Schultz Paul H.
|Образование||бакалавр: Economics [Macalester College, St. Paul, 1978]
магистр: Finance, Economics [University of Chicago, 1985]
PhD: Finance, Economics [University of Chicago, 1988]
- Market microstructure,
- Corporate finance.
- Corporate Bond Trading: A Peek Behind the Curtain, forthcoming, Journal of Finance
- Regulatory and Legal Pressures and the Costs of Nasdaq Trading, forthcoming, The Review of Financial Studies.
- Stock Splits, Tick Size and Sponsorship, Journal of Finance 55, 2000, 429- 450. Excerpted in Economic Intuition, Winter 2000.
- The Initiation and Withdrawal of Odd-Eighth Quotes Among Nasdaq Stocks: An Empirical Analysis, (with William Christie), Journal of Financial Economics 52, 1999, 409-442.
- The Effect of Nasdaq Market Reform on Trading Costs and Depths, (with Michael Barclay, Wiliam Christie, Jeffrey Harris, and Eugene Kandel), Journal of Finance 54, February 1999, 1-34, (nominated for Smith-Breeden Prize).
- Dealer Markets Under Stress: The Performance of Nasdaq Market Makers During the November 15, 1991 Market Break, (with William Christie), Journal of Financial Services Research 13, 205-229.
- The Trading Profits of SOES Bandits, (with Jeffrey Harris), Journal of Financial Economics 50, 39-62.
Trading Costs and Exchange Listing: The Case of Firms that Voluntarily Move
from the American Stock Exchange to the Nasdaq, (with Paul Clyde and Mir Zaman)
, Journal of Finance 52, 2103-2112.
- The Importance of Firm Quotes and Rapid Executions: Evidence from the January 1994 SOES Rules Change, (with Jeffrey Harris), Journal of Financial Economics 45, 135-166.
- Are NASDAQ Spreads Determined by Competition or Implicit Collusion?, (with William Christie), Journal of Economic Perspectives, Summer 1995, 199-208.
- Market Structure, Price Discovery, and the Intraday Patern of Bid-Ask Spreads for NASDAQ Securities, (with K. C. Chan and William Christie), Journal of Business, January 1995, 35-60.
- Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?, (with Wiliam Christie), Journal of Finance, December 1994, 1813-1840 (awarded Smith-Breeden Prize).
- Why did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?, (with Wiliam Christie and Jeffrey Harris), Journal of Finance, December, 1994 1841-1860.
- Aftermarket Support and Underpricing of Initial Public Offerings, (with Mir Zaman), Journal of Financial Economics, April 1994, 199-219.
- Unit Initial Public Offerings: A Form of Staged Financing, Journal of Financial Economics , October 1993, 199-229.
- Calls of Warrants: Timing and Market Reaction, Journal of Finance , June 1993, 681-696. Excerpted in Financial Management Collection, Fall 1993.
- Biases and Profit Opportunities in Warrant Markets, (with Beni Lauterbach) , Advances in Futures and Options, Fall 1991
- Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives, (with Beni Lauterbach), Journal of Finance, September 1990, 1181- 1209.
- Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note, Journal of Finance, March 1985, 333- 344.
- Transaction Costs and the Small Firm Effect: A Comment, Journal of Financial Economics, June 1983, 81-88.
Публикации на портале:
Barclay M.J., Christie W.G., Harris J.H., Eugene Kandel, Schultz P.H. The Effects of Market Reform on the Trading Costs of Nasdaq Stocks
// Journal of Finance.
|Адрес||Colege of Business
University of Notre Dame
Notre Dame, IN 46556