. (2020). Kim, Suk Bong ; Hur, Seokkyun ; Chung, Chune Young. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2231-2261.

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2020The seasonality of gold prices in China does the risk‐aversion level matter?. (2020). Xiao, Bing ; Zhu, Zhenzhen ; van Hoang, Thi Hong ; Wong, Wing Keung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2617-2664.

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2020Levered and inverse VIX ETP option contract adjustments: No harm, no foul?. (2020). Whaley, Robert E ; Tengulov, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3253-3277.

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2020Opacity and the comovement in the stock prices of banks. (2020). Griffith, Todd G ; Blau, Benjamin M ; Whitby, Ryan J. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3557-3580.

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2021Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836.

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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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2020Comovement of dairy product futures and firm value: returns and volatility. (2020). Leung, Henry ; Furfaro, Frank. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:3:p:632-654.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2020WHATS IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE. (2020). DeLisle, Jared ; Zaynutdinova, Gulnara R ; Yuksel, Zafer H. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:305-344.

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2020STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

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2020Inferring trade directions in fast markets. (2020). Jurkatis, Simon . In: Bank of England working papers. RePEc:boe:boeewp:0896.

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2020The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance. (2020). Ravi, Kashyap. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:2:p:23:n:13.

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2020The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance. (2020). Ravi, Kashyap. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:2:p:23:n:4.

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2021Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9322.

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2021Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: Working Paper Series. RePEc:ecb:ecbwps:20212529.

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2020Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-21.

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2020The Relationship Between the Returns and Volatility of Stock and Oil Markets in the Last Two Decades: Evidence from Saudi Arabia. (2020). Alsharif, Mohammad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-1.

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2020Causal Nexus between the Anamolies in the Crude Oil Price and Stock Market. (2020). Sarea, Adel M ; Lokesha, Lokesha ; Rajesha, T M ; Hawaldar, Iqbal Thonse. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-29.

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2020The Lead Lag Relationship between Spot and Futures Markets in the Energy Sector: Empirical Evidence from Indian Markets. (2020). Shirodkar, Sanjeeta ; Raju, Guntur Anjana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-47.

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2020Does Crude Oil Prices have Effect on Exports, Imports and GDP on BRICS Countries? - An Empirical Evidence. (2020). Raju, Guntur Anjana ; Marathe, Shripad Ramchandra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-67.

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2021The Influence of Oil Price Fluctuations on Stock Market of Developing Economies: A Focus on Nigeria. (2021). Iyoha, Francis O ; Agbo, Elias Igwebuike ; Eluyela, Damilola Felix ; Nwude, Chuke. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-13.

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2021Nexus between Crude Oil, Exchange Rate and Stock Market Returns: An Empirical Evidence from Indian Context. (2021). Marathe, Shripad Ramchandra ; Shirodkar, Sanjeeta ; Raju, Guntur Anjana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-21.

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2021The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?. (2021). Yaghoubi, Mona ; Biakowski, Jdrzej. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000241.

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2021Pension funds and IPO pricing. Evidence from a quasi-experiment. (2021). Langer, Piotr B ; Roszkowska, Paulina. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:4:s0890838920300639.

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2020Trade credit and stock liquidity. (2020). Shang, Chenguang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300304.

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2020The effects of trade size and market depth on immediate price impact in a limit order book market. (2020). Anderson, Heather ; Pham, Manh Cuong ; Lajbcygier, Paul ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301603.

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2021Optimal market-Making strategies under synchronised order arrivals with deep neural networks. (2021). Zheng, Harry ; Lee, Kyungsub ; Jang, Hyun Jin ; Choi, So Eun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000336.

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2021An analysis of impact of cancellation activity on market quality: Evidence from China. (2021). Zhang, Xiaotao ; Chu, Gang. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001498.

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2020Financial frictions and the futures pricing puzzle. (2020). Taamouti, Abderrahim ; ap Gwilym, Rhys ; Rahman, Hamid ; el Alaoui, Abdelkader O ; Ebrahim, Shahid M. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:358-371.

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2020A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58.

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2020Are high–frequency traders informed?. (2020). Varsakelis, Christos ; Fontaine, Patrice ; Anagnostidis, Panagiotis. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:365-383.

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2020Market transparency and closing price behavior on month-end days: Evidence from Taiwan. (2020). Lin, Sheng-Min ; Huang, Yu Chuan ; Yu Chuan Huang, ; Chan, Shu Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301116.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2020A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105.

