Details about Shmuel Baruch

Access statistics for papers by Shmuel Baruch.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: pba1908

Journal Articles

2022

1. The Distortion in Prices Due to Passive Investing
   Management Science, 2022, 68, (8), 6219-6234 View citations (1)

2019

2. Tail expectation and imperfect competition in limit order book markets
   Journal of Economic Theory, 2019, 183, (C), 661-697 View citations (8)

2017

3. Informed trading and price discovery before corporate events
   Journal of Financial Economics, 2017, 125, (3), 561-588 View citations (41)

2013

4. Strategic Liquidity Provision in Limit Order Markets
   Econometrica, 2013, 81, (1), 363-392 View citations (26)

2009

5. Asset Returns and the Listing Choice of Firms
   The Review of Financial Studies, 2009, 22, (6), 2239-2274 View citations (18)

2007

6. Multimarket Trading and Liquidity: Theory and Evidence
   Journal of Finance, 2007, 62, (5), 2169-2200 View citations (53)
7. Working Orders in Limit Order Markets and Floor Exchanges
   Journal of Finance, 2007, 62, (4), 1589-1621 View citations (27)

2005

8. Who Benefits from an Open Limit-Order Book?
   The Journal of Business, 2005, 78, (4), 1267-1306 View citations (52)

2004

9. Information in Securities Markets: Kyle Meets Glosten and Milgrom
   Econometrica, 2004, 72, (2), 433-465 View citations (92)

2002

10. Insider trading and risk aversion
    Journal of Financial Markets, 2002, 5, (4), 451-464 View citations (32)