Lawrence R. Glosten
Lawrence R. Glosten
Professor of Finance and Economics, Columbia Business School
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On the relation between the expected value and the volatility of the nominal excess return on stocks
LR Glosten, R Jagannathan, DE Runkle
The journal of finance 48 (5), 1779-1801, 1993
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
LR Glosten, PR Milgrom
Journal of financial economics 14 (1), 71-100, 1985
Estimating the components of the bid/ask spread
LR Glosten, LE Harris
Journal of financial Economics 21 (1), 123-142, 1988
Is the electronic open limit order book inevitable?
LR Glosten
The Journal of Finance 49 (4), 1127-1161, 1994
Challenges to theory development in entrepreneurship research
R Amit, L Glosten, E Muller
Journal of Management studies 30 (5), 815-834, 1993
Entrepreneurial ability, venture investments, and risk sharing
R Amit, L Glosten, E Muller
Management science 36 (10), 1233-1246, 1990
Economic significance of predictable variations in stock index returns
W Breen, LR Glosten, R Jagannathan
The Journal of finance 44 (5), 1177-1189, 1989
Insider trading, liquidity, and the role of the monopolist specialist
LR Glosten
Journal of Business, 211-235, 1989
Market microstructure: A survey of microfoundations, empirical results, and policy implications
B Biais, L Glosten, C Spatt
Journal of Financial Markets 8 (2), 217-264, 2005
Components of the bid‐ask spread and the statistical properties of transaction prices
LR Glosten
The Journal of Finance 42 (5), 1293-1307, 1987
A contingent claim approach to performance evaluation
LR Glosten, R Jagannathan
Journal of Empirical Finance 1 (2), 133-160, 1994
Does venture capital foster the most promising entrepreneurial firms?
R Amit, L Glosten, E Muller
California Management Review 32 (3), 102-111, 1990
A reconsideration of tax shield valuation
ER Arzac, LR Glosten
European Financial Management 11 (4), 453-461, 2005
ETF activity and informational efficiency of underlying securities
L Glosten, S Nallareddy, Y Zou
Management Science 67 (1), 22-47, 2021
The new stock market: sense and nonsense
MB Fox, LR Glosten, GV Rauterberg
Duke LJ 65, 191, 2015
Seasonality and equilibrium business cycle theories
RA Braun, CL Evans
Journal of Economic Dynamics and control 19 (3), 503-531, 1995
The microstructure of stock markets
B Biais, LR Glosten, CS Spatt
Available at SSRN 310105, 2002
Fleeting orders
S Baruch, LR Glosten
Columbia Business School Research Paper, 2013
Introductory Comments: Bloomfield and O'Hara, and Flood, Huisman, Koedijk, and Mahieu
LR Glosten
The Review of Financial Studies 12 (1), 1-3, 1999
Short selling and the news: a preliminary report on empirical study
MB Fox, LR Glosten, PC Tetlock
NYL Sch. L. Rev. 54, 645, 2009
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