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2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

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2020The effect of short-sale restrictions on the information transmission of extended index futures trading. (2020). Wang, Bo-Ting ; Yeh, Shih-Kuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300632.

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2020On the different impacts of fixed versus floating bid-ask spreads on an automated intraday stock trading. (2020). Heywood, Malcolm ; Loginov, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301443.

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2020Retail investors’ trading and stock market liquidity. (2020). Abudy, Menachem Meni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301741.

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2021Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278.

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2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Yoon, Seong-Min ; Lee, Yun-Jung ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2020Dependent microstructure noise and integrated volatility estimation from high-frequency data. (2020). Laeven, Roger ; Vellekoop, Michel H ; Li, Merrick Z. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:536-558.

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2020Systemic risk in European financial and energy sectors: Dynamic factor copula approach. (2020). Nevrla, Matj. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518304904.

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2020More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Goh, Kim-Leng ; Lim, Kian-Ping ; Chia, Yee-Ee. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016.

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2020The primary dealer system in lower-income economies. (2020). Endo, Tadashi. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014119302195.

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2020Stock market illiquidity, bargaining power and the cost of borrowing. (2020). Muckley, Cal ; Gong, DI ; Chen, Jiayuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:181-206.

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2021Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38.

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2021Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

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2021Does vega-neutral options trading contain information?. (2021). Yang, Heejin ; Ryu, Doojin ; Lee, Jaeram. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:294-314.

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2020Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846.

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2020Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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2020Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Nepal, Rabindra ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Suleman, Mouhammed Tahir ; Peng, Zhe. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541.

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2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182.

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2021Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914.

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2021Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach. (2021). Marsh, Ian W ; Huang, Chih-Yueh ; Alizadeh, Amir H. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302063.

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2021Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

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2021The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications. (2021). Kang, Sang Hoon ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304011.

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2021The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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2021Oil shocks and stock market: Revisiting the dynamics. (2021). B, Anand ; Paul, Sunil ; Anand, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000165.

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2021Cash holdings and oil price uncertainty exposures. (2021). Tong, Xinle ; Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002085.

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2020Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867.

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2020The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective. (2020). Cai, Guixin ; Zhang, Hao ; Yang, Dongxiao. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302061.

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2020The oil price risk and global stock returns. (2020). Azimli, Asil. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304278.

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2020A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries. (2020). Mokni, Khaled. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220317473.

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2020Explaining the nonlinear response of stock markets to oil price shocks. (2020). Sharma, Shahil ; Escobari, Diego. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318855.

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2020Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective. (2020). Li, Jianping ; Yao, Yanzhen ; Wang, Jun ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304599.

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2020Liquidity, implied volatility and tail risk: A comparison of liquidity measures. (2020). Righi, Marcelo Brutti ; Ramos, Henrique Pinto. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301071.

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2020Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets. (2020). Zhou, Shengjie ; Ye, Qing ; Zhang, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301939.

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2020Stock liquidity and dividend policy: Evidence from an imputation tax environment. (2020). Nguyen, Truong-Giang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302039.

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2020What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131.

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2021Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2021Understanding Bitcoin liquidity. (2021). Scharnowski, Stefan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311286.

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2021Price discovery and its determinants for the Chinese soybean options and futures markets. (2021). Li, Zihe ; Liu-Chen, Baiao ; Hao, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320305444.

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2020Expected issuance fees and market liquidity. (2020). Zwinkels, Remco ; Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd . In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418119300795.

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2020Intraday market making with overnight inventory costs. (2020). Vogt, Erik ; Fleming, Michael ; Capponi, Agostino ; Adrian, Tobias ; Zhang, Hongzhong. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300331.

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More than 100 citations found, this list is not complete...

