Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security marketPaul SchultzZhaogang SongJournal of Financial Economics2019
Liquidity in a Market for Unique Assets: Specified Pool and To-Be-Announced Trading in the Mortgage-Backed Securities MarketPengjie GaoPaul SchultzZhaogang SongJournal of Finance2017
Liquidity in a Market for Unique Assets: Specified Pool and To-Be-Announced Trading in the Mortgage-Backed Securities MarketPengjie GaoPaul SchultzZhaogang SongJournal of Finance2017
A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low PricesShane CorwinPaul SchultzJournal of Finance6722012
A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low PricesShane CorwinPaul SchultzJournal of Finance6722012
Market Declines: What is Accomplished by Banning Short-Selling?Robert BattalioHamid MehranPaul SchultzFederal Reserve Bank of New York Current Issues in Economics and Finance1852012
Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity OptionsRobert BattalioPaul SchultzJournal of Finance6662011
Mispricing of dual-class shares: Profit opportunities, arbitrage and tradingPaul SchultzSophie ShiveJournal of Financial Economics9832010