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Robert A. Schwartz

Marvin M. Speiser Professor of Finance and University Distinguished Professor of Finance

Robert A. SchwartzMarvin M. Speiser Professor of Finance and University Distinguished Professor of Finance

(646) 312-3467
pdfCurriculum Vitae


BA New York University 1959
MBA Columbia University 1962
PhD Columbia University 1966

Areas of Expertise:

Financial Economics, with a Primary Focus on Security Market Microstructure, Including Trading and the Structure of Equity Markets

Selected Publications:

"A Call Auction's Impact on Price Formation and Order Routing: Evidence from the Nasdaq Stock Market," with Michael S. Pagano and Lin Peng. Journal of Financial Markets, May, 2013.

"Order Revelation at Market Openings," with Archishman Chakraborty and Michael Pagano, Journal of Financial Markets, Volume 15, Issue 2, lead article, pages 127-150, May 2012.

"The Dynamic Process of Price Discovery in an Equity Market," with Jacob Paroush and Avner Wolf, Managerial Finance, Volume 36, Issue 7, 2010 pp. 554-565.

"Dark Pools, Fragmented Markets, and The Quality of Price Discovery," Journal of Trading, Volume 5, Number 2, Spring 2010, pp. 17-22.

"Accentuated Intra-Day Stock Price Volatility," with Deniz Ozenbas and Michael Pagano, Journal of Portfolio Management, Spring 2010, Vol. 36, No. 3: pp. 45–55.

"Markets at Risk," Journal of Trading, Volume 4, Number 2, Spring 2009, pp. 46-49.

"Market Sidedness: Insights into Motives for Trade Initiation," with Asani Sarkar, Journal of Finance, Volume 64, No. 1, February 2009, pp. 375-423.

Academic Activities:

Equity Markets Microstructure Seminars:

Equity Markets Microstructure Seminars, Baruch College, organized with Richard Holowczak and Bruce Weber, November 2006, 2007, 2008 and 2009.

Member, Advisory Board, Journal of Trading, 2005-present.

Associate Editor, Review of Quantitative Finance and Accounting, 1997-present.

Member, Advisory Board, International Finance, 1997-present.

Associate Editor, Review of Pacific Basin Financial Markets and Policies, 1996-present.

Professional Activities:

Annual Financial Markets Conference at Baruch College, New York City, New York, October 14, 2014

2014 Financial Markets Association Annual Meeting, Orlando, Florida, March 6, 2014

2013 South West Financial Association Annual Meeting, Albuquerque, New Mexico, March 14, 2013

2012 Financial Markets Association Annual Meeting, Atlanta, Georgia, October 19, 2012

Istanbul Stock Exchange Speech, “Strengthening of the ISE’s Position in the International Marketplace,” January 16, 2012

Accreditation Council for Business Schools & Programs, Mastering the Art of Equity Trading through Simulation, June 25, 2011

Istanbul Stock Exchange 25th Anniversary, Istanbul, Turkey, December 9, 2010

The Future of Trading Technologies, Operations & Risk Management Summit, Toronto, Canada, November 18, 2010

37th Annual Conference, Northeast Business & Economics Association, Keynote Speaker, Morristown, New Jersey, October 1, 2010

CBOE Breakfast, 35th Annual International Futures Industry Conference, March 11, 2010

Federation of European Securities Exchanges Convention, Keynote Speech, Brussels, Belgium, December 2, 2009

World Federation of Exchanges Annual Meeting, Vancouver, Canada, October 7, 2009

Awards, Honors, etc.:

First Annual WFE Award for Excellence, WFE Annual Meeting, Vancouver, BC, Canada, October 6, 2009.

Zicklin School of Business, Sidney Lirtzman Award for Research, Teaching and Service, Fall 2007.

Best Investments Paper Award, Southern Finance Association Annual Meeting, November 2006.

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