H-Index & Metrics Best Publications

H-Index & Metrics

Discipline name H-index Citations Publications World Ranking National Ranking
Economics and Finance D-index 34 Citations 19,360 61 World Ranking 1610 National Ranking 976

Research.com Recognitions

Awards & Achievements

2000 - Fellow of the American Finance Association (AFA)

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Market liquidity
  • Stock market

Hans R. Stoll mostly deals with Financial economics, Econometrics, Bid–ask spread, Bid price and Stock market index. His Financial economics research is multidisciplinary, incorporating perspectives in Stock exchange and Market microstructure. His biological study spans a wide range of topics, including Market maker, Adverse selection, Floating rate note and Market depth.

His Bid–ask spread research incorporates elements of Private placement, Broker-dealer and Capital market. His Bid price research is multidisciplinary, incorporating elements of Ask price, Financial market and Expected utility hypothesis. Hans R. Stoll usually deals with Stock market index and limits it to topics linked to Stock market bubble and Futures contract, Stock index futures and Volatility.

His most cited work include:

  • THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1047 citations)
  • Optimal dealer pricing under transactions and return uncertainty (1018 citations)
  • The Components of the Bid-Ask Spread: A General Approach (926 citations)

What are the main themes of his work throughout his whole career to date?

Hans R. Stoll focuses on Financial economics, Monetary economics, Futures contract, Stock market and Financial system. His study in Financial economics is interdisciplinary in nature, drawing from both Stock market index, Market microstructure, Bid–ask spread and Bid price. The Bid–ask spread study combines topics in areas such as Econometrics and Capital market.

His study looks at the relationship between Monetary economics and topics such as Equity, which overlap with Common stock. His Futures contract research incorporates themes from Index, Financial market, Speculation and International economics. His Stock market course of study focuses on Stock exchange and Stock market bubble.

He most often published in these fields:

  • Financial economics (46.25%)
  • Monetary economics (26.25%)
  • Futures contract (23.75%)

What were the highlights of his more recent work (between 2004-2016)?

  • Financial economics (46.25%)
  • Monetary economics (26.25%)
  • Futures contract (23.75%)

In recent papers he was focusing on the following fields of study:

Hans R. Stoll mostly deals with Financial economics, Monetary economics, Futures contract, Industrial organization and Speculation. Within one scientific family, Hans R. Stoll focuses on topics pertaining to Earnings under Financial economics, and may sometimes address concerns connected to Mergers and acquisitions and Equity. The concepts of his Monetary economics study are interwoven with issues in Stock options and Market mechanism.

His Futures contract research includes elements of Index, Stock market index and Vector autoregression. In the field of Speculation, his study on Contango overlaps with subjects such as Index fund and Commodity pool. His biological study deals with issues like Stock exchange, which deal with fields such as Commission, Commerce and Stock market.

Between 2004 and 2016, his most popular works were:

  • Commodity Index Investing and Commodity Futures Prices (200 citations)
  • Electronic Trading in Stock Markets (101 citations)
  • Commodity Index Investing and Commodity Futures Prices (63 citations)

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS

Hans R. Stoll.
Journal of Finance (1978)

1720 Citations

Optimal dealer pricing under transactions and return uncertainty

Thomas Ho;Hans R. Stoll.
Journal of Financial Economics (1981)

1641 Citations

The Components of the Bid-Ask Spread: A General Approach

Roger D. Huang;Hans R. Stoll.
Review of Financial Studies (1997)

1481 Citations

Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE

Roger D. Huang;Hans R. Stoll.
Journal of Financial Economics (1996)

1406 Citations

Inferring the Components of the Bid‐Ask Spread: Theory and Empirical Tests

Hans R. Stoll.
Journal of Finance (1989)

1324 Citations

Energy shocks and financial markets

Roger D. Huang;Ronald W. Masulis;Hans R. Stoll.
Journal of Futures Markets (1996)

1268 Citations

The Dynamics of Stock Index and Stock Index Futures Returns

Hans R. Stoll;Robert E. Whaley.
Journal of Financial and Quantitative Analysis (1990)

1221 Citations

The Dynamics of Dealer Markets Under Competition

Thomas S. Y. Ho;Hans R. Stoll.
Journal of Finance (1983)

954 Citations

PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE

Alan Kraus;Hans R. Stoll.
Journal of Finance (1972)

886 Citations

Transaction costs and the small firm effect

Hans R. Stoll;Robert E. Whaley.
Journal of Financial Economics (1983)

846 Citations

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