| On the relation between the expected value and the volatility of the nominal excess return on stocks LR Glosten, R Jagannathan, DE Runkle The journal of finance 48 (5), 1779-1801, 1993 | 10054 | 1993 |
| Bid, ask and transaction prices in a specialist market with heterogeneously informed traders LR Glosten, PR Milgrom Journal of financial economics 14 (1), 71-100, 1985 | 7071 | 1985 |
| Estimating the components of the bid/ask spread LR Glosten, LE Harris Journal of financial Economics 21 (1), 123-142, 1988 | 2116 | 1988 |
| Is the electronic open limit order book inevitable? LR Glosten The Journal of Finance 49 (4), 1127-1161, 1994 | 1299 | 1994 |
| Challenges to theory development in entrepreneurship research R Amit, L Glosten, E Muller Journal of Management studies 30 (5), 815-834, 1993 | 867 | 1993 |
| Entrepreneurial ability, venture investments, and risk sharing R Amit, L Glosten, E Muller Management science 36 (10), 1233-1246, 1990 | 822 | 1990 |
| Economic significance of predictable variations in stock index returns W Breen, LR Glosten, R Jagannathan The Journal of finance 44 (5), 1177-1189, 1989 | 777 | 1989 |
| Insider trading, liquidity, and the role of the monopolist specialist LR Glosten Journal of Business, 211-235, 1989 | 645 | 1989 |
| Market microstructure: A survey of microfoundations, empirical results, and policy implications B Biais, L Glosten, C Spatt Journal of Financial Markets 8 (2), 217-264, 2005 | 539 | 2005 |
| Components of the bid‐ask spread and the statistical properties of transaction prices LR Glosten The Journal of Finance 42 (5), 1293-1307, 1987 | 452 | 1987 |
| A contingent claim approach to performance evaluation LR Glosten, R Jagannathan Journal of Empirical Finance 1 (2), 133-160, 1994 | 311 | 1994 |
| Does venture capital foster the most promising entrepreneurial firms? R Amit, L Glosten, E Muller California Management Review 32 (3), 102-111, 1990 | 182 | 1990 |
| A reconsideration of tax shield valuation ER Arzac, LR Glosten European Financial Management 11 (4), 453-461, 2005 | 156 | 2005 |
| ETF activity and informational efficiency of underlying securities L Glosten, S Nallareddy, Y Zou Management Science, 2020 | 99 | 2020 |
| The new stock market: sense and nonsense MB Fox, LR Glosten, GV Rauterberg Duke LJ 65, 191, 2015 | 73 | 2015 |
| The microstructure of stock markets B Biais, LR Glosten, CS Spatt Available at SSRN 310105, 2002 | 61 | 2002 |
| Fleeting orders S Baruch, LR Glosten Columbia Business School Research Paper, 2013 | 56 | 2013 |
| Introductory Comments: Bloomfield and O'Hara, and Flood, Huisman, Koedijk, and Mahieu LR Glosten The Review of Financial Studies 12 (1), 1-3, 1999 | 47 | 1999 |
| Short selling and the news: a preliminary report on empirical study MB Fox, LR Glosten, PC Tetlock NYL Sch. L. Rev. 54, 645, 2009 | 42 | 2009 |
| Informed trading and its regulation MB Fox, LR Glosten, GV Rauterberg J. Corp. L. 43, 817, 2017 | 33 | 2017 |
Ravi JagannathanKellogg School of Management, Northwestern UniversityVerified email at kellogg.northwestern.edu
