8
H index
8
i10 index
343
Citations
Università degli Studi di Roma "Tor Vergata" | 8 H index 8 i10 index 343 Citations RESEARCH PRODUCTION: 9 Articles RESEARCH ACTIVITY: 17 years (2002 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba1908 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Shmuel Baruch. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometrica | 2 |
Journal of Finance | 2 |
Year | Title of citing document |
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2023 | Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David. In: Papers. RePEc:arx:papers:2307.07024. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Implications of false alarms in dynamic games on cyber-security. (2023). Choi, Jin Hyuk ; Han, Kookyoung. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:169:y:2023:i:c:s0960077923002230. Full description at Econpapers || Download paper |
2023 | The informational consequences of good and bad mergers. (2023). Barbopoulos, Leonidas G ; Adra, Samer. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001535. Full description at Econpapers || Download paper |
2023 | Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869. Full description at Econpapers || Download paper |
2023 | Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495. Full description at Econpapers || Download paper |
2023 | A machine learning attack on illegal trading. (2023). Prokhorov, Artem ; Leung, Henry ; James, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003156. Full description at Econpapers || Download paper |
2023 | Market-making with search and information frictions. (2023). Zetlin-Jones, Ariel ; Venkateswaran, Venky ; Shourideh, Ali ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001102. Full description at Econpapers || Download paper |
2023 | Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190. Full description at Econpapers || Download paper |
2023 | Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7. Full description at Econpapers || Download paper |
2023 | Insider Trading with Semi-Informed Traders and Information Sharing: The Stackelberg Game. (2023). Ahmed, Naveed ; Karam, Fida ; Daher, Wassim. In: MPRA Paper. RePEc:pra:mprapa:118138. Full description at Econpapers || Download paper |
2023 | An Experimental Analysis of Dynamic Informed Trading.. (2023). Takayama, Shino ; Phan, Nhan Buu ; Liu, Yuqing. In: Discussion Papers Series. RePEc:qld:uq2004:665. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | Working Orders in Limit Order Markets and Floor Exchanges In: Journal of Finance. [Full Text][Citation analysis] | article | 26 |
2007 | Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance. [Full Text][Citation analysis] | article | 56 |
2004 | Information in Securities Markets: Kyle Meets Glosten and Milgrom In: Econometrica. [Full Text][Citation analysis] | article | 92 |
2013 | Strategic Liquidity Provision in Limit Order Markets In: Econometrica. [Full Text][Citation analysis] | article | 23 |
2002 | Insider trading and risk aversion In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 32 |
2019 | Tail expectation and imperfect competition in limit order book markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 7 |
2017 | Informed trading and price discovery before corporate events In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 36 |
2009 | Asset Returns and the Listing Choice of Firms In: Review of Financial Studies. [Full Text][Citation analysis] | article | 15 |
2005 | Who Benefits from an Open Limit-Order Book? In: The Journal of Business. [Full Text][Citation analysis] | article | 56 |
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