Hans R. Stoll : Citation Profile

Deceased: 2020-03-20

23

H index

31

i10 index

4146

Citations

RESEARCH PRODUCTION:

42

Articles

16

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   46 years (1968 - 2014). See details.
   Cites by year: 90
   Journals where Hans R. Stoll has often published
   Relations with other researchers
   Recent citing documents: 288.    Total self citations: 4 (0.1 %)

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   Permalink: http://citec.repec.org/pst279
   Updated: 2023-01-28    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 (63)

PASCUAL, ROBERTO (34)

Biais, Bruno (29)

Rime, Dagfinn (24)

Theissen, Erik (23)

Salanié, François (17)

Sarkar, Asani (17)

Menkveld, Albert (17)

Lyons, Richard (16)

Foucault, Thierry (16)

Daures-Lescourret, Laurence (15)

Cites to:

Christie, William (8)

Lee, Charles (7)

Madhavan, Ananth (6)

Subrahmanyam, Avanidhar (5)

Harris, Jeffrey (5)

Roll, Richard (5)

Amihud, Yakov (4)

Ready, Mark (4)

Bodnar, Gordon (4)

michaely, roni (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 Economics4
Journal of Financial Markets4
Journal of Applied Corporate Finance3
Review of Financial Studies3
Journal of Futures Markets2
Journal of International Money and Finance2
Journal of Banking & Finance2

Recent works citing Hans R. Stoll (2022 and 2021)

YearTitle of citing document
2021.

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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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2022New closed-form approximations in multi-asset market making. (2018). Vieira, Douglas ; Evangelista, David. In: Papers. RePEc:arx:papers:1810.04383.

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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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2022Size 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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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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2022Algorithmic 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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2022Optimal order execution under price impact: A hybrid model. (2021). Wang, Tai-Ho ; Tebaldi, Claudio ; di Giacinto, Marina . In: Papers. RePEc:arx:papers:2112.02228.

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2022Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control. (2021). Gu, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Papers. RePEc:arx:papers:2112.02269.

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2022Option Volume Imbalance as a predictor for equity market returns. (2022). Howison, Sam ; Cucuringu, Mihai ; Michael, Nikolas. In: Papers. RePEc:arx:papers:2201.09319.

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2022Price formation in financial markets: a game-theoretic perspective. (2022). Evangelista, David ; Thamsten, Yuri ; Saporito, Yuri. In: Papers. RePEc:arx:papers:2202.11416.

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2022A mean-field game of market-making against strategic traders. (2022). Possamai, Dylan ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2203.13053.

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2022Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules. (2022). Cornet, Bernard ; Chateauneuf, Alain ; Bastianello, Lorenzo. In: Papers. RePEc:arx:papers:2203.16292.

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2022Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO. (2022). Zhang, Xinwen ; Xiang, YI ; Weng, Jiacheng ; Fang, Jin. In: Papers. RePEc:arx:papers:2206.10736.

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2022Market Making with Scaled Beta Policies. (2022). Savani, Rahul ; Palmer, Gregory ; Jerome, Joseph. In: Papers. RePEc:arx:papers:2207.03352.

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2022Dealing with multi-currency inventory risk in FX cash markets. (2022). Gu, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Papers. RePEc:arx:papers:2207.04100.

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2022Model-based gym environments for limit order book trading. (2022). Herdegen, Martin ; Savani, Rahul ; Sanchez-Betancourt, Leandro ; Jerome, Joseph. In: Papers. RePEc:arx:papers:2209.07823.

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2022Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations. (2022). Balch, Tucker ; Zheng, Zeyu ; Xu, Mengda ; Vann, Jared ; Amrouni, Selim ; Spooner, Thomas ; Ganesh, Sumitra ; Ardon, Leo ; Vadori, Nelson ; Veloso, Manuela. In: Papers. RePEc:arx:papers:2210.07184.

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2022Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695.

