[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
IDEAS home Printed from https://ideas.repec.org/f/pba1908.html
   My authors  Follow this author

Shmuel Baruch

Personal Details

First Name:Shmuel
Middle Name:
Last Name:Baruch
Suffix:
RePEc Short-ID:pba1908
[This author has chosen not to make the email address public]

Affiliation

Dipartimento di Economia e Finanza
Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"

Roma, Italy
http://www.economia.uniroma2.it/def/
RePEc:edi:dsrotit (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Shmuel Baruch & Xiaodi Zhang, 2022. "The Distortion in Prices Due to Passive Investing," Management Science, INFORMS, vol. 68(8), pages 6219-6234, August.
  2. Baruch, Shmuel & Glosten, Lawrence R., 2019. "Tail expectation and imperfect competition in limit order book markets," Journal of Economic Theory, Elsevier, vol. 183(C), pages 661-697.
  3. Baruch, Shmuel & Panayides, Marios & Venkataraman, Kumar, 2017. "Informed trading and price discovery before corporate events," Journal of Financial Economics, Elsevier, vol. 125(3), pages 561-588.
  4. Kerry Back & Shmuel Baruch, 2013. "Strategic Liquidity Provision in Limit Order Markets," Econometrica, Econometric Society, vol. 81(1), pages 363-392, January.
  5. Shmuel Baruch & Gideon Saar, 2009. "Asset Returns and the Listing Choice of Firms," The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2239-2274, June.
  6. Shmuel Baruch & G. Andrew Karolyi & Michael L. Lemmon, 2007. "Multimarket Trading and Liquidity: Theory and Evidence," Journal of Finance, American Finance Association, vol. 62(5), pages 2169-2200, October.
  7. Kerry Back & Shmuel Baruch, 2007. "Working Orders in Limit Order Markets and Floor Exchanges," Journal of Finance, American Finance Association, vol. 62(4), pages 1589-1621, August.
  8. Shmuel Baruch, 2005. "Who Benefits from an Open Limit-Order Book?," The Journal of Business, University of Chicago Press, vol. 78(4), pages 1267-1306, July.
  9. Kerry Back & Shmuel Baruch, 2004. "Information in Securities Markets: Kyle Meets Glosten and Milgrom," Econometrica, Econometric Society, vol. 72(2), pages 433-465, March.
  10. Baruch, Shmuel, 2002. "Insider trading and risk aversion," Journal of Financial Markets, Elsevier, vol. 5(4), pages 451-464, October.

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Shmuel Baruch should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.