Gideon Saar

Best Publications

• Individual Investor Trading and Stock Returns

  Ron Kaniel;Gideon Saar;Sheridan Titman

  1367
  Citations

• Low-latency trading $

  Joel Hasbrouck;Gideon Saar

  1293
  Citations

• Dynamic Volume-Return Relation of Individual Stocks

  Guillermo Llorente;Roni Michaely;Gideon Saar;Jiang Wang

  1055
  Citations

• The "Make or Take" Decision in an Electronic Market: Evidence on the Evolution of Liquidity

  Robert Bloomfield;Maureen O’Hara;Gideon Saar

  636
  Citations

• Individual Investor Trading and Return Patterns around Earnings Announcements

  Ron Kaniel;Shuming Liu;Gideon Saar;Sheridan Titman

  517
  Citations

• Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE

  Ekkehart Boehmer;Gideon Saar;Lei Yu

  494
  Citations

• How Stock Splits Affect Trading: A Microstructure Approach

  David Easley;Maureen O'Hara;Gideon Saar

  458
  Citations

• Technology and liquidity provision: The blurring of traditional definitions

  Joel Hasbrouck;Gideon Saar

  445
  Citations

• How Noise Trading Affects Markets: An Experimental Analysis

  Robert Bloomfield;Maureen O’Hara;Gideon Saar

  409
  Citations

• Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation

  Gideon Saar

  325
  Citations

• The ¬Smake or Takeâ¬? Decision in an Electronic Market: Evidence on the Evolution of Liquidity

  Robert J. Bloomfield;Maureen O'Hara;Gideon Saar

  229
  Citations

• Individual Investor Trading and Stock Returns

  Ron Kaniel;Ron Kaniel;Gideon Saar;Sheridan Titman;Sheridan Titman

  185
  Citations

• Dynamic Volume-Return Relation of Individual Stocks

  Guillermo Llorente;Roni Michaely;Roni Michaely;Gideon Saar;Jiang Wang;Jiang Wang

  177
  Citations

• Limit Orders and Volatility in a Hybrid Market: The Island ECN

  Joel Hasbrouck;Gideon Saar

  164
  Citations

• Low-Latency Trading

  Joel Hasbrouck;Gideon Saar

  141
  Citations

• Individual Investor Trading and Return Patterns Around Earnings Announcements

  Ron Kaniel;Ron Kaniel;Shuming Liu;Gideon Saar;Sheridan Titman;Sheridan Titman

  140
  Citations

• Relative Tick Size and the Trading Environment

  Maureen O’Hara;Gideon Saar;Zhuo Zhong

  136
  Citations

• High-frequency trading

  Tarun Chordia;Amit Goyal;Bruce N. Lehmann;Gideon Saar

  132
  Citations

• Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE

  Ekkehart Boehmer;Gideon Saar;Lei Yu

  114
  Citations

• Individual Investor Trading and Return Patterns around Earnings Announcements

  Ron Kaniel;Shuming Liu;Gideon Saar;Sheridan Titman

  9
  Citations