Shmuel Baruch

Curriculum Vitae 

CV 

Working Paper

Baruch S., H. Kim, and C. Yung  (2023) “Innovation and the Ownership Structure of Startups” 

Publications

Baruch S. and X. Zhang (2022) "The Distortion in Prices due to Index Investing,” Management Science, Vol 68, 6219-6234. 

Baruch S. and L. Glosten (2019) “Tail Expectation and Imperfect Competition in Limit Order Book Markets” Journal of Economic Theory, vol 183, 661-697. 

Baruch S., M. Panayides, and K. Venkataraman  (2017) “Informed Trading before Corporate Events: Theory and Evidence” Journal of Financial Economics col. 125, issue 3, 561-588

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 vol 62, no. 5, 2169-2200.

Back, K. and S. Baruch (2007) “Working Orders in Limit-Order Markets and Floor Exchanges,” Journal of Finance. vol. 62, no. 4, 1589-1621.

Baruch, S. (2005) “Who Benefits from an Open Limit-Order Book?” Journal of Business, vol. 78, no. 4, 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.