Hans R. Stoll
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Hans |
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Stoll |
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author of:
- Electronic Trading in Stock Markets (RePEc:aea:jecper:v:20:y:2006:i:1:p:153-174)
by Hans R. Stoll - Regulation Of Financial Markets: Toward A Focused Approach (RePEc:bla:jacrfn:v:14:y:2002:i:4:p:122-128)
by Hans R. Stoll - The New Disclosures Of Executive Pay (RePEc:bla:jacrfn:v:5:y:1993:i:4:p:62-75)
by Merton Miller & Charles Cox & Ronald Gilson & Gregg Jarrell & Hans Stoll - Organization Of The Stock Market: Competition Or Fragmentation? (RePEc:bla:jacrfn:v:5:y:1993:i:4:p:89-93)
by Hans R. Stoll - The Relationship between Put and Call Option Prices (RePEc:bla:jfinan:v:24:y:1969:i:5:p:801-24)
by Stoll, Hans R - Price Impacts of Block Trading on the New York Stock Exchange (RePEc:bla:jfinan:v:27:y:1972:i:3:p:569-88)
by Kraus, Alan & Stoll, Hans R - The Relationship Between Put and Call Option Prices: Reply (RePEc:bla:jfinan:v:28:y:1973:i:1:p:185-87)
by Stoll, Hans R - The Supply of Dealer Services in Securities Markets (RePEc:bla:jfinan:v:33:y:1978:i:4:p:1133-51)
by Stoll, Hans R - The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks (RePEc:bla:jfinan:v:33:y:1978:i:4:p:1153-72)
by Stoll, Hans R - On Dealer Markets under Competition (RePEc:bla:jfinan:v:35:y:1980:i:2:p:259-67)
by Ho, Thomas & Stoll, Hans R - The Dynamics of Dealer Markets under Competition (RePEc:bla:jfinan:v:38:y:1983:i:4:p:1053-74)
by Ho, Thomas S Y & Stoll, Hans R - Spot and Futures Prices and the Law of One Price (RePEc:bla:jfinan:v:38:y:1983:i:5:p:1431-55)
by Protopapadakis, Aris & Stoll, Hans R - Presidential Address: Friction (RePEc:bla:jfinan:v:55:y:2000:i:4:p:1479-1514)
by Hans R. Stoll - An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems (RePEc:cje:issued:v:1:y:1968:i:1:p:55-78)
by Hans R. Stoll - Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks (RePEc:cup:jfinqa:v:11:y:1976:i:03:p:359-380_02)
by Stoll, Hans R. - Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium (RePEc:cup:jfinqa:v:14:y:1979:i:04:p:873-894_00)
by Stoll, Hans R. - The Dynamics of Stock Index and Stock Index Futures Returns (RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00)
by Stoll, Hans R. & Whaley, Robert E. - Tick Size, Bid-Ask Spreads, and Market Structure (RePEc:cup:jfinqa:v:36:y:2001:i:04:p:503-522_00)
by Huang, Roger D. & Stoll, Hans R. - Small Business and the New Issues Market for Equities (RePEc:cup:jfinqa:v:5:y:1970:i:03:p:309-322_01)
by Stoll, Hans R. & Curley, Anthony J. - Parallel Trading by Institutional Investors (RePEc:cup:jfinqa:v:7:y:1972:i:05:p:2107-2138_01)
by Kraus, Alan & Stoll, Hans R. - Market microstructure (RePEc:eee:finchp:1-09)
by Stoll, Hans R. - Failure to exercise call options: An anomaly and a trading game (RePEc:eee:finmar:v:11:y:2008:i:1:p:1-35)
by Pool, Veronika Krepely & Stoll, Hans R. & Whaley, Robert E. - Stock option contract adjustments: The case of special dividends (RePEc:eee:finmar:v:15:y:2012:i:2:p:233-257)
by Barraclough, Kathryn & Stoll, Hans R. & Whaley, Robert E. - Are trading imbalances indicative of private information? (RePEc:eee:finmar:v:20:y:2014:i:c:p:151-174)
by Kim, Sukwon Thomas & Stoll, Hans R. - Price impacts of options volume (RePEc:eee:finmar:v:8:y:2005:i:1:p:69-87)
by Schlag, Christian & Stoll, Hans - Market structure and transaction costs: Implied spreads in the German stock market (RePEc:eee:jbfina:v:13:y:1989:i:4-5:p:697-708)
by Haller, Andreas & Stoll, Hans R. - Comments `An analysis of the economic justificiation for consolidation in a secondary security market' by Kalman J. Cohen et al (RePEc:eee:jbfina:v:6:y:1982:i:1:p:137-140)
by Stoll, Hans R. - Transaction costs and the small firm effect (RePEc:eee:jfinec:v:12:y:1983:i:1:p:57-79)
