Access Statistics for Hans R. Stoll

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium 0 0 0 0 7 20 73 268
Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks 0 0 0 0 4 6 30 139
Discounts and Premiums on Shares of Diversified Closed-End Investment Funds 0 0 0 0 1 4 11 74
On Dealer Markets Under Competition 0 0 0 0 1 3 8 70
On Dealer Markets Under Competition 0 0 0 0 1 4 23 70
Optimal Dealer Pricing Under Transactions and Return Uncertainty 0 0 0 2 18 35 168 418
Portfolio Diversification of NYSE Specialist Units 0 0 0 0 1 1 3 85
Portfolio Diversification of NYSE Specialist Units 0 0 0 0 0 4 7 69
Price Impacts of Block Trading on the NYSE 0 0 0 0 3 9 40 166
Price Impacts of Block Trading on the NYSE 0 0 0 0 4 5 19 138
Spot and Futures Prices and the Law of One Price 0 0 0 0 4 9 26 92
The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks 0 0 0 0 0 6 27 133
The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised) 0 0 0 0 1 2 4 57
The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised) 0 0 0 0 1 2 2 33
The Supply of Dealer Services in Securities Markets 0 0 0 0 2 4 25 119
The Supply of Dealer Services in Securities Markets 0 0 0 0 5 11 44 117
Total Working Papers 0 0 0 2 53 125 510 2,048


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems 0 0 5 6 1 1 11 164
Causes of Deviation from Interest-Rate Parity: A Comment 0 0 4 53 1 3 24 174
Comments `An analysis of the economic justificiation for consolidation in a secondary security market' by Kalman J. Cohen et al 1 1 2 5 2 2 7 23
Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium 2 3 5 5 2 6 9 9
Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE 6 17 57 365 15 46 124 938
Electronic Trading in Stock Markets 7 17 62 262 21 54 195 679
Exchange rates and firms' liquidity: evidence from ADRs 0 0 4 22 0 0 11 95
Failure to exercise call options: An anomaly and a trading game 5 7 25 35 9 13 43 94
Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests 9 15 65 311 17 27 145 772
Market Microstructure and Stock Return Predictions 4 10 42 346 9 19 90 866
Market structure and transaction costs: Implied spreads in the German stock market 3 3 9 33 14 16 29 86
ORGANIZATION OF THE STOCK MARKET: COMPETITION OR FRAGMENTATION? 2 2 3 3 2 2 5 5
On Dealer Markets under Competition 1 2 9 26 1 2 17 71
Optimal dealer pricing under transactions and return uncertainty 5 13 87 258 9 28 144 413
Presidential Address: Friction 5 9 30 93 8 14 47 163
Price Impacts of Block Trading on the New York Stock Exchange 6 15 70 278 15 32 260 924
Price impacts of options volume 1 2 10 49 1 3 16 79
Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew 3 3 11 119 4 14 66 508
REGULATION OF FINANCIAL MARKETS: TOWARD A FOCUSED APPROACH 1 3 5 5 1 4 11 11
Special Issue: Ten Years Since the Crash of 1987 0 0 2 4 0 0 4 7
Spot and Futures Prices and the Law of One Price 0 2 10 42 0 2 18 79
Stock Market Structure and Volatility 4 8 30 306 12 25 100 936
THE NEW DISCLOSURES OF EXECUTIVE PAY 0 1 2 2 0 1 3 3
The Components of the Bid-Ask Spread: A General Approach 0 0 0 8 4 9 72 695
The Dynamics of Dealer Markets under Competition 8 13 82 214 11 17 180 449
The Dynamics of Stock Index and Stock Index Futures Returns 5 11 22 22 9 25 46 46
The Law of One Price in international commodity markets: A reformulation and some formal tests 0 0 2 8 0 0 5 21
The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks 2 7 20 71 5 11 33 162
The Relationship Between Put and Call Option Prices: Reply 0 1 6 20 2 4 19 59
The Relationship between Put and Call Option Prices 13 27 108 278 25 61 231 582
The Supply of Dealer Services in Securities Markets 12 21 101 255 16 30 173 487
Tick Size, Bid-Ask Spreads, and Market Structure 9 12 21 21 10 19 36 36
Trades outside the quotes: Reporting delay, trading option, or trade size? 0 1 9 21 0 3 20 85
Transaction costs and the small firm effect 11 49 160 337 17 90 325 623
Total Journal Articles 125 275 1,080 3,883 243 583 2,519 10,344


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Market microstructure 7 16 100 346 12 29 164 696
Postscripts by Academic Participants 0 0 0 0 0 0 1 1
Total Chapters 7 16 100 346 12 29 165 697


Statistics updated 2009-11-04