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Hans R. Stoll

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Personal Details

First Name: Hans
Middle Name: R.
Last Name: Stoll
Suffix:

RePEc Short-ID: pst279

Email: [This author has chosen not to make the email address public]
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Affiliation

Owen Graduate School of Management
Vanderbilt University
Location: Nashville, Tennessee (United States)
Homepage: http://www.mba.vanderbilt.edu/
Email:
Phone: 615.322.2534
Fax:
Postal: 401 21st Avenue South, Nashville, TN 37203
Handle: RePEc:edi:owvanus (more details at EDIRC)

Works

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Working papers

  1. Hans R. Stoll, . "The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 13-77, Wharton School Rodney L. White Center for Financial Research.
  2. Thomas Ho & Hans Stoll, . "On Dealer Markets Under Competition," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 01-80, Wharton School Rodney L. White Center for Financial Research.
  3. Hans R. Stoll, . "Portfolio Diversification of NYSE Specialist Units," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 03-78, Wharton School Rodney L. White Center for Financial Research.
  4. Aris Protopapadakis & Hans R. Stoll, . "Spot and Futures Prices and the Law of One Price," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 17-82, Wharton School Rodney L. White Center for Financial Research.
  5. Hans R. Stoll, . "Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 15-74, Wharton School Rodney L. White Center for Financial Research.
  6. Alan Kraus & Hans R. Stoll, . "Price Impacts of Block Trading on the NYSE," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 03-71, Wharton School Rodney L. White Center for Financial Research.
  7. Hans R. Stoll, . "Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 17-79, Wharton School Rodney L. White Center for Financial Research.
  8. Hans R. Stoll, . "The Supply of Dealer Services in Securities Markets," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 02-78, Wharton School Rodney L. White Center for Financial Research.
  9. Hans R. Stoll, . "Discounts and Premiums on Shares of Diversified Closed-End Investment Funds," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 11-73, Wharton School Rodney L. White Center for Financial Research.
  10. Thomas Ho & Hans Stoll, . "Optimal Dealer Pricing Under Transactions and Return Uncertainty," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 27-79, Wharton School Rodney L. White Center for Financial Research.
  11. Hans R. Stoll, . "The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 1-72, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Pool, Veronika Krepely & Stoll, Hans R. & Whaley, Robert E., 2008. "Failure to exercise call options: An anomaly and a trading game," Journal of Financial Markets, Elsevier, Elsevier, vol. 11(1), pages 1-35, February.
  2. Hans R. Stoll, 2006. "Electronic Trading in Stock Markets," Journal of Economic Perspectives, American Economic Association, vol. 20(1), pages 153-174, Winter.
  3. Stoll, Hans R. & Schenzler, Christoph, 2006. "Trades outside the quotes: Reporting delay, trading option, or trade size?," Journal of Financial Economics, Elsevier, Elsevier, vol. 79(3), pages 615-653, March.
  4. Schlag, Christian & Stoll, Hans, 2005. "Price impacts of options volume," Journal of Financial Markets, Elsevier, Elsevier, vol. 8(1), pages 69-87, February.
  5. Hans R. Stoll, 2002. "Regulation Of Financial Markets: Toward A Focused Approach," Journal of Applied Corporate Finance, Morgan Stanley, Morgan Stanley, vol. 14(4), pages 122-128.
  6. Huang, Roger D. & Stoll, Hans R., 2001. "Tick Size, Bid-Ask Spreads, and Market Structure," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 36(04), pages 503-522, December.
  7. Huang, Roger D. & Stoll, Hans R., 2001. "Exchange rates and firms' liquidity: evidence from ADRs," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(3), pages 297-325, June.
  8. Hans R. Stoll, 2000. "Presidential Address: Friction," Journal of Finance, American Finance Association, American Finance Association, vol. 55(4), pages 1479-1514, 08.
  9. Hans Stoll, 1998. "Special Issue: Ten Years Since the Crash of 1987," Journal of Financial Services Research, Springer, Springer, vol. 13(3), pages 183-186, June.
  10. Huang, Roger D & Stoll, Hans R, 1997. "The Components of the Bid-Ask Spread: A General Approach," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 10(4), pages 995-1034.
  11. Huang, Roger D. & Stoll, Hans R., 1996. "Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE," Journal of Financial Economics, Elsevier, Elsevier, vol. 41(3), pages 313-357, July.
  12. Huang, Roger D & Stoll, Hans R, 1994. "Market Microstructure and Stock Return Predictions," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 7(1), pages 179-213.
  13. Hans R. Stoll, 1993. "Organization Of The Stock Market: Competition Or Fragmentation?," Journal of Applied Corporate Finance, Morgan Stanley, Morgan Stanley, vol. 5(4), pages 89-93.
