Access Statistics for Michael Goldstein

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
Brokerage Commissions and Institutional Trading Patterns 0 0 1 375 4 7 12 2,281
Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92) 0 0 0 1 1 2 4 349
Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92) 0 0 0 0 1 1 1 216
Differences in execution Prices among the Nyse, the Regionals and the NASD 0 0 0 0 0 0 2 381
Displayed and Effective Spreads by Market (Revision of 4-92) 0 0 0 0 2 2 5 440
Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE 0 0 0 154 1 1 3 1,402
Liquidity Provision during Circuit Breakers and Extreme Market Movements 0 0 0 133 0 0 1 440
Liquidity Provision during Circuit Breakers and Extreme Market Movements 0 0 0 55 2 4 4 206
On the Integration of the US Equity Markets (Revised: 18-95) 0 0 0 0 0 0 2 143
On the Integration of the US Equity Markets (Revised: 18-95) 0 0 0 0 1 2 3 147
Quotes, Order Flow, and Price Discovery (Revision of 1-95) (Revised: 3-96) 0 0 0 1 0 0 1 426
Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059) 0 0 0 0 0 0 0 146
Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059) 0 0 0 0 0 1 2 549
The Global Preference for Dividends in Declining Markets 0 0 0 27 1 4 8 110
Total Working Papers 0 0 1 746 13 24 48 7,236


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures 0 1 1 18 1 2 7 79
Brokerage Commissions and Institutional Trading Patterns 0 1 1 60 3 8 12 281
Circuit Breakers, Trading Collars, and Volatility Transmission Across Markets: Evidence from NYSE Rule 80A 0 0 0 6 1 1 1 36
Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms 0 0 0 9 4 5 6 49
Competition in the market for NASDAQ securities 0 0 0 36 0 0 2 152
Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed-Income Markets 0 0 1 11 1 2 4 37
Computerized and High-Frequency Trading 0 0 1 35 0 1 6 105
Do dividends matter more in declining markets? 0 0 0 67 6 11 14 295
Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE 1 3 4 115 3 13 19 483
High-Frequency Traders and Market Structure 0 0 1 10 1 2 3 37
High-Frequency Trading and the Execution Costs of Institutional Investors 0 1 1 20 0 2 4 75
How Aggressive Are High-Frequency Traders? 0 0 0 14 1 2 3 62
How Slow Is the NBBO? A Comparison with Direct Exchange Feeds 0 0 3 19 0 3 9 118
Information Transmission between Financial Markets in Chicago and New York 0 0 0 13 2 2 2 58
Inter-market competition for NYSE-listed securities under decimals 0 0 0 27 0 1 2 83
Market Making and Trading in Nasdaq Stocks 0 0 0 0 1 2 2 143
Privatization success and failure: finance theory and regulation in the transitional economies of Albania and the Czech Republic 0 0 0 0 0 0 2 210
Purchasing IPOs with Commissions 0 0 1 28 1 1 3 86
Quotes, Order Flow, and Price Discovery 0 0 2 82 1 6 9 338
Real Estate Investment Trusts, Small Stocks and Bid‐ask Spreads 0 0 1 23 0 3 5 132
Special Issue on Computerized and High-Frequency Trading: Guest Editor's Note 0 0 1 6 0 1 2 25
The Global Preference for Dividends in Declining Markets 0 0 0 3 2 5 6 30
The Provision of Liquidity by High-Frequency Participants 1 1 7 47 6 9 18 116
The Sound of Silence 0 0 1 8 1 3 7 40
Trading strategies during circuit breakers and extreme market movements 0 1 6 230 7 10 18 527
When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation 0 0 0 5 0 1 3 40
Total Journal Articles 2 8 32 892 42 96 169 3,637


Statistics updated 2026-01-09