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ECONIS (ZBW)
112
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1
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870606
Saved in:
2
Discriminatory limit order books, uniform price clearing and optimality
Glosten, Lawrence R.
- In:
Advances in quantitative analysis of finance and …
3
(
2006
),
pp. 3-17
Persistent link: https://www.econbiz.de/10003424660
Saved in:
3
Is the electronic open limit order book inevitable?
Glosten, Lawrence R.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
4
,
pp. 1127-1161
Persistent link: https://www.econbiz.de/10001171970
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4
Components of the bid-ask spread and the statistical properties of transaction prices
Glosten, Lawrence R.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
5
,
pp. 1293-1307
Persistent link: https://www.econbiz.de/10001055472
Saved in:
5
Vector autoregressions and reality
Runkle, David E.
-
1987
Persistent link: https://www.econbiz.de/10000723646
Saved in:
6
Vector autoregressions and reality
Runkle, David E.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 128-133
Persistent link: https://www.econbiz.de/10001639889
Saved in:
7
Liquidity constraints and the permanent-income hypothesis : evidence from panel data
Runkle, David E.
- In:
Journal of monetary economics
27
(
1991
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10001105737
Saved in:
8
Equilibrium in an electronic open limit order book
Glosten, Lawrence R.
-
1992
Persistent link: https://www.econbiz.de/10000864664
Saved in:
9
A "trade out of equilibrium" model of the stock market, I: traditional behavior
Glosten, Lawrence R.
-
1978
Persistent link: https://www.econbiz.de/10000816612
Saved in:
10
High‐frequency trading and the new stock market : sense and nonsense
Fox, Merritt B.
;
Glosten, Lawrence R.
;
Rauterberg, …
- In:
Journal of applied corporate finance : JACF
29
(
2017
)
4
,
pp. 30-44
Persistent link: https://www.econbiz.de/10011850088
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