IDEAS home Printed from https://ideas.repec.org/f/pst279.html
   My authors  Follow this author

Hans R. Stoll

(deceased)

Personal Details

This person is deceased (Date: 20 Mar 2020)
First Name:Hans
Middle Name:R.
Last Name:Stoll
Suffix:
RePEc Short-ID:pst279
Terminal Degree:1966 Booth School of Business; University of Chicago (from RePEc Genealogy)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

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

Articles

  1. Kim, Sukwon Thomas & Stoll, Hans R., 2014. "Are trading imbalances indicative of private information?," Journal of Financial Markets, Elsevier, vol. 20(C), pages 151-174.
  2. Barraclough, Kathryn & Stoll, Hans R. & Whaley, Robert E., 2012. "Stock option contract adjustments: The case of special dividends," Journal of Financial Markets, Elsevier, vol. 15(2), pages 233-257.
  3. 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, vol. 11(1), pages 1-35, February.
  4. Stoll, Hans R. & Schenzler, Christoph, 2006. "Trades outside the quotes: Reporting delay, trading option, or trade size?," Journal of Financial Economics, Elsevier, vol. 79(3), pages 615-653, March.
  5. Hans R. Stoll, 2006. "Electronic Trading in Stock Markets," Journal of Economic Perspectives, American Economic Association, vol. 20(1), pages 153-174, Winter.
  6. Schlag, Christian & Stoll, Hans, 2005. "Price impacts of options volume," Journal of Financial Markets, Elsevier, vol. 8(1), pages 69-87, February.
  7. Hans R. Stoll, 2002. "Regulation Of Financial Markets: Toward A Focused Approach," Journal of Applied Corporate Finance, Morgan Stanley, vol. 14(4), pages 122-128, January.
  8. Huang, Roger D. & Stoll, Hans R., 2001. "Exchange rates and firms' liquidity: evidence from ADRs," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 297-325, June.
  9. Huang, Roger D. & Stoll, Hans R., 2001. "Tick Size, Bid-Ask Spreads, and Market Structure," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 36(4), pages 503-522, December.
  10. Hans R. Stoll, 2000. "Presidential Address: Friction," Journal of Finance, American Finance Association, vol. 55(4), pages 1479-1514, August.
  11. Hans R. Stoll, 1998. "Regulation of Financial Markets: A Focused Approach," Multinational Finance Journal, Multinational Finance Journal, vol. 2(2), pages 87-99, June.
  12. Hans Stoll, 1998. "Special Issue: Ten Years Since the Crash of 1987," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(3), pages 183-186, June.
  13. Huang, Roger D & Stoll, Hans R, 1997. "The Components of the Bid-Ask Spread: A General Approach," The Review of Financial Studies, Society for Financial Studies, vol. 10(4), pages 995-1034.
  14. Hans R. Stoll & Robert E. Whaley, 1997. "Expiration†Day Effects of the All Ordinaries Share Price Index Futures: Empirical Evidence and Alternative Settlement Procedures," Australian Journal of Management, Australian School of Business, vol. 22(2), pages 139-174, December.
  15. 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, vol. 41(3), pages 313-357, July.
  16. Roger D. Huang & Ronald W. Masulis & Hans R. Stoll, 1996. "Energy shocks and financial markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(1), pages 1-27, February.
  17. Huang, Roger D & Stoll, Hans R, 1994. "Market Microstructure and Stock Return Predictions," The Review of Financial Studies, Society for Financial Studies, vol. 7(1), pages 179-213.
  18. Merton Miller & Charles Cox & Ronald Gilson & Gregg Jarrell & Hans Stoll, 1993. "The New Disclosures Of Executive Pay," Journal of Applied Corporate Finance, Morgan Stanley, vol. 5(4), pages 62-75, January.
  19. Hans R. Stoll, 1993. "Organization Of The Stock Market: Competition Or Fragmentation?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 5(4), pages 89-93, January.
  20. 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, vol. 25(4), pages 441-468, December.
  21. Stoll, Hans R & Whaley, Robert E, 1990. "Stock Market Structure and Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 3(1), pages 37-71.
  22. 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 165-192, January.
  23. Haller, Andreas & Stoll, Hans R., 1989. "Market structure and transaction costs: Implied spreads in the German stock market," Journal of Banking & Finance, Elsevier, vol. 13(4-5), pages 697-708, September.
  24. Hans R. Stoll, 1988. "Index futures, program trading, and stock market procedures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 8(4), pages 391-412, August.
  25. 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, vol. 5(3), pages 335-360, September.
  26. Stoll, Hans R. & Whaley, Robert E., 1983. "Transaction costs and the small firm effect," Journal of Financial Economics, Elsevier, vol. 12(1), pages 57-79, June.
  27. Protopapadakis, Aris & Stoll, Hans R, 1983. "Spot and Futures Prices and the Law of One Price," Journal of Finance, American Finance Association, vol. 38(5), pages 1431-1455, December.
  28. Ho, Thomas S Y & Stoll, Hans R, 1983. "The Dynamics of Dealer Markets under Competition," Journal of Finance, American Finance Association, vol. 38(4), pages 1053-1074, September.
  29. 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, vol. 6(1), pages 137-140, March.
  30. Ho, Thomas & Stoll, Hans R., 1981. "Optimal dealer pricing under transactions and return uncertainty," Journal of Financial Economics, Elsevier, vol. 9(1), pages 47-73, March.
  31. Ho, Thomas & Stoll, Hans R, 1980. "On Dealer Markets under Competition," Journal of Finance, American Finance Association, vol. 35(2), pages 259-267, May.
  32. 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, vol. 14(4), pages 873-894, November.
  33. Stoll, Hans R, 1978. "The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks," Journal of Finance, American Finance Association, vol. 33(4), pages 1153-1172, September.
  34. Stoll, Hans R, 1978. "The Supply of Dealer Services in Securities Markets," Journal of Finance, American Finance Association, vol. 33(4), pages 1133-1151, September.
  35. Stoll, Hans R., 1976. "Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(3), pages 359-380, September.
  36. Stoll, Hans R, 1973. "The Relationship Between Put and Call Option Prices: Reply," Journal of Finance, American Finance Association, vol. 28(1), pages 185-187, March.
  37. Kraus, Alan & Stoll, Hans R, 1972. "Price Impacts of Block Trading on the New York Stock Exchange," Journal of Finance, American Finance Association, vol. 27(3), pages 569-588, June.
  38. Stoll, Hans R, 1972. "Causes of Deviation from Interest-Rate Parity: A Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 4(1), pages 113-117, Part I Fe.
  39. Kraus, Alan & Stoll, Hans R., 1972. "Parallel Trading by Institutional Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(5), pages 2107-2138, December.
  40. 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, vol. 5(3), pages 309-322, September.
  41. Stoll, Hans R, 1969. "The Relationship between Put and Call Option Prices," Journal of Finance, American Finance Association, vol. 24(5), pages 801-824, December.
  42. 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, 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.

Books

  1. Hans R. Stoll (ed.), 1999. "Microstructure: The Organization of Trading and Short Term Price Behavior," Books, Edward Elgar Publishing, volume 0, number 1439.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

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 Abstract Views in RePEc Services over the past 12 months
  28. Number of Downloads through RePEc Services over the past 12 months
  29. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  30. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Euclidian citation score
  32. Wu-Index

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Hans R. Stoll should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.