Shmuel Baruch
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 X. Zhang (2018) "The Distortion in Prices due to Passive Investing," working paper.
        Supplement: Numerically verify Theorem 5.1:
         Download (Maple is required to view/execute), or just view the worksheet,
  • Baruch S. and L. Glosten (2017) Tail Expectation, Imperfect Competition, and the Phenomenon of Flickering Quotes 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