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Dark pools, fragmented markets, and the quality of price discovery

Schwartz, Robert A. - In: The journal of trading 5 (2010) 2, pp. 17-22

Persistent link: https://www.econbiz.de/10003972549

A proposal to stabilize stock prices

Schwartz, Robert A. - In: The journal of trading 4 (2009) 2, pp. 50-57

Persistent link: https://www.econbiz.de/10003842351

A market microstructure view of the informational efficiency of security prices

Schwartz, Robert A. - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 75-84

Persistent link: https://www.econbiz.de/10012613445

Dark pools, fragmented markets, and the quality of price discovery

Schwartz, Robert A. - In: The journal of trading 13 (2018) 4, pp. 74-79

Persistent link: https://www.econbiz.de/10012016635

Accentuated intraday stock price volatility : what is the cause?

Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 45-55

Persistent link: https://www.econbiz.de/10003980024

The dynamic process of price discovery in an equity market

Schwartz, Robert A.; Wolf, Avner S.; Paroush, Jacob - In: Managerial finance 36 (2010) 7, pp. 554-565

Persistent link: https://www.econbiz.de/10003998006

Combating turbulence in the equity market : get the listed companies on board

Alan, Nazli Sila; Mahoney, Timothy; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 41 (2015) 4, pp. 8-11

Persistent link: https://www.econbiz.de/10011431813

Price discovery : the economic function of a stock exchange

Alan, Nazli Sila; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 124-132

Persistent link: https://www.econbiz.de/10010246270

Volatility : risk and uncertainty in financial markets

Schwartz, Robert A. (contributor); … - 2011

Persistent link: https://www.econbiz.de/10008760187

The quality of price formation at market openings and closings : evidence from the Nasdaq stock market

Pagano, Michael S.; Peng, Lin; Schwartz, Robert A. - 2008

We assess the quality of opening and closing prices for Nasdaq stocks by examining the effect that opening and closing call auctions (introduced in 2004) have had on price formation. Our use of measurement intervals of one minute or less sharpens the picture of intra-day volatility...

Persistent link: https://www.econbiz.de/10003831253