Shmuel Baruch : Citation Profile

Are you Shmuel Baruch?

Università degli Studi di Roma "Tor Vergata"

8

H index

8

i10 index

360

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 18
   Journals where Shmuel Baruch has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 2 (0.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1908
   Updated: 2024-12-03    RAS profile: 2024-04-06    
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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 Shmuel Baruch.

Is cited by:

Salanié, François (16)

attar, andrea (14)

Foucault, Thierry (9)

Park, Andreas (8)

Takayama, Shino (8)

Vayanos, Dimitri (6)

Lewis, Karen (6)

Rindi, Barbara (6)

Czech, Robert (4)

Gehrig, Thomas (4)

Pinter, Gabor (4)

Cites to:

Foucault, Thierry (7)

Back, Kerry (5)

Subrahmanyam, Avanidhar (4)

Biais, Bruno (4)

Kyle, Albert (3)

Salanié, François (3)

attar, andrea (3)

Hellwig, Martin (3)

Grossman, Sanford (3)

Kandel, Eugene (3)

Milgrom, Paul (3)

Main data

Where Shmuel Baruch has published?

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

Recent works citing Shmuel Baruch (2024 and 2023)

YearTitle of citing document
2023Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David. In: Papers. RePEc:arx:papers:2307.07024.

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2023Implications 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.

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2023The 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.

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2023Asymmetric 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.

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2023Strategic 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.

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2024Stock price swings and fundamentals: The role of Knightian uncertainty. (2024). Mangee, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005033.

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2024Stock price synchronicity and market liquidity: The role of funding liquidity. (2024). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000813.

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2024Business seasonality and stock liquidity. (2024). Shang, Chenguang ; Marks, Joseph M. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000678.

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2024Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Zhou, Jiayu ; Lin, Tse-Chun ; Deng, Mengdie. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x.

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2023European option pricing with market frictions, regime switches and model uncertainty. (2023). Siu, Tak Kuen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:233-250.

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2023A 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.

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2023Market-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.

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2024Government reporting credibility as immunity: Evidence from a public health event. (2024). Hu, Bill ; Zhang, Xiaori ; Jiang, Christine. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000124.

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2023Dealership 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.

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2023Whose 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.

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2023Insider 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.

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2024The Value of Corporate Bond Listing. (2024). Gullett, Nell S ; Cole, Brittany M. In: MPRA Paper. RePEc:pra:mprapa:120601.

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2023An Experimental Analysis of Dynamic Informed Trading.. (2023). Takayama, Shino ; Phan, Nhan Buu ; Liu, Yuqing. In: Discussion Papers Series. RePEc:qld:uq2004:665.

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2024The end of an era: Who paid the price when the livestock futures pits closed?. (2024). Onur, Esen ; Gousgounis, Eleni. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:106:y:2024:i:3:p:1111-1140.

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2023Does Random Auction Ending Curb Stock Price Manipulation?. (2023). Zou, MI ; Michayluk, David ; Lin, Yiping. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:13:y:2023:i:04:n:s2010139224500010.

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Works by Shmuel Baruch:

YearTitleTypeCited
2007Working Orders in Limit Order Markets and Floor Exchanges In: Journal of Finance.
[Full Text][Citation analysis]		article27
2007Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance.
[Full Text][Citation analysis]		article60
2004Information in Securities Markets: Kyle Meets Glosten and Milgrom In: Econometrica.
[Full Text][Citation analysis]		article95
2013Strategic Liquidity Provision in Limit Order Markets In: Econometrica.
[Full Text][Citation analysis]		article24
2002Insider trading and risk aversion In: Journal of Financial Markets.
[Full Text][Citation analysis]		article32
2019Tail expectation and imperfect competition in limit order book markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article8
2017Informed trading and price discovery before corporate events In: Journal of Financial Economics.
[Full Text][Citation analysis]		article39
2022The Distortion in Prices Due to Passive Investing In: Management Science.
[Full Text][Citation analysis]		article0
2009Asset Returns and the Listing Choice of Firms In: The Review of Financial Studies.
[Full Text][Citation analysis]		article18
2005Who Benefits from an Open Limit-Order Book? In: The Journal of Business.
[Full Text][Citation analysis]		article57

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team