Shmuel Baruch
Associate Professor of Finance
University of Utah
David Eccles School of Business
1655 E Campus Center Dr
Salt Lake City, UT 84112-9301
Telephone: 801-581-7683
Fax: 801-581-7214


Working Papers

  • Baruch S. and L. Glosten (2016) "Strategic Foundation for the Tail Expectation in Limit Order Book Markets," working paper.
  • Baruch S. G. Saar, and X. Zhang (2014) "News, Influence, and the Evolution of Prices in Financial Markets," working paper.

    Published Papers

  • Baruch S., M. Panayides, and K. Venkataraman (2016) "Informed Trading Before Unscheduled Corporate Events: Theory and Evidence," Journal of Financial Economics, forthcoming.
  • Back, K. and S. Baruch (2013) "Strategic Liquidity Provision in Limit Order Markets," Econometrica, 81, 363-392.
  • Back, K. and S. Baruch (2010) "Kyle Model," in Encyclopedia of Quantitative Finance, Wiley.
  • Baruch S. and G. Saar (2009)"Asset Returns and the Listing Choice of Firms," Review of Financial Studies, 22, 2239-2274.
  • Baruch S., A. Karolyi, and M. Lemmon (2007) "Multi-Market Trading and Liquidity: Theory and Evidence," Journal of Finance, 62, 2169-2200.
  • Back, K. and S. Baruch (2007) "Working Orders in Limit-Order Markets and Floor Exchanges," Journal of Finance, 62, 1589-1621.
  • Baruch, S. (2005)"Who Benefits from an Open Limit-Order Book?" Journal of Business 78, 1267-1306.
  • Back, K. and S. Baruch (2004) "Information in Securities Markets: Kyle Meets Glosten and Milgrom," Econometrica, 72, 433-465.
  • Baruch , S. (2002) "Insider Trading and Risk Aversion," Journal of Financial Markets, 5, 451-464.
  • Baruch, S. and Y. Kannai (2001) "Inferior Goods, Giffen Goods, and Shochu," in G. Debreu, W. Neuefeind and W. Trockel (eds.), Economics Essays, A Festschrift for Werner Hildenbrand, Heidelberg, Springer-Verlag, 9-17.
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