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Publications

by members of

Babson College → Finance Division

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2025

  1. Don & S. Bowen & McKay Price & Luke Stein & Ke Yang, 2025, "Measuring and Mitigating Racial Disparities in Large Language Model Mortgage Underwriting," ERES, European Real Estate Society (ERES), number eres2025_75, Jan.

2024

  1. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2023

  1. Ran Abramitzky & Jacob Conway & Roy Mill & Luke Stein, 2023, "The Gendered Impacts of Perceived Skin Tone: Evidence from African-American Siblings in 1870–1940," NBER Working Papers, National Bureau of Economic Research, Inc, number 31016, Mar.

2014

  1. Michael A. Goldstein & Abhinav Goyal & Brian M. Lucey & Carl B. Muckley, 2014, "The Global Preference for Dividends in Declining Markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp461, Nov.

2010

  1. Jennifer L. Doleac & Luke C.D. Stein, 2010, "The Visible Hand: Race and Online Market Outcomes," Discussion Papers, Stanford Institute for Economic Policy Research, number 09-015, May.

2005

  1. Chris Brooks & Ryan J. Davies & Sang Soo Kim, 2005, "Cross Hedging with Single Stock Futures," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-15, Jul.

2004

  1. Michael Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2004, "Brokerage Commissions and Institutional Trading Patterns," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp356, Apr.

2003

  1. Dan Bernhardt & Ryan J. Davies & John Spicer, 2003, "Long-term Information, Short-lived Securities," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-10, Jul.

2002

  1. Dan Bernhardt & Ryan Davies & Harvey Westbrook Jr., 2002, "Smart Fund Managers? Stupid Money?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-19, Sep, revised Jul 2003.

2001

  1. Ryan J. Davies, 2001, "Matching and the Estimated Impact of Inter-listing (updated July 2003)," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-11, Dec, revised Jun 2003.

2000

  1. Bernhardt, Dan & Davies, Ryan & Spicer, John, 2000, "Long-term information, short-lived derivative securities," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273420, Aug, DOI: 10.22004/ag.econ.273420.
  2. Davies, Ryan, 2000, "Registered trader participation during the Toronto Stock Exchange’s pre-opening session," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273423, Nov, DOI: 10.22004/ag.econ.273423.

1991

  1. Blume, M.E. & Goldstein, M.A., 1991, "Differences in execution Prices among the Nyse, the Regionals and the NASD," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 4-92.

Undated

  1. Michael A. Goldstein & Kenneth A. Kavajecz, undated, "Liquidity Provision during Circuit Breakers and Extreme Market Movements," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 01-00.
  2. Marshall E. Blume & Michael A. Goldstein, undated, "On the Integration of the US Equity Markets (Revised: 18-95)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 01-95.
  3. Marshall E. Blume & Michale A. Goldstein, undated, "Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 03-96.
  4. Marshall E. Blume & Michael A. Goldstein, undated, "Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 04-92.
  5. Michael A. Goldstein & Kenneth A. Kavajecz, undated, "Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-98.
  6. Marshall E. Blume & Michael A. Goldstein, undated, "Quotes, Order Flow, and Price Discovery (Revision of 1-95) (Revised: 3-96)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 18-95.
  7. Marshall E. Blume & Michael A. Goldstein, undated, "Displayed and Effective Spreads by Market (Revision of 4-92)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 27-92.

Journal articles

2026

  1. Spencer Barnes & Luke C. D. Stein, 2026, "Racial Discrimination in Asset Prices: Evidence From Horse Betting," The Financial Review, Eastern Finance Association, volume 61, issue 3, pages 807-829, August, DOI: 10.1111/fire.70042.
  2. Lindsey, Laura & Stein, Luke C.D., 2026, "Angels, entrepreneurship, and employment dynamics: Evidence from investor accreditation rules," Journal of Financial Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.jfineco.2026.104323.

