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Publications

by members of

Finance Division
Babson College
Babson Park, Massachusetts (United States)

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

Undated material is listed at the end

2021

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To, 2021. "Non-Standard Errors," Working Paper Series, Social and Economic Sciences 2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • 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 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • 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 halshs-03500882, HAL.
    • 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 2182, Faculty of Economics, University of Cambridge.
    • 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 327, Leibniz Institute for Financial Research SAFE.
    • 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 2021-31, Faculty of Economics and Statistics, University of Innsbruck.
    • Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Menkveld, Albert J. & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz & Wolff, Christian C, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • 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 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Vilhelmsson, Anders, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • 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 22-09, Swiss Finance Institute.
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • 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) halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • 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 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

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 iiisdp461, IIIS.

2010

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

2005

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

2004

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

2003

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

2002

  1. Dan Bernhardt & Ryan Davies & Harvey Westbrook Jr., 2002. "Smart Fund Managers? Stupid Money?," ICMA Centre Discussion Papers in Finance icma-dp2002-19, Henley Business School, University of Reading, 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 icma-dp2001-11, Henley Business School, University of Reading, revised Jun 2003.

2000

  1. Dan Bernhardt & Ryan Davies & John Spicer, 2000. "Long-term Information, Short-lived Derivative Securities," Working Paper 994, Economics Department, Queen's University.
  2. Ryan Davies, 2000. "Registered Trader Participation During The Toronto Stock Exchange's Pre-opening Session," Working Paper 997, Economics Department, Queen's University.

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 4-92, Wharton School - Weiss Center for International Financial Research.

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 01-00, Wharton School Rodney L. White Center for Financial Research.
  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 01-95, Wharton School Rodney L. White Center for Financial Research.
  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 03-96, Wharton School Rodney L. White Center for Financial Research.
  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 04-92, Wharton School Rodney L. White Center for Financial Research.
  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 14-98, Wharton School Rodney L. White Center for Financial Research.
  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 18-95, Wharton School Rodney L. White Center for Financial Research.
  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 27-92, Wharton School Rodney L. White Center for Financial Research.

Journal articles

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, vol. 76(C), pages 105-114.
  2. Luke C D Stein & Constantine Yannelis & Francesca Cornelli, 2020. "Financial Inclusion, Human Capital, and Wealth Accumulation: Evidence from the Freedman’s Savings Bank [Distance and private information]," Review of Financial Studies, Society for Financial Studies, vol. 33(11), pages 5333-5377.

2019

  1. Yashar H Barardehi & Dan Bernhardt & Ryan J Davies, 2019. "Trade-Time Measures of Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 32(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, vol. 56(C), pages 199-223.

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, vol. 34(C), pages 210-234.
  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, vol. 50(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, vol. 50(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, vol. 49(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, vol. 49(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, vol. 49(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, vol. 49(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, vol. 49(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, vol. 49(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, vol. 49(2), pages 283-312, May.
  8. Michael Goldstein & Jeffrey H. Harris & Mohsen Saad, 2014. "The Sound of Silence," The Financial Review, Eastern Finance Association, vol. 49(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, vol. 49(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, vol. 49(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, vol. 49(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, vol. 49(2), pages 245-270, May.
  13. Michael Goldstein & Albert J. Menkveld, 2014. "High-Frequency Traders and Market Structure," The Financial Review, Eastern Finance Association, vol. 49(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, vol. 123(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, vol. 46(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, vol. 17(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, vol. 35(4), pages 371-391, November.

2009

  1. Davies, Ryan J. & Kim, Sang Soo, 2009. "Using matched samples to test for differences in trade execution costs," Journal of Financial Markets, Elsevier, vol. 12(2), pages 173-202, May.
  2. Dan Bernhardt & Ryan J. Davies, 2009. "Smart fund managers? Stupid money?," Canadian Journal of Economics, Canadian Economics Association, vol. 42(2), pages 719-748, May.
  3. Michael A. Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2009. "Brokerage Commissions and Institutional Trading Patterns," Review of Financial Studies, Society for Financial Studies, vol. 22(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, vol. 11(2), pages 113-143, May.

2006

  1. Dan Bernhardt & Ryan J. Davies & John Spicer, 2006. "Long‐term information, short‐lived securities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(5), pages 466-502, May.
  2. 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, vol. 442(7104), pages 786-789, August.

2005

  1. Bernhardt, Dan & Davies, Ryan J., 2005. "Painting the tape: Aggregate evidence," Economics Letters, Elsevier, vol. 89(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, vol. 7(3), pages 301-333, June.

2003

  1. Davies, Ryan J., 2003. "The Toronto Stock Exchange preopening session," Journal of Financial Markets, Elsevier, vol. 6(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, vol. 56(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, vol. 34(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, vol. 52(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., vol. 18(7-8), pages 529-544.

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, vol. 23(1), pages 45-63, March.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.