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Details about Michael Goldstein

E-mail:
Homepage:http://faculty.babson.edu/goldstein
Phone:(781) 239-4402
Postal address:Finance Department Babson College Babson Park, MA 02457-0310
Workplace:Finance Division, Babson College, (more information at EDIRC)

Access statistics for papers by Michael Goldstein.

Last updated 2015-11-25. Update your information in the RePEc Author Service.

Short-id: pgo55


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Working Papers

2014

  1. The Global Preference for Dividends in Declining Markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
    See also Journal Article in The Financial Review (2015)

2004

  1. Brokerage Commissions and Institutional Trading Patterns
    Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem Downloads View citations (7)
    See also Journal Article in Review of Financial Studies (2009)

1991

  1. Differences in execution Prices among the Nyse, the Regionals and the NASD
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (3)

Undated

  1. Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (4)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (4)
  2. Displayed and Effective Spreads by Market (Revision of 4-92)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (18)
  3. Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (5)
    See also Journal Article in Journal of Financial Economics (2000)
  4. Liquidity Provision during Circuit Breakers and Extreme Market Movements
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (13)
  5. On the Integration of the US Equity Markets (Revised: 18-95)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  6. Quotes, Order Flow, and Price Discovery (Revision of 1-95) (Revised: 3-96)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  7. Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research

Journal Articles

2015

  1. Circuit Breakers, Trading Collars, and Volatility Transmission Across Markets: Evidence from NYSE Rule 80A
    The Financial Review, 2015, 50, (3), 459-479 Downloads View citations (3)
  2. The Global Preference for Dividends in Declining Markets
    The Financial Review, 2015, 50, (4), 575-609 Downloads View citations (3)
    See also Working Paper (2014)

2014

  1. Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures
    The Financial Review, 2014, 49, (2), 245-270 Downloads View citations (8)
  2. Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms
    The Financial Review, 2014, 49, (2), 421-433 Downloads View citations (5)
  3. Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed-Income Markets
    The Financial Review, 2014, 49, (2), 231-243 Downloads View citations (2)
  4. Computerized and High-Frequency Trading
    The Financial Review, 2014, 49, (2), 177-202 Downloads View citations (15)
  5. High-Frequency Traders and Market Structure
    The Financial Review, 2014, 49, (2), 333-344 Downloads View citations (5)
  6. High-Frequency Trading and the Execution Costs of Institutional Investors
    The Financial Review, 2014, 49, (2), 345-369 Downloads View citations (17)
  7. How Aggressive Are High-Frequency Traders?
    The Financial Review, 2014, 49, (2), 395-419 Downloads View citations (5)
  8. How Slow Is the NBBO? A Comparison with Direct Exchange Feeds
    The Financial Review, 2014, 49, (2), 313-332 Downloads View citations (21)
  9. Information Transmission between Financial Markets in Chicago and New York
    The Financial Review, 2014, 49, (2), 283-312 Downloads View citations (16)
  10. Special Issue on Computerized and High-Frequency Trading: Guest Editor's Note
    The Financial Review, 2014, 49, (2), 173-175 Downloads
  11. The Provision of Liquidity by High-Frequency Participants
    The Financial Review, 2014, 49, (2), 371-394 Downloads View citations (17)
  12. The Sound of Silence
    The Financial Review, 2014, 49, (2), 203-230 Downloads View citations (3)
  13. When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation
    The Financial Review, 2014, 49, (2), 271-281 Downloads View citations (5)

2011

  1. Do dividends matter more in declining markets?
    Journal of Corporate Finance, 2011, 17, (3), 457-473 Downloads View citations (20)
  2. Purchasing IPOs with Commissions
    Journal of Financial and Quantitative Analysis, 2011, 46, (5), 1193-1225 Downloads View citations (22)

2010

  1. Inter-market competition for NYSE-listed securities under decimals
    Review of Quantitative Finance and Accounting, 2010, 35, (4), 371-391 Downloads View citations (1)

2009

  1. Brokerage Commissions and Institutional Trading Patterns
    Review of Financial Studies, 2009, 22, (12), 5175-5212 Downloads View citations (59)
    See also Working Paper (2004)

2008

  1. Competition in the market for NASDAQ securities
    Journal of Financial Markets, 2008, 11, (2), 113-143 Downloads View citations (16)

2004

  1. Trading strategies during circuit breakers and extreme market movements
    Journal of Financial Markets, 2004, 7, (3), 301-333 Downloads View citations (51)

2000

  1. Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE
    Journal of Financial Economics, 2000, 56, (1), 125-149 Downloads View citations (126)
    See also Working Paper

1999

  1. Market Making and Trading in Nasdaq Stocks
    The Financial Review, 1999, 34, (1), 27-44 View citations (7)

1997

  1. Privatization success and failure: finance theory and regulation in the transitional economies of Albania and the Czech Republic
    Managerial and Decision Economics, 1997, 18, (7-8), 529-544
  2. Quotes, Order Flow, and Price Discovery
    Journal of Finance, 1997, 52, (1), 221-44 Downloads View citations (68)

1995

  1. Real Estate Investment Trusts, Small Stocks and Bid‐ask Spreads
    Real Estate Economics, 1995, 23, (1), 45-63 Downloads View citations (15)
 
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