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Hans R. Stoll

(deceased)

Personal Details

This person is deceased (Date: 20 Mar 2020)
First Name:Hans
Middle Name:R.
Last Name:Stoll
Suffix:
RePEc Short-ID:pst279
Terminal Degree:1966 Booth School of Business; University of Chicago (from RePEc Genealogy)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Hans R. Stoll, "undated". "Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium," Rodney L. White Center for Financial Research Working Papers 17-79, Wharton School Rodney L. White Center for Financial Research.
  2. Hans R. Stoll, "undated". "Discounts and Premiums on Shares of Diversified Closed-End Investment Funds," Rodney L. White Center for Financial Research Working Papers 11-73, Wharton School Rodney L. White Center for Financial Research.
  3. Hans R. Stoll, "undated". "The Supply of Dealer Services in Securities Markets," Rodney L. White Center for Financial Research Working Papers 02-78, Wharton School Rodney L. White Center for Financial Research.
  4. Hans R. Stoll, "undated". "The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks," Rodney L. White Center for Financial Research Working Papers 13-77, Wharton School Rodney L. White Center for Financial Research.
  5. Thomas Ho & Hans Stoll, "undated". "On Dealer Markets Under Competition," Rodney L. White Center for Financial Research Working Papers 01-80, Wharton School Rodney L. White Center for Financial Research.
  6. Alan Kraus & Hans R. Stoll, "undated". "Price Impacts of Block Trading on the NYSE," Rodney L. White Center for Financial Research Working Papers 03-71, Wharton School Rodney L. White Center for Financial Research.
  7. Hans R. Stoll, "undated". "The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised)," Rodney L. White Center for Financial Research Working Papers 01-72, Wharton School Rodney L. White Center for Financial Research.
  8. Hans R. Stoll, "undated". "Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks," Rodney L. White Center for Financial Research Working Papers 15-74, Wharton School Rodney L. White Center for Financial Research.
  9. Aris Protopapadakis & Hans R. Stoll, "undated". "Spot and Futures Prices and the Law of One Price," Rodney L. White Center for Financial Research Working Papers 17-82, Wharton School Rodney L. White Center for Financial Research.
  10. Hans R. Stoll, "undated". "Portfolio Diversification of NYSE Specialist Units," Rodney L. White Center for Financial Research Working Papers 03-78, Wharton School Rodney L. White Center for Financial Research.
  11. Thomas Ho & Hans Stoll, "undated". "Optimal Dealer Pricing Under Transactions and Return Uncertainty," Rodney L. White Center for Financial Research Working Papers 27-79, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Kim, Sukwon Thomas & Stoll, Hans R., 2014. "Are trading imbalances indicative of private information?," Journal of Financial Markets, Elsevier, vol. 20(C), pages 151-174.
  2. Thomas S. Y. Ho & Miguel Palacios & Hans R. Stoll, 2013. "Dynamic Financial System: Complexity, Fragility and Regulatory Principles," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 22(1), pages 1-42, February.
  3. Barraclough, Kathryn & Stoll, Hans R. & Whaley, Robert E., 2012. "Stock option contract adjustments: The case of special dividends," Journal of Financial Markets, Elsevier, vol. 15(2), pages 233-257.
  4. Pool, Veronika Krepely & Stoll, Hans R. & Whaley, Robert E., 2008. "Failure to exercise call options: An anomaly and a trading game," Journal of Financial Markets, Elsevier, vol. 11(1), pages 1-35, February.
  5. Hans R. Stoll, 2008. "Future of Securities Markets: Competition or Consolidation?," Financial Analysts Journal, Taylor & Francis Journals, vol. 64(6), pages 15-26, November.
  6. Stoll, Hans R. & Schenzler, Christoph, 2006. "Trades outside the quotes: Reporting delay, trading option, or trade size?," Journal of Financial Economics, Elsevier, vol. 79(3), pages 615-653, March.
