Shmuel Baruch

University of Rome Tor Vergata, Department of Economics and Finance

Via di Tor Vergata

Rome, Lazio 00133

Italy

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 24,583

SSRN RANKINGS

Top 24,583

in Total Papers Downloads

2,478

SSRN CITATIONS
Rank 12,262

SSRN RANKINGS

Top 12,262

in Total Papers Citations

63

CROSSREF CITATIONS

36

Scholarly Papers (7)

1.

Multi-Market Trading and Liquidity: Theory and Evidence

Number of pages: 42 Posted: 25 Jul 2004
University of Rome Tor Vergata, Department of Economics and Finance, University of Utah - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 641 (50,833)
Citation 29

Abstract:

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International finance, cross-listings, trading, liquidity

2.

Fleeting Orders

Columbia Business School Research Paper No. 13-43
Number of pages: 34 Posted: 13 Jun 2013
Shmuel Baruch and Lawrence R. Glosten
University of Rome Tor Vergata, Department of Economics and Finance and Columbia Business School - Finance and Economics
Downloads 503 (69,044)
Citation 12

Abstract:

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market microstructure, liquidity, limit orders, flickering quotes

3.

Informed Trading and Price Discovery before Corporate Events

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 63 Posted: 03 Jul 2013 Last Revised: 19 Aug 2016
University of Rome Tor Vergata, Department of Economics and Finance, University of Cyprus - Department of Accounting and Finance and Southern Methodist University (SMU) - Finance Department
Downloads 446 (79,926)
Citation 18

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Informed trader; insider trading; trading strategy; short sale; buy-sell asymmetry

4.
Downloads 257 (146,653)
Citation 8

Asset Returns and the Listing Choice of Firms

Johnson School Research Paper Series No. 12-06
Number of pages: 50 Posted: 19 Mar 2004
Shmuel Baruch and Gideon Saar
University of Rome Tor Vergata, Department of Economics and Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 221 (169,338)
Citation 8

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Listing, exchanges, market microstructure, information asymmetry, return patterns, corporate decision making, NYSE, NASDAQ

Asset Returns and the Listing Choice of Firms

NYU Working Paper No. FIN-04-005
Number of pages: 42 Posted: 03 Nov 2008
Shmuel Baruch and Gideon Saar
University of Rome Tor Vergata, Department of Economics and Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 36 (543,259)

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Asset Returns and the Listing Choice of Firms

The Review of Financial Studies, Vol. 22, Issue 6, pp. 2239-2274, 2009
Posted: 01 Jun 2009
Shmuel Baruch and Gideon Saar
University of Rome Tor Vergata, Department of Economics and Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management

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G12, G14, G30

5.

News, Influence, and the Evolution of Prices in Financial Markets

Number of pages: 63 Posted: 25 Jun 2014
Shmuel Baruch, Gideon Saar and Xiaodi Zhang
University of Rome Tor Vergata, Department of Economics and Finance, Cornell University - Samuel Curtis Johnson Graduate School of Management and Shanghai University of Finance and Economics
Downloads 254 (148,342)
Citation 1

Abstract:

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news, influence, media, wisdom of the crowds, pricing errors, earnings announcements

6.

Strategic Foundation for the Tail Expectation in Limit Order Book Markets

Columbia Business School Research Paper No. 16-34
Number of pages: 32 Posted: 27 Apr 2016
Shmuel Baruch and Lawrence R. Glosten
University of Rome Tor Vergata, Department of Economics and Finance and Columbia Business School - Finance and Economics
Downloads 192 (193,348)
Citation 14

Abstract:

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competition in schedules, financial markets, limit orders, tail condition, flickering quotes

7.

Working Orders in Limit-Order Markets and Floor Exchanges

Number of pages: 36 Posted: 02 Nov 2005
Kerry Back and Shmuel Baruch
Rice University - Jesse H. Jones Graduate School of Business and University of Rome Tor Vergata, Department of Economics and Finance
Downloads 185 (199,888)
Citation 13

Abstract:

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Market microstructure, working orders, limit-order book, discretionary liquidity traders