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2022Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions. (2022). Gu, Olivier ; Bouba, David ; Bertucci, Louis ; Bergault, Philippe. In: Papers. RePEc:arx:papers:2212.00336.

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2022Order routing and market quality: Who benefits from internalisation?. (2022). Danilova, Alaina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:2212.07827.

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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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2021A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21.

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2021Los determinantes de la liquidez en Colombia: un análisis del mercado de divisas de contado. (2021). Gamboa-Estrada, Fredy ; Castaeda-Arevalo, David. In: Borradores de Economia. RePEc:bdr:borrec:1185.

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2021Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841.

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2021Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82.

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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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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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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2021A nonrandom walk down Hollywood boulevard: Celebrity deaths and investor sentiment. (2021). Lepori, Gabriele M. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:3:p:591-613.

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2021The effects of exchange listing on market quality: Evidence from over?the?counter uplistings. (2021). Roseman, Brian ; Griffith, Todd ; Davis, Ryan ; Yildiz, Serhat. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:645-669.

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2021The impact of trading behavioral biases on market liquidity under different volatility levels: Evidence from the Chinese commodity futures market. (2021). Zheng, Kaixin ; Tse, Yiuman ; Liu, Qingfu. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:671-692.

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2021Quote dynamics of cross?listed stocks. (2021). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:497-522.

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2021The GameStop Episode: What Happened and What Does It Mean?. (2021). Malz, Allan M. In: Journal of Applied Corporate Finance. RePEc:bla:jacrfn:v:33:y:2021:i:4:p:87-97.

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2021Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets. (2021). Foucault, Thierry ; Colliard, Jean-Edouard ; Hoffmann, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2199-2247.

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2021Asset Pricing and Sports Betting. (2021). Moskowitz, Tobias J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3153-3209.

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2021ISO order imbalances and individual stock returns. (2021). Cox, Justin. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:1:p:5-23.

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2021From Implicit to Explicit: The Impact of Disclosure Requirements on Hidden Transaction Costs. (2021). Watts, Edward M ; Eventov, Omri ; Cuny, Christine . In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:1:p:215-242.

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2022How is Earnings News Transmitted to Stock Prices?. (2022). Martineau, Charles ; Gregoire, Vincent. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:261-297.

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2021Size matters for OTC market makers: General results and dimensionality reduction techniques. (2021). Gueant, Olivier ; Bergault, Philippe. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:279-322.

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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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2021Liquidity in competitive dealer markets. (2021). Muhlekarbe, Johannes ; Ekren, Ibrahim ; Bank, Peter. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:3:p:827-856.

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2021Option Trading and REIT Returns. (2021). Sheng, Hainan ; Harrison, David M ; Cashman, George D. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:332-389.

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2022Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0970.

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2021Robust Estimation of Integrated Volatility. (2021). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2115.

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2022THE LAW OF ONE PRICE, BORDERS AND PURCHASING POWER PARITY. (2022). Pippenger, John. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt5b17d1dr.

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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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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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2022Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques. (2022). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-23.

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2022Do investors value audit quality of complex estimates?. (2022). Chen, Bingyi. In: Advances in accounting. RePEc:eee:advacc:v:57:y:2022:i:c:s0882611022000141.

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2022Can anti-corruption help realize the “strong” Porter Hypothesis in China? Evidence from Chinese manufacturing enterprises. (2022). Liu, Zhiyong John ; Chen, Xiaoyang. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s104900782200032x.

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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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2021Options trading and the cost of debt. (2021). Garcia, Sergio J ; Blanco, Ivan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001267.

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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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2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

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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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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 ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2021The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327.

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2021Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches. (2021). Alghassab, Waleed ; Talbi, Mariem ; Hkiri, Besma ; Tissaoui, Kais ; Alfreahat, Khaled Issa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001376.

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2022Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602.

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2022Infectious disease and corporate activities. (2022). Yaghoubi, Mona ; Suleman, Muhammad Tahir. In: Economics Letters. RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000179.