  7. Hans R. Stoll, 2006. "Electronic Trading in Stock Markets," Journal of Economic Perspectives, American Economic Association, vol. 20(1), pages 153-174, Winter.
  8. Schlag, Christian & Stoll, Hans, 2005. "Price impacts of options volume," Journal of Financial Markets, Elsevier, vol. 8(1), pages 69-87, February.
  9. Hans R. Stoll, 2002. "Regulation Of Financial Markets: Toward A Focused Approach," Journal of Applied Corporate Finance, Morgan Stanley, vol. 14(4), pages 122-128, January.
  10. Huang, Roger D. & Stoll, Hans R., 2001. "Exchange rates and firms' liquidity: evidence from ADRs," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 297-325, June.
  11. Huang, Roger D. & Stoll, Hans R., 2001. "Tick Size, Bid-Ask Spreads, and Market Structure," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 36(4), pages 503-522, December.
  12. Hans R. Stoll, 2001. "Market Fragmentation," Financial Analysts Journal, Taylor & Francis Journals, vol. 57(4), pages 16-20, July.
  13. Hans R. Stoll, 2000. "Presidential Address: Friction," Journal of Finance, American Finance Association, vol. 55(4), pages 1479-1514, August.
  14. Hans R. Stoll, 1998. "Reconsidering the Affirmative Obligation of Market Makers," Financial Analysts Journal, Taylor & Francis Journals, vol. 54(5), pages 72-82, September.
  15. Hans R. Stoll, 1998. "Regulation of Financial Markets: A Focused Approach," Multinational Finance Journal, Multinational Finance Journal, vol. 2(2), pages 87-99, June.
  16. Clifford A. Ball & Hans R. Stoll, 1998. "Regulatory Capital of Financial Institutions: A Comparative Analysis," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 7(3), pages 1-57, August.
  17. Hans Stoll, 1998. "Special Issue: Ten Years Since the Crash of 1987," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(3), pages 183-186, June.
  18. Roger D. Huang & Hans R. Stoll, 1998. "Is It Time to Split the S&P 500 Futures Contract?," Financial Analysts Journal, Taylor & Francis Journals, vol. 54(1), pages 23-35, January.
  19. Huang, Roger D & Stoll, Hans R, 1997. "The Components of the Bid-Ask Spread: A General Approach," The Review of Financial Studies, Society for Financial Studies, vol. 10(4), pages 995-1034.
  20. Hans R. Stoll & Robert E. Whaley, 1997. "Expiration†Day Effects of the All Ordinaries Share Price Index Futures: Empirical Evidence and Alternative Settlement Procedures," Australian Journal of Management, Australian School of Business, vol. 22(2), pages 139-174, December.
  21. Roger D. Huang & Ronald W. Masulis & Hans R. Stoll, 1996. "Energy shocks and financial markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(1), pages 1-27, February.
  22. Huang, Roger D. & Stoll, Hans R., 1996. "Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE," Journal of Financial Economics, Elsevier, vol. 41(3), pages 313-357, July.
  23. Huang, Roger D & Stoll, Hans R, 1994. "Market Microstructure and Stock Return Predictions," The Review of Financial Studies, Society for Financial Studies, vol. 7(1), pages 179-213.
  24. Merton Miller & Charles Cox & Ronald Gilson & Gregg Jarrell & Hans Stoll, 1993. "The New Disclosures Of Executive Pay," Journal of Applied Corporate Finance, Morgan Stanley, vol. 5(4), pages 62-75, January.
  25. Hans R. Stoll, 1993. "Organization Of The Stock Market: Competition Or Fragmentation?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 5(4), pages 89-93, January.
  26. Stoll, Hans R & Whaley, Robert E, 1990. "Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew," The Journal of Business, University of Chicago Press, vol. 63(1), pages 165-192, January.
  27. Stoll, Hans R. & Whaley, Robert E., 1990. "The Dynamics of Stock Index and Stock Index Futures Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(4), pages 441-468, December.
  28. Stoll, Hans R & Whaley, Robert E, 1990. "Stock Market Structure and Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 3(1), pages 37-71.
  29. Haller, Andreas & Stoll, Hans R., 1989. "Market structure and transaction costs: Implied spreads in the German stock market," Journal of Banking & Finance, Elsevier, vol. 13(4-5), pages 697-708, September.
