Lawrence R. Glosten - Concepedia

Author

Lawrence R. Glosten

Also Known As

Glosten, Lawrence R., L R. Glosten, L. R. Glosten, L.R. Glosten, LAWRENCE R. GLOSTEN, Lawrence R. Glosten, Lawrence Glosten, Lawrence R Glosten, Lawrence R. Glosten, Rauterberg, Gabriel Virgil

Publications

24.1K

Citations

H-Index

Concepts

All Affiliations

Columbia University Federal Reserve Bank of Minneapolis University of Minnesota Duke University Ecole des Hautes Etudes Commerciales du Nord

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	20	21	23.1K
2	Management	6	6	2.6K
3	Engineering	4	4	10.9K
4	Law	3	3	391
5	Arts	1	1	28

Lawrence R. Glosten

Publications

23.9K

Citations

H-Index

Page 1

	Year	Citations
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 Empirical FinanceVolatility ModelingMonthly Conditional VolatilityEngineeringConditional Volatility	1993	8.6K
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders Lawrence R. Glosten, Paul Milgrom Journal of Financial Economics Market MicrostructureEconomicsFinancial EconomicsMarket MechanismAlgorithmic Trading	1985	6.3K
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 Empirical FinanceVolatility ModelingMonthly Conditional VolatilityEngineeringConditional Volatility	1993	2.2K
Estimating the components of the bid/ask spread Lawrence R. Glosten, Lawrence Harris Journal of Financial Economics EconomicsElectronic AuctionMarket MechanismMarket AnalysisBid/ask Spread	1988	1.7K
Is the Electronic Open Limit Order Book Inevitable? Lawrence R. Glosten The Journal of Finance Consolidated Price ScheduleMarket EquilibriumMarket DesignMarket MicrostructureAsset Pricing	1994	993
Economic Significance of Predictable Variations in Stock Index Returns William J. Breen, Lawrence R. Glosten, Ravi Jagannathan The Journal of Finance Asset AllocationPortfolio ManagementExcess ReturnTime Series EconometricsAsset Pricing	1989	594
Insider Trading, Liquidity, and the Role of the Monopolist Specialist Lawrence R. Glosten The Journal of Business LiquidityMarket DesignMarket MicrostructureManagementInsider Trading	1989	542
CHALLENGES TO THEORY DEVELOPMENT IN ENTREPRENEURSHIP RESEARCH* Raphael Amit, Lawrence R. Glosten, Eitan Muller Journal of Management Studies New VenturesEntrepreneurial InnovationEntrepreneurial PhenomenonStartup EcosystemManagement	1993	542
Entrepreneurial Ability, Venture Investments, and Risk Sharing Raphael Amit, Lawrence R. Glosten, Eitan Muller Management Science Entrepreneurial PhenomenonMergers And AcquisitionsStartup EcosystemCostly SignalManagement	1990	531
Components of the Bid‐Ask Spread and the Statistical Properties of Transaction Prices Lawrence R. Glosten The Journal of Finance Transaction PricesAsymmetric InformationBid‐ask SpreadMarket MicrostructureAsset Pricing	1987	362

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