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Davis, Paul L.; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of trading 3 (2008) 1, pp. 56-66

Persistent link: https://www.econbiz.de/10003745104

Markets in transition : looking back and peering forward

Schwartz, Robert A.; Davis, Paul L.; Pagano, Michael S. - In: Börsen, Banken und Kapitalmärkte : Festschrift für …, (pp. 1-20). 2006

Persistent link: https://www.econbiz.de/10003561241

THE MARKET - DIVERGENT EXPECTATIONS

Davis, Paul L.; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 34 (2007) 1, pp. 84-95

Persistent link: https://www.econbiz.de/10007878421

Divergent expectations

Davis, Paul L.; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of trading 3 (2008) 1, pp. 56-66

Persistent link: https://www.econbiz.de/10009881734

Plato or Aristotle : who got it right? : evidence from the equity markets : perspectives

Davis, Paul L.; Schwartz, Robert A. - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 1-8

Persistent link: https://www.econbiz.de/10012423054

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/10010303693