Hans R. Stoll

Publications by Year

Research Areas

Financial Markets and Investment Strategies, Corporate Finance and Governance, Market Dynamics and Volatility, Auditing, Earnings Management, Governance, Banking stability, regulation, efficiency

Most-Cited Works

• → Optimal dealer pricing under transactions and return uncertainty(1981)1,434 cited
• → THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS(1978)1,389 cited
• → The Components of the Bid-Ask Spread: A General Approach(1997)1,200 cited
• → Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE(1996)1,067 cited
• → Energy shocks and financial markets(1996)976 cited
• → Inferring the Components of the Bid‐Ask Spread: Theory and Empirical Tests(1989)946 cited
• → The Dynamics of Stock Index and Stock Index Futures Returns