Information in securities markets: Kyle meets Glosten and Milgrom K Back, S Baruch Econometrica 72 (2), 433-465, 2004 | 275 | 2004 |
Multimarket trading and liquidity: theory and evidence S Baruch, G Andrew Karolyi, ML Lemmon The Journal of Finance 62 (5), 2169-2200, 2007 | 228 | 2007 |
Who benefits from an open limit‐order book? S Baruch The Journal of Business 78 (4), 1267-1306, 2005 | 220 | 2005 |
Working orders in limit order markets and floor exchanges K Back, S Baruch The Journal of Finance 62 (4), 1589-1621, 2007 | 114 | 2007 |
Insider trading and risk aversion S Baruch Journal of Financial Markets 5 (4), 451-464, 2002 | 110 | 2002 |
Informed trading and price discovery before corporate events S Baruch, M Panayides, K Venkataraman Journal of Financial Economics 125 (3), 561-588, 2017 | 101 | 2017 |
Fleeting orders S Baruch, LR Glosten Columbia Business School Research Paper, 2013 | 67 | 2013 |
Strategic liquidity provision in limit order markets K Back, S Baruch Econometrica 81 (1), 363-392, 2013 | 61 | 2013 |
Asset returns and the listing choice of firms S Baruch, G Saar The Review of Financial Studies 22 (6), 2239-2274, 2009 | 60 | 2009 |
Inferior goods, Giffen goods, and shochu S Baruch, Y Kannai Economics Essays: A Festschrift for Werner Hildenbrand, 9-17, 2001 | 33 | 2001 |
Flickering quotes S Baruch, LR Glosten Columbia University, 661-697, 2013 | 25 | 2013 |
The distortion in prices due to passive investing S Baruch, X Zhang Management Science 68 (8), 6219-6234, 2022 | 20 | 2022 |
Tail expectation and imperfect competition in limit order book markets S Baruch, LR Glosten Journal of Economic Theory 183, 661-697, 2019 | 18 | 2019 |
Informed trading before corporate events: Theory and evidence S Baruch, M Panayides, K Venkataraman Unpublished working paper. University of Utah, Salt Lake City, UT, 2014 | 16 | 2014 |
Is index trading benign S Baruch, X Zhang Working Paper, 2018 | 7 | 2018 |
Limit-order markets and floor exchanges: an irrelevance proposition K Back, S Baruch Unpublished Paper, Texas A&M and University of Utah, 2004 | 7 | 2004 |
Tail expectation, imperfect competition, and the phenomenon of flickering quotes in limit order book markets S Baruch, LR Glosten Unpublished paper, David Eccles School of Business, University of Utah.[325], 2017 | 5 | 2017 |
Strategic foundation for the tail expectation in limit order book markets S Baruch, LR Glosten Columbia Business School Research Paper, 2016 | 5 | 2016 |
Optimal informed trading in a quote-driven market K Back, S Baruch Working paper. University of Utah, 2000 | 3 | 2000 |
News, Influence, and the Evolution of Prices in Financial Markets S Baruch, G Saar, X Zhang Influence, and the Evolution of Prices in Financial Markets (June 24, 2014), 2014 | 2 | 2014 |