Lawrence R. Glosten
Lawrence R. Glosten
Professor of Finance and Economics, Columbia Business School
Adresse e-mail validée de columbia.edu
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On the relation between the expected value and the volatility of the nominal excess return on stocks
LR Glosten, R Jagannathan, DE Runkle
The journal of finance 48 (5), 1779-1801, 1993
97841993
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
LR Glosten, PR Milgrom
Journal of financial economics 14 (1), 71-100, 1985
69241985
Estimating the components of the bid/ask spread
LR Glosten, LE Harris
Journal of financial Economics 21 (1), 123-142, 1988
20881988
Is the electronic open limit order book inevitable?
LR Glosten
The Journal of Finance 49 (4), 1127-1161, 1994
12791994
Challenges to theory development in entrepreneurship research
R Amit, L Glosten, E Muller
Journal of Management studies 30 (5), 815-834, 1993
8551993
Entrepreneurial ability, venture investments, and risk sharing
R Amit, L Glosten, E Muller
Management science 36 (10), 1233-1246, 1990
8151990
Economic significance of predictable variations in stock index returns
W Breen, LR Glosten, R Jagannathan
The Journal of finance 44 (5), 1177-1189, 1989
7701989
Insider trading, liquidity, and the role of the monopolist specialist
LR Glosten
Journal of Business, 211-235, 1989
6481989
Market microstructure: A survey of microfoundations, empirical results, and policy implications
B Biais, L Glosten, C Spatt
Journal of Financial Markets 8 (2), 217-264, 2005
5282005
Components of the bid‐ask spread and the statistical properties of transaction prices
LR Glosten
The Journal of Finance 42 (5), 1293-1307, 1987
4451987
A contingent claim approach to performance evaluation
LR Glosten, R Jagannathan
Journal of Empirical Finance 1 (2), 133-160, 1994
3111994
Does venture capital foster the most promising entrepreneurial firms?
R Amit, L Glosten, E Muller
California Management Review 32 (3), 102-111, 1990
1871990
A reconsideration of tax shield valuation
ER Arzac, LR Glosten
European Financial Management 11 (4), 453-461, 2005
1502005
The new stock market: sense and nonsense
MB Fox, LR Glosten, GV Rauterberg
Duke LJ 65, 191, 2015
742015
The microstructure of stock markets
B Biais, LR Glosten, CS Spatt
CEPR Discussion Paper, 2002
602002
ETF trading and informational efficiency of underlying securities
L Glosten, S Nallareddy, Y Zou
Unpublished working Paper, 2016
552016
Fleeting orders
S Baruch, LR Glosten
Columbia business school research paper, 2013
552013
Introductory Comments: Bloomfield and O'Hara, and Flood, Huisman, Koedijk, and Mahieu
LR Glosten
The Review of Financial Studies 12 (1), 1-3, 1999
461999
Short selling and the news: a preliminary report on empirical study
MB Fox, LR Glosten, PC Tetlock
NYL Sch. L. Rev. 54, 645, 2009
412009
ETF activity and informational efficiency of underlying securities
L Glosten, S Nallareddy, Y Zou
Management Science, 2020
402020
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