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Michael A. Goldstein
Michael A. Goldstein
Professor of Finance, Babson College
Verified email at babson.edu - Homepage
Title
Cited by
Cited by
Year
Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE
MA Goldstein, KA Kavajecz
Journal of financial economics 56 (1), 125-149, 2000
6092000
Transparency and liquidity: A controlled experiment on corporate bonds
MA Goldstein, ES Hotchkiss, ER Sirri
The review of financial studies 20 (2), 235-273, 2007
5642007
Brokerage commissions and institutional trading patterns
MA Goldstein, P Irvine, E Kandel, Z Wiener
The Review of Financial Studies 22 (12), 5175-5212, 2009
3242009
Water and life from snow: A trillion dollar science question
M Sturm, MA Goldstein, C Parr
Water Resources Research 53 (5), 3534-3544, 2017
2782017
Quotes, order flow, and price discovery
ME Blume, MA Goldstein
The Journal of Finance 52 (1), 221-244, 1997
2691997
Trading strategies during circuit breakers and extreme market movements
MA Goldstein, KA Kavajecz
Journal of Financial Markets 7 (3), 301-333, 2004
1952004
Computerized and high‐frequency trading
MA Goldstein, P Kumar, FC Graves
Financial Review 49 (2), 177-202, 2014
1742014
Do dividends matter more in declining markets?
KP Fuller, MA Goldstein
Journal of Corporate Finance 17 (3), 457-473, 2011
1722011
Purchasing IPOs with commissions
MA Goldstein, P Irvine, A Puckett
Journal of Financial and Quantitative Analysis 46 (5), 1193-1225, 2011
1582011
Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds
MA Goldstein, ES Hotchkiss
Journal of Financial Economics 135 (1), 16-40, 2020
1522020
Dealer behavior and the trading of newly issued corporate bonds
MA Goldstein, ES Hotchkiss, SS Nikolova
Available at SSRN 1022356, 2021
1082021
Displayed and effective spreads by market
ME Blume, MA Goldstein
Rodney L. White Center for Financial Research Working Paper, 1992
1061992
Competition in the market for NASDAQ securities
MA Goldstein, AV Shkilko, BF Van Ness, RA Van Ness
Journal of Financial Markets 11 (2), 113-143, 2008
862008
REIT return behavior in advancing and declining stock markets
MA Goldstein
Real Estate Finance, 1999
851999
Secondary market liquidity and primary market pricing of corporate bonds
MA Goldstein, ES Hotchkiss, DJ Pedersen
Journal of Risk and Financial Management 12 (2), 86, 2019
522019
Differences in Execution Prices among the NYSE, the Regionals, and the NASD
ME Blume, MA Goldstein
Rodney L. White Center for Financial Research Paper, 1991
511991
Real Estate Investment Trusts, Small Stocks and Bid‐ask Spreads
EF Nelling, JM Mahoney, TL Hildebrand, MA Goldstein
Real Estate Economics 23 (1), 45-63, 1995
491995
High-frequency trading strategies
MA Goldstein, A Kwan, R Philip
Available at SSRN 2973019, 2021
442021
The value of a millisecond: Harnessing information in fast, fragmented markets
H Chen, S Foley, MA Goldstein, T Ruf
Fragmented Markets (November 18, 2017), 2017
422017
Liquidity provision during circuit breakers and extreme market movements
MA Goldstein, KA Kavajecz
Available at SSRN 208292, 2000
422000
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