by Stoll, Hans R. & Whaley, Robert E. - Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (RePEc:eee:jfinec:v:41:y:1996:i:3:p:313-357)
by Huang, Roger D. & Stoll, Hans R. - Trades outside the quotes: Reporting delay, trading option, or trade size? (RePEc:eee:jfinec:v:79:y:2006:i:3:p:615-653)
by Stoll, Hans R. & Schenzler, Christoph - Optimal dealer pricing under transactions and return uncertainty (RePEc:eee:jfinec:v:9:y:1981:i:1:p:47-73)
by Ho, Thomas & Stoll, Hans R. - Exchange rates and firms' liquidity: evidence from ADRs (RePEc:eee:jimfin:v:20:y:2001:i:3:p:297-325)
by Huang, Roger D. & Stoll, Hans R. - The Law of One Price in international commodity markets: A reformulation and some formal tests (RePEc:eee:jimfin:v:5:y:1986:i:3:p:335-360)
by A. Protopapadakis, Aris & R. Stoll, Hans - Microstructure: The Organization of Trading and Short Term Price Behavior (RePEc:elg:eebook:1439)
by None - The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised) (RePEc:fth:pennfi:01-72)
by Hans R. Stoll - On Dealer Markets Under Competition (RePEc:fth:pennfi:01-80)
by Thomas Ho & Hans Stoll - The Supply of Dealer Services in Securities Markets (RePEc:fth:pennfi:02-78)
by Hans R. Stoll - Price Impacts of Block Trading on the NYSE (RePEc:fth:pennfi:03-71)
by Alan Kraus & Hans R. Stoll - Portfolio Diversification of NYSE Specialist Units (RePEc:fth:pennfi:03-78)
by Hans R. Stoll - The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised) (RePEc:fth:pennfi:1-72)
by Hans R. Stoll - On Dealer Markets Under Competition (RePEc:fth:pennfi:1-80)
by Thomas Ho & Hans Stoll - Discounts and Premiums on Shares of Diversified Closed-End Investment Funds (RePEc:fth:pennfi:11-73)
by Hans R. Stoll - The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks (RePEc:fth:pennfi:13-77)
by Hans R. Stoll - Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks (RePEc:fth:pennfi:15-74)
by Hans R. Stoll - Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium (RePEc:fth:pennfi:17-79)
by Hans R. Stoll - Spot and Futures Prices and the Law of One Price (RePEc:fth:pennfi:17-82)
by Aris Protopapadakis & Hans R. Stoll - The Supply of Dealer Services in Securities Markets (RePEc:fth:pennfi:2-78)
by Hans R. Stoll - Optimal Dealer Pricing Under Transactions and Return Uncertainty (RePEc:fth:pennfi:27-79)
by Thomas Ho & Hans Stoll - Price Impacts of Block Trading on the NYSE (RePEc:fth:pennfi:3-71)
by Alan Kraus & Hans R. Stoll - Portfolio Diversification of NYSE Specialist Units (RePEc:fth:pennfi:3-78)
by Hans R. Stoll - Special Issue: Ten Years Since the Crash of 1987 (RePEc:kap:jfsres:v:13:y:1998:i:3:p:183-186)
by Hans Stoll - Causes of Deviation from Interest-Rate Parity: A Comment (RePEc:mcb:jmoncb:v:4:y:1972:i:1:p:113-17)
by Stoll, Hans R - Regulation of Financial Markets: A Focused Approach (RePEc:mfj:journl:v:2:y:1998:i:2:p:87-99)
by Hans R. Stoll - Postscripts by Academic Participants (RePEc:nbr:nberch:9229)
by Seymour Smidt & Richard R. West & Hans R. Stoll - The Components of the Bid-Ask Spread: A General Approach (RePEc:oup:rfinst:v:10:y:1997:i:4:p:995-1034)
by Huang, Roger D & Stoll, Hans R - Stock Market Structure and Volatility (RePEc:oup:rfinst:v:3:y:1990:i:1:p:37-71)
by Stoll, Hans R & Whaley, Robert E - Market Microstructure and Stock Return Predictions (RePEc:oup:rfinst:v:7:y:1994:i:1:p:179-213)
by Huang, Roger D & Stoll, Hans R - Expiration†Day Effects of the All Ordinaries Share Price Index Futures: Empirical Evidence and Alternative Settlement Procedures (RePEc:sae:ausman:v:22:y:1997:i:2:p:139-174)
by Hans R. Stoll & Robert E. Whaley - Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew (RePEc:ucp:jnlbus:v:63:y:1990:i:1:p:s165-92)
by Stoll, Hans R & Whaley, Robert E - Energy shocks and financial markets (RePEc:wly:jfutmk:v:16:y:1996:i:1:p:1-27)
by Roger D. Huang & Ronald W. Masulis & Hans R. Stoll - Index futures, program trading, and stock market procedures (RePEc:wly:jfutmk:v:8:y:1988:i:4:p:391-412)
by Hans R. Stoll