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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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2021Oil price shocks and the US stock market: A nonlinear approach. (2021). Kim, Jaebeom ; Hwang, Inwook. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:23-36.

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2022The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50.

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2021Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications. (2021). Kang, Sanghoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003844.

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2021Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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2021Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005120.

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2022What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?. (2022). Tsouknidis, Dimitris ; Clerides, Sofronis ; Lambertides, Neophytos ; Krokida, Styliani-Iris. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005880.

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2022Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound. (2022). Sharma, Shahil ; Sardar, Naafey. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000056.

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2022Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Kang, Sanghoon ; McIver, Ron ; Vo, Xuan Vinh ; Ur, Mobeen. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000603.

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2022Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731.

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2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413.

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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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2022Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674.

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2022How do dynamic jumps in global crude oil prices impact Chinas industrial sector?. (2022). Ye, Shuping ; Mou, Xinjie ; Zhang, Chuanguo. In: Energy. RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005084.

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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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2021A comprehensive look at stock return predictability by oil prices using economic constraint approaches. (2021). Wahab, M. I. M., ; Lu, Xinjie ; Wang, Ruoxin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002258.

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2022Brokered versus dealer markets: Impact of proprietary trading with transaction fees. (2022). Tian, Yuan ; Nishide, Katsumasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521918302266.

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2022Energy price uncertainty and the value premium. (2022). Zhong, Angel ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Chiah, Mardy. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000370.

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2022Trading restriction and the choice for derivatives. (2022). Liu, Xiaoquan ; Shi, Yining ; Ye, Wuyi ; Chen, Pengzhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000862.

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2022The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms acquisitions. (2022). Zhang, Zeyu ; Monaco, Eleonora ; Ibikunle, Gbenga ; Palumbo, Riccardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200148x.

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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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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]		article30
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]		article63
1972Price Impacts of Block Trading on the New York Stock Exchange. In: Journal of Finance.
[Full Text][Citation analysis]		article183
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]		article448
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: 448		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: 448		paper
1978The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks. In: Journal of Finance.
[Full Text][Citation analysis]		article208
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: 208		paper
1980 On Dealer Markets under Competition. In: Journal of Finance.
[Full Text][Citation analysis]		article58
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: 58		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: 58		paper
1983 The Dynamics of Dealer Markets under Competition. In: Journal of Finance.
[Full Text][Citation analysis]		article278
1983 Spot and Futures Prices and the Law of One Price. In: Journal of Finance.
[Full Text][Citation analysis]		article42
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: 42		paper
2000Presidential Address: Friction In: Journal of Finance.
[Full Text][Citation analysis]		article130
1968An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article7
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]		article35
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: 35		paper
1990The Dynamics of Stock Index and Stock Index Futures Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article258
2001Tick Size, Bid-Ask Spreads, and Market Structure In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article41
1970Small Business and the New Issues Market for Equities In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article44
1972Parallel Trading by Institutional Investors In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article29
2003Market microstructure In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter24
2008Failure to exercise call options: An anomaly and a trading game In: Journal of Financial Markets.
[Full Text][Citation analysis]		article11
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]		article13
2005Price impacts of options volume In: Journal of Financial Markets.
[Full Text][Citation analysis]		article36
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]		article145
1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE In: Journal of Financial Economics.
[Full Text][Citation analysis]		article385
2006Trades outside the quotes: Reporting delay, trading option, or trade size? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article13
1981Optimal dealer pricing under transactions and return uncertainty In: Journal of Financial Economics.
[Full Text][Citation analysis]		article489
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: 489		paper
2001Exchange rates and firms liquidity: evidence from ADRs In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
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]		article13
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]		article1
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]		article362
1990Stock Market Structure and Volatility. In: Review of Financial Studies.
[Full Text][Citation analysis]		article203
1994Market Microstructure and Stock Return Predictions. In: Review of Financial Studies.
[Full Text][Citation analysis]		article82
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]		article432
1988Index futures, program trading, and stock market procedures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2

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