Larry R. Glosten
Affiliations: | Columbia University, New York, NY |
Area:
FinanceGoogle:
"Larry Glosten"
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Publications
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| Glosten LR, Nallareddy S, Zou Y. (2020) ETF Activity and Informational Efficiency of Underlying Securities Management Science |
| Baruch S, Glosten LR. (2019) Tail expectation and imperfect competition in limit order book markets Journal of Economic Theory. 183: 661-697 |
| Fox MB, Glosten LR, Rauterberg GV. (2017) High‐Frequency Trading and the New Stock Market: Sense and Nonsense Journal of Applied Corporate Finance. 29: 30-44 |
| Fox MB, Glosten LR, Rauterberg GV. (2015) The New Stock Market: Sense and Nonsense Duke Law Journal. 65: 191-277 |
| Arzac ER, Glosten LR. (2005) A Reconsideration of Tax Shield Valuation European Financial Management. 11: 453-461 |
| Biais B, Glosten L, Spatt C. (2005) Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications Journal of Financial Markets. 8: 217-264 |
| Glosten LR. (1994) Is the Electronic Open Limit Order Book Inevitable Journal of Finance. 49: 1127-1161 |
| Glosten LR, Jagannathan R. (1994) A contingent claim approach to performance evaluation Journal of Empirical Finance. 1: 133-160 |
| Glosten LR, Jagannathan R, Runkle DE. (1993) On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks Journal of Finance. 48: 1779-1801 |
| Amit R, Glosten L, Muller E. (1990) Does Venture Capital Foster the Most Promising Entrepreneurial Firms? California Management Review. 32: 102-111 |