Lawrence Glosten
S. Sloan Colt Professor of Banking and International Finance
AB, Occidental, 1973; MS, Northwestern, 1977; PhD, 1980
Year joined: 1989
E-mail: lrg2@columbia.edu
Journal articles
"Short Selling and the News: A Preliminary Report on an Empirical Study"
New York Law School Law Review
(2010)
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"A Reconsideration of Tax Shield Valuation"
European Financial Management
(2005)
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"Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications"
Journal of Financial Markets
(2005)
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"Introductory Comments: Bloomfield and O'Hara, and Flood, Huisman, Koedijk, and Mahieu"
Review of Financial Studies
(1999)
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"Is the Electronic Open-Limit Order Book Inevitable?"
Journal of Finance
(1994)
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"A Contingent Claim Approach to Performance Evaluation"
Journal of Empirical Finance
(1994)
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"On the Relation Between the Expected Value and the Volatility of the Nominal Excess Return on Stocks"
Journal of Finance
(1993)
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"Challenges to Theory Development in Entrepreneurship Research"
Journal of Management Studies
(1993)
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"Entrepreneurial Ability, Venture Investments, and Risk Sharing"
Management Science
(1990)
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"Economic Significance of Predictable Variations in Stock Index Returns"
Journal of Finance
(1989)
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"Insider Trading, Liquidity, and the Role of the Monopolist Specialist"
Journal of Business
(1989)
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"Estimating the Components of the Bid/Ask Spread"
Journal of Financial Economics
(1988)
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"Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices"
Journal of Finance
(1987)
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"Bid, Ask, and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders"
Journal of Financial Economics
(1985)
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Working papers
"Welfare cost of informed trade"
Working paper
(2010)
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"Short Selling and the News: A Preliminary Report on an Empirical Study"
Working Paper No. 364
(2010)
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Newspaper articles
"The Past, Present, and Future of Trading Stocks"
Financial Times
(2001)
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