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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

Equity markets : structure, trading and performance

Schwartz, Robert A. - 1988

Persistent link: https://www.econbiz.de/10000750213

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 challenge for equity markets on both sides of the Atlantic : can liquidity be augmented, volatility better controlled, and price discovery sharpened?

Schwartz, Robert A. - In: Zeitschrift für Bankrecht und Bankwirtschaft : ZBB 28 (2016) 6, pp. 387-398

Persistent link: https://www.econbiz.de/10011598061

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

Two-sided markets and intertemporal trade clustering : insights into trading motives

Sarkar, Asani (contributor); Schwartz, Robert A. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003314980

Market sidedness : insights into motives for trade initiation

Sarkar, Asani; Schwartz, Robert A. - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 375-423

Persistent link: https://www.econbiz.de/10003853120

The New NASDAQ Marketplace

Schwartz, Robert A. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003377476

Market sidedness : insights into motives for trade initiation

Sarkar, Asani (contributor); Schwartz, Robert A. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003522732

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