Details about Michael Goldstein

Access statistics for papers by Michael Goldstein.

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

Short-id: pgo55

Working Papers

2014

1. The Global Preference for Dividends in Declining Markets
   The Institute for International Integration Studies Discussion Paper Series, IIIS
   See also Journal Article The Global Preference for Dividends in Declining Markets, The Financial Review, Eastern Finance Association (2015) View citations (7) (2015)

2004

2. Brokerage Commissions and Institutional Trading Patterns
   Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem View citations (8)
   See also Journal Article Brokerage Commissions and Institutional Trading Patterns, The Review of Financial Studies, Society for Financial Studies (2009) View citations (75) (2009)

1991

3. 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 (6)

Undated

4. 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)
5. 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 (19)
6. 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 View citations (5)
   See also Journal Article Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE, Journal of Financial Economics, Elsevier (2000) View citations (168) (2000)
7. 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
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (14)
8. 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
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
9. 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
10. 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 View citations (3)
2. The Global Preference for Dividends in Declining Markets
   The Financial Review, 2015, 50, (4), 575-609 View citations (7)
   See also Working Paper The Global Preference for Dividends in Declining Markets, The Institute for International Integration Studies Discussion Paper Series (2014) (2014)

2014

3. Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures
   The Financial Review, 2014, 49, (2), 245-270 View citations (9)
4. Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms
   The Financial Review, 2014, 49, (2), 421-433 View citations (6)
5. Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed-Income Markets
   The Financial Review, 2014, 49, (2), 231-243 View citations (2)
6. Computerized and High-Frequency Trading
   The Financial Review, 2014, 49, (2), 177-202 View citations (25)
7. High-Frequency Traders and Market Structure
   The Financial Review, 2014, 49, (2), 333-344 View citations (17)
8. High-Frequency Trading and the Execution Costs of Institutional Investors
   The Financial Review, 2014, 49, (2), 345-369 View citations (29)
9. How Aggressive Are High-Frequency Traders?
   The Financial Review, 2014, 49, (2), 395-419 View citations (7)
10. How Slow Is the NBBO? A Comparison with Direct Exchange Feeds
    The Financial Review, 2014, 49, (2), 313-332 View citations (35)
11. Information Transmission between Financial Markets in Chicago and New York
    The Financial Review, 2014, 49, (2), 283-312 View citations (27)
12. Special Issue on Computerized and High-Frequency Trading: Guest Editor's Note
    The Financial Review, 2014, 49, (2), 173-175
13. The Provision of Liquidity by High-Frequency Participants
    The Financial Review, 2014, 49, (2), 371-394 View citations (22)
14. The Sound of Silence
    The Financial Review, 2014, 49, (2), 203-230 View citations (5)
15. 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 View citations (12)

2011

16. Do dividends matter more in declining markets?
    Journal of Corporate Finance, 2011, 17, (3), 457-473 View citations (33)
17. Purchasing IPOs with Commissions
    Journal of Financial and Quantitative Analysis, 2011, 46, (5), 1193-1225 View citations (40)

2010

18. Inter-market competition for NYSE-listed securities under decimals
    Review of Quantitative Finance and Accounting, 2010, 35, (4), 371-391 View citations (3)

2009

19. Brokerage Commissions and Institutional Trading Patterns
    The Review of Financial Studies, 2009, 22, (12), 5175-5212 View citations (75)
    See also Working Paper Brokerage Commissions and Institutional Trading Patterns, Discussion Paper Series (2004) View citations (8) (2004)

2008

20. Competition in the market for NASDAQ securities
    Journal of Financial Markets, 2008, 11, (2), 113-143 View citations (21)

2004

21. Trading strategies during circuit breakers and extreme market movements
    Journal of Financial Markets, 2004, 7, (3), 301-333 View citations (76)

2000

22. Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE
    Journal of Financial Economics, 2000, 56, (1), 125-149 View citations (168)
    See also Working Paper Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE, Rodney L. White Center for Financial Research Working Papers View citations (5)

1999

23. Market Making and Trading in Nasdaq Stocks
    The Financial Review, 1999, 34, (1), 27-44 View citations (6)

1997

24. 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
25. Quotes, Order Flow, and Price Discovery
    Journal of Finance, 1997, 52, (1), 221-44 View citations (75)

1995

26. Real Estate Investment Trusts, Small Stocks and Bid‐ask Spreads
    Real Estate Economics, 1995, 23, (1), 45-63 View citations (17)