2024

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2020

  1. Davies, Ryan J. & Hevert, Kathleen T., 2020, "Stay-out adjustments and multi-year regulatory rate plans," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 105-114, DOI: 10.1016/j.qref.2019.03.005.
  2. Luke C D Stein & Constantine Yannelis & Francesca Cornelli, 2020, "Financial Inclusion, Human Capital, and Wealth Accumulation: Evidence from the Freedman’s Savings Bank," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 11, pages 5333-5377.

2019

  1. Yashar H Barardehi & Dan Bernhardt & Ryan J Davies, 2019, "Trade-Time Measures of Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 1, pages 126-179.
  2. Stein, Luke C.D. & Zhao, Hong, 2019, "Independent executive directors: How distraction affects their advisory and monitoring roles," Journal of Corporate Finance, Elsevier, volume 56, issue C, pages 199-223, DOI: 10.1016/j.jcorpfin.2019.02.003.

2015

  1. Atanasov, Vladimir & Davies, Ryan J. & Merrick, John J., 2015, "Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 210-234, DOI: 10.1016/j.jcorpfin.2015.07.011.
  2. Michael A. Goldstein, 2015, "Circuit Breakers, Trading Collars, and Volatility Transmission Across Markets: Evidence from NYSE Rule 80A," The Financial Review, Eastern Finance Association, volume 50, issue 3, pages 459-479, August.
  3. Michael A. Goldstein & Abhinav Goyal & Brian M. Lucey & Cal B. Muckley, 2015, "The Global Preference for Dividends in Declining Markets," The Financial Review, Eastern Finance Association, volume 50, issue 4, pages 575-609, November.

2014

  1. Michael Goldstein & James J. Angel, 2014, "When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 271-281, May.
  2. Michael Goldstein & Björn Hagströmer & Lars Nordén & Dong Zhang, 2014, "How Aggressive Are High-Frequency Traders?," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 395-419, May.
  3. Michael Goldstein & Michael A. Goldstein & Pavitra Kumar & Frank C. Graves, 2014, "Computerized and High-Frequency Trading," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 177-202, May.
  4. Michael Goldstein & Michael A. Goldstein, 2014, "Special Issue on Computerized and High-Frequency Trading: Guest Editor's Note," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 173-175, May.
  5. Michael Goldstein & Elvis Jarnecic & Mark Snape, 2014, "The Provision of Liquidity by High-Frequency Participants," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 371-394, May.
  6. Michael Goldstein & Shengwei Ding & John Hanna & Terrence Hendershott, 2014, "How Slow Is the NBBO? A Comparison with Direct Exchange Feeds," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 313-332, May.
  7. Michael Goldstein & Gregory Laughlin & Anthony Aguirre & Joseph Grundfest, 2014, "Information Transmission between Financial Markets in Chicago and New York," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 283-312, May.
  8. Michael Goldstein & Jeffrey H. Harris & Mohsen Saad, 2014, "The Sound of Silence," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 203-230, May.
  9. Michael Goldstein & Ryan L. Davis & Bonnie F. Van Ness & Robert A. Van Ness, 2014, "Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 421-433, May.
  10. Michael Goldstein & Laura Cardella & Jia Hao & Ivalina Kalcheva & Yung-Yu Ma, 2014, "Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed-Income Markets," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 231-243, May.
  11. Michael Goldstein & Jonathan Brogaard & Terrence Hendershott & Stefan Hunt & Carla Ysusi, 2014, "High-Frequency Trading and the Execution Costs of Institutional Investors," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 345-369, May.
  12. Michael Goldstein & Tina Viljoen & P. Joakim Westerholm & Hui Zheng, 2014, "Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 245-270, May.
  13. Michael Goldstein & Albert J. Menkveld, 2014, "High-Frequency Traders and Market Structure," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 333-344, May.

2013

  1. Jennifer L. Doleac & Luke C.D. Stein, 2013, "The Visible Hand: Race and Online Market Outcomes," Economic Journal, Royal Economic Society, volume 123, issue 11, pages 469-492, November.