Hans R. Stoll has edited the books:

YearTitleTypeCited

Works by Hans R. Stoll:

YearTitleTypeCited
2006Electronic Trading in Stock Markets In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article29
2002REGULATION OF FINANCIAL MARKETS: TOWARD A FOCUSED APPROACH In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article1
1993THE NEW DISCLOSURES OF EXECUTIVE PAY In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article2
1993ORGANIZATION OF THE STOCK MARKET: COMPETITION OR FRAGMENTATION? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article2
1969The Relationship between Put and Call Option Prices. In: Journal of Finance.
[Full Text][Citation analysis]		article53
1972Price Impacts of Block Trading on the New York Stock Exchange. In: Journal of Finance.
[Full Text][Citation analysis]		article169
1973The Relationship Between Put and Call Option Prices: Reply. In: Journal of Finance.
[Full Text][Citation analysis]		article9
1978The Supply of Dealer Services in Securities Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article403
2002The Supply of Dealer Services in Securities Markets.(2002) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 403		paper
The Supply of Dealer Services in Securities Markets.() In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 403		paper
1978The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks. In: Journal of Finance.
[Full Text][Citation analysis]		article190
The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks.() In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 190		paper
1980 On Dealer Markets under Competition. In: Journal of Finance.
[Full Text][Citation analysis]		article53
2001On Dealer Markets Under Competition.(2001) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 53		paper
1980On Dealer Markets Under Competition.(1980) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 53		paper
1983 The Dynamics of Dealer Markets under Competition. In: Journal of Finance.
[Full Text][Citation analysis]		article252
1983 Spot and Futures Prices and the Law of One Price. In: Journal of Finance.
[Full Text][Citation analysis]		article31
1982Spot and Futures Prices and the Law of One Price.(1982) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 31		paper
2000Presidential Address: Friction In: Journal of Finance.
[Full Text][Citation analysis]		article131
1968An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article6
1976Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article9
Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks.() In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 9		paper
1979Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article30
Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium.() In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 30		paper
1990The Dynamics of Stock Index and Stock Index Futures Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article231
2001Tick Size, Bid-Ask Spreads, and Market Structure In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article36
1970Small Business and the New Issues Market for Equities In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article34
1972Parallel Trading by Institutional Investors In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article26
2003Market microstructure In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter23
2008Failure to exercise call options: An anomaly and a trading game In: Journal of Financial Markets.
[Full Text][Citation analysis]		article9
2012Stock option contract adjustments: The case of special dividends In: Journal of Financial Markets.
[Full Text][Citation analysis]		article1
2014Are trading imbalances indicative of private information? In: Journal of Financial Markets.
[Full Text][Citation analysis]		article11
2005Price impacts of options volume In: Journal of Financial Markets.
[Full Text][Citation analysis]		article29
1989Market structure and transaction costs: Implied spreads in the German stock market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
1982Comments `An analysis of the economic justificiation for consolidation in a secondary security market by Kalman J. Cohen et al. In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
1983Transaction costs and the small firm effect In: Journal of Financial Economics.
[Full Text][Citation analysis]		article135
1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE In: Journal of Financial Economics.
[Full Text][Citation analysis]		article348
2006Trades outside the quotes: Reporting delay, trading option, or trade size? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article12
1981Optimal dealer pricing under transactions and return uncertainty In: Journal of Financial Economics.
[Full Text][Citation analysis]		article427
Optimal Dealer Pricing Under Transactions and Return Uncertainty.() In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 427		paper
2001Exchange rates and firms liquidity: evidence from ADRs In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
1986The Law of One Price in international commodity markets: A reformulation and some formal tests In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article8
2001The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised).() In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
Price Impacts of Block Trading on the NYSE In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
Price Impacts of Block Trading on the NYSE.() In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
Portfolio Diversification of NYSE Specialist Units In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
Portfolio Diversification of NYSE Specialist Units.() In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
Discounts and Premiums on Shares of Diversified Closed-End Investment Funds In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1998Special Issue: Ten Years Since the Crash of 1987 In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article0
1972Causes of Deviation from Interest-Rate Parity: A Comment. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article1
1998Regulation of Financial Markets: A Focused Approach In: Multinational Finance Journal.
[Full Text][Citation analysis]		article0
1975Postscripts by Academic Participants In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
1997The Components of the Bid-Ask Spread: A General Approach. In: Review of Financial Studies.
[Citation analysis]		article293
1990Stock Market Structure and Volatility. In: Review of Financial Studies.
[Full Text][Citation analysis]		article184
1994Market Microstructure and Stock Return Predictions. In: Review of Financial Studies.
[Full Text][Citation analysis]		article78
1997Expiration†Day Effects of the All Ordinaries Share Price Index Futures: Empirical Evidence and Alternative Settlement Procedures In: Australian Journal of Management.
[Full Text][Citation analysis]		article14
1990Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew. In: The Journal of Business.
[Full Text][Citation analysis]		article18
1996Energy shocks and financial markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article386
1988Index futures, program trading, and stock market procedures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2

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