On the relation between the expected value and the volatility of the nominal excess return on stocks LR Glosten, R Jagannathan, DE Runkle The journal of finance 48 (5), 1779-1801, 1993 | 12938 | 1993 |
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders LR Glosten, PR Milgrom Journal of financial economics 14 (1), 71-100, 1985 | 8645 | 1985 |
Estimating the components of the bid/ask spread LR Glosten, LE Harris Journal of financial Economics 21 (1), 123-142, 1988 | 2487 | 1988 |
Is the electronic open limit order book inevitable? LR Glosten The Journal of Finance 49 (4), 1127-1161, 1994 | 1456 | 1994 |
Challenges to theory development in entrepreneurship research R Amit, L Glosten, E Muller Journal of Management studies 30 (5), 815-834, 1993 | 1039 | 1993 |
Entrepreneurial ability, venture investments, and risk sharing R Amit, L Glosten, E Muller Venture Capital, 135-148, 2022 | 974 | 2022 |
Economic significance of predictable variations in stock index returns W Breen, LR Glosten, R Jagannathan The Journal of finance 44 (5), 1177-1189, 1989 | 912 | 1989 |
Insider trading, liquidity, and the role of the monopolist specialist LR Glosten Journal of business, 211-235, 1989 | 761 | 1989 |
Market microstructure: A survey of microfoundations, empirical results, and policy implications B Biais, L Glosten, C Spatt Journal of Financial Markets 8 (2), 217-264, 2005 | 635 | 2005 |
Components of the bid‐ask spread and the statistical properties of transaction prices LR Glosten The Journal of Finance 42 (5), 1293-1307, 1987 | 534 | 1987 |
A contingent claim approach to performance evaluation LR Glosten, R Jagannathan Journal of Empirical Finance 1 (2), 133-160, 1994 | 340 | 1994 |
ETF activity and informational efficiency of underlying securities L Glosten, S Nallareddy, Y Zou Management Science 67 (1), 22-47, 2021 | 276 | 2021 |
Does venture capital foster the most promising entrepreneurial firms? R Amit, L Glosten, E Muller California Management Review 32 (3), 102-111, 1990 | 208 | 1990 |
A reconsideration of tax shield valuation ER Arzac, LR Glosten European Financial Management 11 (4), 453-461, 2005 | 191 | 2005 |
The new stock market: Sense and nonsense MB Fox, LR Glosten, GV Rauterberg Duke LJ 65, 191, 2015 | 122 | 2015 |
Stock market manipulation and its regulation MB Fox, LR Glosten, GV Rauterberg Yale J. on Reg. 35, 67, 2018 | 102 | 2018 |
Informed trading and its regulation MB Fox, LR Glosten, GV Rauterberg J. Corp. L. 43, 817, 2017 | 67 | 2017 |
Fleeting orders S Baruch, LR Glosten Columbia Business School Research Paper, 2013 | 67 | 2013 |
The microstructure of stock markets B Biais, LR Glosten, CS Spatt Available at SSRN 310105, 2002 | 62 | 2002 |
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 59 | 2024 |