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Shmuel Baruch

Personal Details

First Name:Shmuel
Middle Name:
Last Name:Baruch
Suffix:
RePEc Short-ID:pba1908
[This author has chosen not to make the email address public]

Affiliation

Dipartimento di Economia e Finanza
Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"

Roma, Italy
http://www.economia.uniroma2.it/def/
RePEc:edi:dsrotit (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Shmuel Baruch & Xiaodi Zhang, 2022. "The Distortion in Prices Due to Passive Investing," Management Science, INFORMS, vol. 68(8), pages 6219-6234, August.
  2. Baruch, Shmuel & Glosten, Lawrence R., 2019. "Tail expectation and imperfect competition in limit order book markets," Journal of Economic Theory, Elsevier, vol. 183(C), pages 661-697.
  3. Baruch, Shmuel & Panayides, Marios & Venkataraman, Kumar, 2017. "Informed trading and price discovery before corporate events," Journal of Financial Economics, Elsevier, vol. 125(3), pages 561-588.
  4. Kerry Back & Shmuel Baruch, 2013. "Strategic Liquidity Provision in Limit Order Markets," Econometrica, Econometric Society, vol. 81(1), pages 363-392, January.
  5. Shmuel Baruch & Gideon Saar, 2009. "Asset Returns and the Listing Choice of Firms," The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2239-2274, June.
  6. Shmuel Baruch & G. Andrew Karolyi & Michael L. Lemmon, 2007. "Multimarket Trading and Liquidity: Theory and Evidence," Journal of Finance, American Finance Association, vol. 62(5), pages 2169-2200, October.
  7. Kerry Back & Shmuel Baruch, 2007. "Working Orders in Limit Order Markets and Floor Exchanges," Journal of Finance, American Finance Association, vol. 62(4), pages 1589-1621, August.
  8. Shmuel Baruch, 2005. "Who Benefits from an Open Limit-Order Book?," The Journal of Business, University of Chicago Press, vol. 78(4), pages 1267-1306, July.
  9. Kerry Back & Shmuel Baruch, 2004. "Information in Securities Markets: Kyle Meets Glosten and Milgrom," Econometrica, Econometric Society, vol. 72(2), pages 433-465, March.
  10. Baruch, Shmuel, 2002. "Insider trading and risk aversion," Journal of Financial Markets, Elsevier, vol. 5(4), pages 451-464, October.

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