Personal Details
First Name: Michael
Middle Name:
Last Name: Goldstein
Suffix:
RePEc Short-ID: pgo55
Email:
Homepage:
http://faculty.babson.edu/goldstein
Postal Address: Finance Department Babson College Babson Park, MA 02457-0310
Phone: (781) 239-4402
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Michael Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2004.
"Brokerage Commissions and Institutional Trading Patterns,"
Discussion Paper Series
dp356, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem.
[Downloadable!]
- Blume, M.E. & Goldstein, M.A., 1991.
"Differences in execution Prices among the Nyse, the Regionals and the NASD,"
Weiss Center Working Papers
4-92, Wharton School - Weiss Center for International Financial Research.
- Marshall E. Blume & Michael A. Goldstein, .
"Quotes, Order Flow, and Price Discovery (Revision of 1-95) (Revised: 3-96),"
Rodney L. White Center for Financial Research Working Papers
18-95, Wharton School Rodney L. White Center for Financial Research.
- Marshall E. Blume & Michael A. Goldstein, .
"Displayed and Effective Spreads by Market (Revision of 4-92),"
Rodney L. White Center for Financial Research Working Papers
27-92, Wharton School Rodney L. White Center for Financial Research.
- Michael A. Goldstein & Kenneth A. Kavajecz, .
"Liquidity Provision during Circuit Breakers and Extreme Market Movements,"
Rodney L. White Center for Financial Research Working Papers
01-00, Wharton School Rodney L. White Center for Financial Research.
[Downloadable!]
Other versions: - Marshall E. Blume & Michael A. Goldstein, .
"On the Integration of the US Equity Markets (Revised: 18-95),"
Rodney L. White Center for Financial Research Working Papers
01-95, Wharton School Rodney L. White Center for Financial Research.
Other versions: - Michael A. Goldstein & Kenneth A. Kavajecz, .
"Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE,"
Rodney L. White Center for Financial Research Working Papers
14-98, Wharton School Rodney L. White Center for Financial Research.
[Downloadable!]
Published as:
- Goldstein, Michael A. & A. Kavajecz, Kenneth, 2000.
"Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE,"
Journal of Financial Economics,
Elsevier, vol. 56(1), pages 125-149, April.
[Downloadable!] (restricted)
- Marshall E. Blume & Michael A. Goldstein, .
"Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92),"
Rodney L. White Center for Financial Research Working Papers
04-92, Wharton School Rodney L. White Center for Financial Research.
Other versions: - Marshall E. Blume & Michale A. Goldstein, .
"Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059),"
Rodney L. White Center for Financial Research Working Papers
03-96, Wharton School Rodney L. White Center for Financial Research.
Other versions:
Articles
- Goldstein, Michael A. & Kavajecz, Kenneth A., 2004.
"Trading strategies during circuit breakers and extreme market movements,"
Journal of Financial Markets,
Elsevier, vol. 7(3), pages 301-333, June.
[Downloadable!] (restricted)
- Goldstein, Michael A. & A. Kavajecz, Kenneth, 2000.
"Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE,"
Journal of Financial Economics,
Elsevier, vol. 56(1), pages 125-149, April.
[Downloadable!] (restricted)
Other versions: - Goldstein, Michael A & Nelling, Edward F, 1999.
"Market Making and Trading in Nasdaq Stocks,"
The Financial Review,
Eastern Finance Association, vol. 34(1), pages 27-44, February.
- Blume, Marshall E & Goldstein, Michael A, 1997.
" Quotes, Order Flow, and Price Discovery,"
Journal of Finance,
American Finance Association, vol. 52(1), pages 221-44, March.
[Downloadable!] (restricted)
- Michael A. Goldstein, 1997.
"Privatization success and failure: finance theory and regulation in the transitional economies of Albania and the Czech Republic,"
Managerial and Decision Economics,
John Wiley & Sons, Ltd., vol. 18(7-8), pages 529-544.
NEP Fields
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ACC: Accounting & Auditing (1) 2004-05-02 Author is listed
- NEP-FMK: Financial Markets (1) 2000-10-23 Author is listed
Did you know? RePEc stands for Research Papers in Economics.
This page was last updated on 2008-7-4.
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