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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

Market sidedness : insights into motives for trade initiation

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

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

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

Equity trading in the fast lane : the staccato alternative

Schwartz, Robert A.; Wu, Liuren - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 3-6

Persistent link: https://www.econbiz.de/10009750778

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

Equity market microstructure : taking stock of what we know

Francioni, Reto; Hazarika, Sonali; Reck, Martin; … - In: The journal of portfolio management : a publication of … 35 (2008/09) 1, pp. 57-71

Persistent link: https://www.econbiz.de/10009520482

Order revelation at market openings

Chakraborty, Archishman; Pagano, Michael S.; Schwartz, … - In: Journal of financial markets 15 (2012) 2, pp. 127-150

Persistent link: https://www.econbiz.de/10009614495

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

A liquidity program to stabilize equity markets

Alan, Nazli Sila; Mask, John S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 113-125

Persistent link: https://www.econbiz.de/10011294188