Lawrence R. Glosten

Publication Activity (10 Years)

Years Active: 2019-2021
Publications (10 Years): 2

Top Topics

Computational Efficiency

Top Venues

J. Econ. Theory

Publications

Lawrence R. Glosten, Suresh Nallareddy, Yuan Zou
ETF Activity and Informational Efficiency of Underlying Securities. Manag. Sci. 67 (1) (2021)
Shmuel Baruch, Lawrence R. Glosten
Tail expectation and imperfect competition in limit order book markets. J. Econ. Theory 183 (2019)