  14. Merton Miller & Charles Cox & Ronald Gilson & Gregg Jarrell & Hans Stoll, 1993. "The New Disclosures Of Executive Pay," Journal of Applied Corporate Finance, Morgan Stanley, Morgan Stanley, vol. 5(4), pages 62-75.
  15. Stoll, Hans R & Whaley, Robert E, 1990. "Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew," The Journal of Business, University of Chicago Press, vol. 63(1), pages S165-92, January.
  16. Stoll, Hans R. & Whaley, Robert E., 1990. "The Dynamics of Stock Index and Stock Index Futures Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 25(04), pages 441-468, December.
  17. Stoll, Hans R & Whaley, Robert E, 1990. "Stock Market Structure and Volatility," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 3(1), pages 37-71.
  18. Haller, Andreas & Stoll, Hans R., 1989. "Market structure and transaction costs: Implied spreads in the German stock market," Journal of Banking & Finance, Elsevier, Elsevier, vol. 13(4-5), pages 697-708, September.
  19. Stoll, Hans R, 1989. " Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests," Journal of Finance, American Finance Association, American Finance Association, vol. 44(1), pages 115-34, March.
  20. A. Protopapadakis, Aris & R. Stoll, Hans, 1986. "The Law of One Price in international commodity markets: A reformulation and some formal tests," Journal of International Money and Finance, Elsevier, Elsevier, vol. 5(3), pages 335-360, September.
  21. Ho, Thomas S Y & Stoll, Hans R, 1983. " The Dynamics of Dealer Markets under Competition," Journal of Finance, American Finance Association, American Finance Association, vol. 38(4), pages 1053-74, September.
  22. Protopapadakis, Aris & Stoll, Hans R, 1983. " Spot and Futures Prices and the Law of One Price," Journal of Finance, American Finance Association, American Finance Association, vol. 38(5), pages 1431-55, December.
  23. Stoll, Hans R. & Whaley, Robert E., 1983. "Transaction costs and the small firm effect," Journal of Financial Economics, Elsevier, Elsevier, vol. 12(1), pages 57-79, June.
  24. Stoll, Hans R., 1982. "Comments `An analysis of the economic justificiation for consolidation in a secondary security market' by Kalman J. Cohen et al," Journal of Banking & Finance, Elsevier, Elsevier, vol. 6(1), pages 137-140, March.
  25. Ho, Thomas & Stoll, Hans R., 1981. "Optimal dealer pricing under transactions and return uncertainty," Journal of Financial Economics, Elsevier, Elsevier, vol. 9(1), pages 47-73, March.
  26. Ho, Thomas & Stoll, Hans R, 1980. " On Dealer Markets under Competition," Journal of Finance, American Finance Association, American Finance Association, vol. 35(2), pages 259-67, May.
  27. Stoll, Hans R., 1979. "Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 14(04), pages 873-894, November.
  28. Stoll, Hans R, 1978. "The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks," Journal of Finance, American Finance Association, American Finance Association, vol. 33(4), pages 1153-72, September.
  29. Stoll, Hans R, 1978. "The Supply of Dealer Services in Securities Markets," Journal of Finance, American Finance Association, American Finance Association, vol. 33(4), pages 1133-51, September.
  30. Stoll, Hans R., 1976. "Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 11(03), pages 359-380, September.
  31. Stoll, Hans R, 1973. "The Relationship Between Put and Call Option Prices: Reply," Journal of Finance, American Finance Association, American Finance Association, vol. 28(1), pages 185-87, March.
  32. Stoll, Hans R, 1972. "Causes of Deviation from Interest-Rate Parity: A Comment," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 4(1), pages 113-17, Part I Fe.
  33. Kraus, Alan & Stoll, Hans R., 1972. "Parallel Trading by Institutional Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 7(05), pages 2107-2138, December.
  34. Kraus, Alan & Stoll, Hans R, 1972. "Price Impacts of Block Trading on the New York Stock Exchange," Journal of Finance, American Finance Association, American Finance Association, vol. 27(3), pages 569-88, June.
  35. Stoll, Hans R. & Curley, Anthony J., 1970. "Small Business and the New Issues Market for Equities," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 5(03), pages 309-322, September.
  36. Stoll, Hans R, 1969. "The Relationship between Put and Call Option Prices," Journal of Finance, American Finance Association, American Finance Association, vol. 24(5), pages 801-24, December.
  37. Hans R. Stoll, 1968. "An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems," Canadian Journal of Economics, Canadian Economics Association, vol. 1(1), pages 55-78, February.

Chapters

  1. Stoll, Hans R., 2003. "Market microstructure," Handbook of the Economics of Finance, Elsevier, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 9, pages 553-604 Elsevier.
  2. Seymour Smidt & Richard R. West & Hans R. Stoll, 1975. "Postscripts by Academic Participants," NBER Chapters, in: Explorations in Economic Research, Volume 2, number 3 (Regional Stock Exchanges in a Central Market System), pages 417-436 National Bureau of Economic Research, Inc.

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages
  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  28. Breadth of citations across fields
  29. Wu-Index

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