Shmuel Baruch : Citation Profile

Università degli Studi di Roma "Tor Vergata"

8

H index

8

i10 index

382

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 19
   Journals where Shmuel Baruch has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 2 (0.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1908
   Updated: 2026-01-03    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)

Takayama, Shino (9)

Foucault, Thierry (9)

Park, Andreas (8)

Lewis, Karen (6)

Rindi, Barbara (6)

Malinova, Katya (6)

Vayanos, Dimitri (5)

Pinter, Gabor (4)

Czech, Robert (4)

Cites to:

Foucault, Thierry (7)

Back, Kerry (5)

Biais, Bruno (4)

Subrahmanyam, Avanidhar (4)

Grossman, Sanford (3)

Hellwig, Martin (3)

Milgrom, Paul (3)

Salanié, François (3)

Kandel, Eugene (3)

Kyle, Albert (3)

attar, andrea (3)

Main data

Where Shmuel Baruch has published?

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

Recent works citing Shmuel Baruch (2025 and 2024)

YearTitle of citing document
2025Path-dependent Kyle equilibrium model. (2022). Jos'e M. Corcuera, ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2006.06395.

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2025Solvability of the Gaussian Kyle model with imperfect information and risk aversion. (2025). Noh, Eunjung ; Ekren, Ibrahim ; Chhaibi, Reda. In: Papers. RePEc:arx:papers:2501.16488.

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2025A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem. (2025). Zhang, Jianfeng ; Qiao, Bixing. In: Papers. RePEc:arx:papers:2506.12281.

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2024The determinants of limit order cancellations. (2024). Dahlstrom, Petter ; Norden, Lars L ; Hagstromer, Bjorn. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:181-201.

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2024Legal Risk and Insider Trading. (2024). Kacperczyk, Marcin ; Pagnotta, Emiliano S. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:305-355.

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2024A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions. (2024). Han, Jungsuk ; Xing, Ran ; Ruan, Hongxun ; van Binsbergen, Jules. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1831-1882.

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2025News shock, limited institutional attention and stock market response: Evidence from China. (2025). Chen, Shaoling ; Yang, Haisheng ; Wu, Jun ; Liang, Weijuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001174.

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2024Gamma positioning and market quality. (2024). Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000721.

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2024Stock price synchronicity and stock liquidity: International evidence. (2024). Pham, Thu Phuong ; Dang, Tung ; Brockman, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000756.

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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). Webb, Robert I ; Yu, Jinyoung ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000813.

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2024Information acquisition, market professional and discretionary liquidity trading. (2024). Yang, Qingshan ; Liu, Hong ; Ma, YU. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010699.

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2024Business seasonality and stock liquidity. (2024). Marks, Joseph M ; Shang, Chenguang. 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). Lin, Tse-Chun ; Deng, Mengdie ; Zhou, Jiayu. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x.

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2024Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure. (2024). Kalev, Petko S ; Mudalige, Priyantha. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001261.

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2024Overnight earnings announcements and preopening price discovery. (2024). Xiao, Xijuan ; Yamamoto, Ryuichi. In: Japan and the World Economy. RePEc:eee:japwor:v:70:y:2024:i:c:s0922142524000124.

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2025International information flow and market quality. (2025). Zhang, Jiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000408.

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2025Liquidity picking and fund performance. (2025). Jiao, Feng ; Sarkissian, Sergei ; Schumacher, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000935.

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

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2024Insider opportunistic trading through fast sales: Evidence from China. (2024). Lin, Wenlian ; Du, Shiyan ; Pan, Jingchen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001884.

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2024Are pre-opening periods important? Evidence from Chinese market lunch breaks. (2024). Chu, Gang ; Li, Xiao ; Goodell, John W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003299.

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2025Potential information leakage and implications on discretionary liquidity traders. (2025). Zhou, Deqing ; Wang, YU ; Jiang, Ying ; Liu, Hong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003834.

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2025The Impact of Market Mood on a Dynamic Model of Insider Trading. (2025). Wang, Ruohan ; Yang, Zhi. In: Games. RePEc:gam:jgames:v:16:y:2025:i:4:p:32-:d:1683770.

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2024Lessons from the Demise of the Brent Crude Oil Futures Contract on the Singapore Exchange. (2024). Lim, Wui Boon ; Ding, David K. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:6:p:252-:d:1417893.

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2025Order Book Liquidity on Crypto Exchanges. (2025). Hanke, Michael ; Gramlich, Marius ; Angerer, Martin. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:124-:d:1601444.

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2025Competitive Nonlinear Pricing under Adverse Selection. (2025). Mariotti, Thomas ; Attar, Andrea ; Salani, Franois. In: Post-Print. RePEc:hal:journl:hal-05353285.

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2025Factor Investing with Delays. (2025). Robotti, Cesare ; Nozawa, Yoshio ; Dickerson, Alexander. In: Discussion Paper Series. RePEc:hit:hituec:771.

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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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2025Infinite Horizon Nash Equilibrium Models of a Limit Order Book. (2025). Wei, Hongxu ; Bressan, Alberto. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:15:y:2025:i:3:d:10.1007_s13235-024-00583-6.

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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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Works by Shmuel Baruch:

YearTitleTypeCited
2007Working Orders in Limit Order Markets and Floor Exchanges In: Journal of Finance.
[Full Text][Citation analysis]		article28
2007Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance.
[Full Text][Citation analysis]		article64
2004Information in Securities Markets: Kyle Meets Glosten and Milgrom In: Econometrica.
[Full Text][Citation analysis]		article100
2013Strategic Liquidity Provision in Limit Order Markets In: Econometrica.
[Full Text][Citation analysis]		article26
2002Insider trading and risk aversion In: Journal of Financial Markets.
[Full Text][Citation analysis]		article34
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]		article45
2022The Distortion in Prices Due to Passive Investing In: Management Science.
[Full Text][Citation analysis]		article1
2009Asset Returns and the Listing Choice of Firms In: The Review of Financial Studies.
[Full Text][Citation analysis]		article19
2005Who Benefits from an Open Limit-Order Book? In: The Journal of Business.
[Full Text][Citation analysis]		article57

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