2011

  1. Goldstein, Michael A. & Irvine, Paul & Puckett, Andy, 2011, "Purchasing IPOs with Commissions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 5, pages 1193-1225, October.
  2. Fuller, Kathleen P. & Goldstein, Michael A., 2011, "Do dividends matter more in declining markets?," Journal of Corporate Finance, Elsevier, volume 17, issue 3, pages 457-473, June.

2010

  1. Michael Goldstein & Andriy Shkilko & Bonnie Ness & Robert Ness, 2010, "Inter-market competition for NYSE-listed securities under decimals," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 4, pages 371-391, November, DOI: 10.1007/s11156-009-0139-6.

2009

  1. Dan Bernhardt & Ryan J. Davies, 2009, "Smart fund managers? Stupid money?," Canadian Journal of Economics, Canadian Economics Association, volume 42, issue 2, pages 719-748, May, DOI: 10.1111/j.1540-5982.2009.01525.x.
  2. Davies, Ryan J. & Kim, Sang Soo, 2009, "Using matched samples to test for differences in trade execution costs," Journal of Financial Markets, Elsevier, volume 12, issue 2, pages 173-202, May.
  3. Michael A. Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2009, "Brokerage Commissions and Institutional Trading Patterns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 12, pages 5175-5212, December.

2008

  1. Goldstein, Michael A. & Shkilko, Andriy V. & Van Ness, Bonnie F. & Van Ness, Robert A., 2008, "Competition in the market for NASDAQ securities," Journal of Financial Markets, Elsevier, volume 11, issue 2, pages 113-143, May.

2006

  1. R. Genzel & L. J. Tacconi & F. Eisenhauer & N. M. Förster Schreiber & A. Cimatti & E. Daddi & N. Bouché & R. Davies & M. D. Lehnert & D. Lutz & N. Nesvadba & A. Verma & R. Abuter & K. Shapiro & A. Ste, 2006, "The rapid formation of a large rotating disk galaxy three billion years after the Big Bang," Nature, Nature, volume 442, issue 7104, pages 786-789, August, DOI: 10.1038/nature05052.
  2. Dan Bernhardt & Ryan J. Davies & John Spicer, 2006, "Long‐term information, short‐lived securities," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 26, issue 5, pages 466-502, May.

2005

  1. Bernhardt, Dan & Davies, Ryan J., 2005, "Painting the tape: Aggregate evidence," Economics Letters, Elsevier, volume 89, issue 3, pages 306-311, December.

2004

  1. Goldstein, Michael A. & Kavajecz, Kenneth A., 2004, "Trading strategies during circuit breakers and extreme market movements," Journal of Financial Markets, Elsevier, volume 7, issue 3, pages 301-333, June.

2003

  1. Davies, Ryan J., 2003, "The Toronto Stock Exchange preopening session," Journal of Financial Markets, Elsevier, volume 6, issue 4, pages 491-516, August.

2000

  1. 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, volume 56, issue 1, pages 125-149, April.

1999

  1. Goldstein, Michael A & Nelling, Edward F, 1999, "Market Making and Trading in Nasdaq Stocks," The Financial Review, Eastern Finance Association, volume 34, issue 1, pages 27-44, February.

1997

  1. Blume, Marshall E & Goldstein, Michael A, 1997, "Quotes, Order Flow, and Price Discovery," Journal of Finance, American Finance Association, volume 52, issue 1, pages 221-244, March.
  2. 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., volume 18, issue 7-8, pages 529-544, DOI: 10.1002/(SICI)1099-1468(199711/12)1.

1995

  1. Edward F. Nelling & James M. Mahoney & Terry L. Hildebrand & Michael A. Goldstein, 1995, "Real Estate Investment Trusts, Small Stocks and Bid‐ask Spreads," Real Estate Economics, American Real Estate and Urban Economics Association, volume 23, issue 1, pages 45-63, March, DOI: 10.1111/1540-6229.00657.

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