Concepedia

Lawrence R. Glosten

LR

Statistics

Publications

33

Citations

24.2K

H-Index

25

Active since

1985

Affiliations

Columbia University(Current)

Federal Reserve Bank of Minneapolis

University of Minnesota

Duke University

Northwestern University

Lawrence R. Glosten is an author at Columbia University specializing in business, economics, and financial economics.

Publications per year

1985–2024

33

Publications

33

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle · The Journal of Finance · 1993 · 8.7K citations

, , +17

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

Lawrence R. Glosten, Paul Milgrom · Journal of Financial Economics · 1985 · 6.4K citations

, , +7

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle · The Journal of Finance · 1993 · 2.2K citations · Full text

, , +17

Estimating the components of the bid/ask spread

Lawrence R. Glosten, Lawrence Harris · Journal of Financial Economics · 1988 · 1.7K citations

, , +10

Is the Electronic Open Limit Order Book Inevitable?

Lawrence R. Glosten · The Journal of Finance · 1994 · 1K citations

, , +1

1–5 of 33