  30. Hans R. Stoll, 1988. "Index futures, program trading, and stock market procedures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 8(4), pages 391-412, August.
  31. A. Protopapadakis, Aris & R. Stoll, Hans, 1986. "The Law of One Price in international commodity markets: A reformulation and some formal tests," Journal of International Money and Finance, Elsevier, vol. 5(3), pages 335-360, September.
  32. Stoll, Hans R. & Whaley, Robert E., 1983. "Transaction costs and the small firm effect," Journal of Financial Economics, Elsevier, vol. 12(1), pages 57-79, June.
  33. Ho, Thomas S Y & Stoll, Hans R, 1983. "The Dynamics of Dealer Markets under Competition," Journal of Finance, American Finance Association, vol. 38(4), pages 1053-1074, September.
  34. Protopapadakis, Aris & Stoll, Hans R, 1983. "Spot and Futures Prices and the Law of One Price," Journal of Finance, American Finance Association, vol. 38(5), pages 1431-1455, December.
  35. Stoll, Hans R., 1982. "Comments `An analysis of the economic justificiation for consolidation in a secondary security market' by Kalman J. Cohen et al," Journal of Banking & Finance, Elsevier, vol. 6(1), pages 137-140, March.
  36. Ho, Thomas & Stoll, Hans R., 1981. "Optimal dealer pricing under transactions and return uncertainty," Journal of Financial Economics, Elsevier, vol. 9(1), pages 47-73, March.
  37. Ho, Thomas & Stoll, Hans R, 1980. "On Dealer Markets under Competition," Journal of Finance, American Finance Association, vol. 35(2), pages 259-267, May.
  38. Stoll, Hans R., 1979. "Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(4), pages 873-894, November.
  39. Stoll, Hans R, 1978. "The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks," Journal of Finance, American Finance Association, vol. 33(4), pages 1153-1172, September.
  40. Stoll, Hans R, 1978. "The Supply of Dealer Services in Securities Markets," Journal of Finance, American Finance Association, vol. 33(4), pages 1133-1151, September.
  41. Stoll, Hans R., 1976. "Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(3), pages 359-380, September.
  42. Stoll, Hans R, 1973. "The Relationship Between Put and Call Option Prices: Reply," Journal of Finance, American Finance Association, vol. 28(1), pages 185-187, March.
  43. Kraus, Alan & Stoll, Hans R, 1972. "Price Impacts of Block Trading on the New York Stock Exchange," Journal of Finance, American Finance Association, vol. 27(3), pages 569-588, June.
  44. Kraus, Alan & Stoll, Hans R., 1972. "Parallel Trading by Institutional Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(5), pages 2107-2138, December.
  45. Stoll, Hans R, 1972. "Causes of Deviation from Interest-Rate Parity: A Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 4(1), pages 113-117, Part I Fe.
  46. Stoll, Hans R. & Curley, Anthony J., 1970. "Small Business and the New Issues Market for Equities," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 5(3), pages 309-322, September.
  47. Stoll, Hans R, 1969. "The Relationship between Put and Call Option Prices," Journal of Finance, American Finance Association, vol. 24(5), pages 801-824, December.
  48. Hans R. Stoll, 1968. "An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems," Canadian Journal of Economics, Canadian Economics Association, vol. 1(1), pages 55-78, February.
    RePEc:bla:jfinan:v:44:y:1989:i:1:p:115-34 is not listed on IDEAS

Chapters

  1. Stoll, Hans R., 2003. "Market microstructure," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 9, pages 553-604, Elsevier.
  2. Seymour Smidt & Richard R. West & Hans R. Stoll, 1975. "Postscripts by Academic Participants," NBER Chapters, in: Explorations in Economic Research, Volume 2, number 3 (Regional Stock Exchanges in a Central Market System), pages 417-436, National Bureau of Economic Research, Inc.

Books

  1. Hans R. Stoll (ed.), 1999. "Microstructure: The Organization of Trading and Short Term Price Behavior," Books, Edward Elgar Publishing, volume 0, number 1439.

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