Erik Theissen : Citation Profile


Are you Erik Theissen?

Universität Mannheim

16

H index

22

i10 index

742

Citations

RESEARCH PRODUCTION:

41

Articles

76

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 30
   Journals where Erik Theissen has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 38 (4.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth76
   Updated: 2023-11-04    RAS profile: 2023-04-07    
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Relations with other researchers


Works with:

Mestel, Roland (5)

Palan, Stefan (5)

Korajczyk, Robert (2)

Davies, Ryan (2)

Frömmel, Michael (2)

Stefanova, Denitsa (2)

Roy, Saurabh (2)

Kearney, Fearghal (2)

Chow, Nikolai Sheung-Chi (2)

Schwarz, Marco (2)

Wilhelmsson, Anders (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Pasquariello, Paolo (2)

Deku, Solomon (2)

Talavera, Oleksandr (2)

Alexeev, Vitali (2)

CAPELLE-BLANCARD, Gunther (2)

Jalkh, Naji (2)

Dreber, Anna (2)

Walther, Thomas (2)

Patel, Vinay (2)

Regis, Luca (2)

Adrian, Tobias (2)

Hjalmarsson, Erik (2)

Scaillet, Olivier (2)

Ait-Sahalia, Yacine (2)

Schuerhoff, Norman (2)

Bouri, Elie (2)

Menkveld, Albert (2)

Abudy, Menachem (2)

Lopez-Lira, Alejandro (2)

Gerritsen, Dirk (2)

Wong, Wing-Keung (2)

Heath, Davidson (2)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Horenstein, Alex (2)

Patton, Andrew (2)

Smales, Lee (2)

Ødegaard, Bernt (2)

Bohorquez Correa, Santiago (2)

Moinas, Sophie (2)

Harris, Jeffrey (2)

Rinne, Kalle (2)

Pelizzon, Loriana (2)

Taylor, Nick (2)

Park, Andreas (2)

Chernov, Mikhail (2)

Mihet, Roxana (2)

Tonks, Ian (2)

Kassner, Bernhard (2)

LINTON, OLIVER (2)

Dumitrescu, Ariadna (2)

Frijns, Bart (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

Xia, Shuo (2)

Rakowski, David (2)

Caporin, Massimiliano (2)

Brownlees, Christian (2)

PASCUAL, ROBERTO (2)

Hurlin, Christophe (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Foucault, Thierry (2)

Bos, Charles (2)

Hautsch, Nikolaus (2)

He, Xuezhong (Tony) (2)

FERROUHI, EL MEHDI (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

Vilkov, Grigory (2)

Colliard, Jean-Edouard (2)

Verousis, Thanos (2)

Liew, Chee (2)

Sojli, Elvira (2)

Lajaunie, Quentin (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Dimpfl, Thomas (2)

Holzmeister, Felix (2)

Sarno, Lucio (2)

Deev, Oleg (2)

Wolff, Christian (2)

Reitz, Stefan (2)

van Kervel, Vincent (2)

Ferrara, Gerardo (2)

Pastor, Lubos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Erik Theissen.

Is cited by:

Menkhoff, Lukas (8)

Shavit, Tal (8)

Morone, Andrea (8)

Renneboog, Luc (7)

He, Xuezhong (Tony) (6)

Duong, Huu Nhan (6)

Paiardini, Paola (6)

PASCUAL, ROBERTO (5)

Lof, Matthijs (5)

Pagano, Marco (5)

Maciejovsky, Boris (5)

Cites to:

Foucault, Thierry (39)

Madhavan, Ananth (24)

Shleifer, Andrei (21)

Amihud, Yakov (19)

Easley, David (18)

Boehmer, Ekkehart (17)

Fama, Eugene (17)

Hirshleifer, David (15)

Grammig, Joachim (15)

Subrahmanyam, Avanidhar (15)

Pagano, Marco (14)

Main data


Where Erik Theissen has published?


Journals with more than one article published# docs
Journal of Financial Markets4
Journal of Financial Intermediation3
Schmalenbach Business Review (sbr)3
Journal of Business Finance & Accounting3
European Financial Management3
Finance Research Letters2
Journal of International Financial Markets, Institutions and Money2
Journal of Banking & Finance2
Journal of Futures Markets2
Review of Finance2
Schmalenbach Business Review2
The European Journal of Finance2
Journal of Corporate Finance2

Working Papers Series with more than one paper published# docs
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)36
CFS Working Paper Series / Center for Financial Studies (CFS)13
Working Paper Series, Social and Economic Sciences / Faculty of Social and Economic Sciences, Karl-Franzens-University Graz5
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE3
Schumpeter Discussion Papers / Universitätsbibliothek Wuppertal, University Library3
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)3
Post-Print / HAL2
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)2

Recent works citing Erik Theissen (2023 and 2022)


YearTitle of citing document
2023The Probability Evolution of Corporate Control Power. (2021). Wang, Min ; He, Jie. In: Papers. RePEc:arx:papers:2106.01681.

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2022Net Buying Pressure and the Information in Bitcoin Option Trades. (2021). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.02776.

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2023On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2021). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386.

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2023ETF construction on CRIX. (2022). Hausler, Konstantin. In: Papers. RePEc:arx:papers:2211.15260.

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2022Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44.

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2022Information chasing versus adverse selection. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0971.

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2022Literature review of experimental asset markets with insiders. (2022). Merl, Robert. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001404.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2022Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415.

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2022Machine learning and speed in high-frequency trading. (2022). He, Xuezhong (Tony) ; Jianwei, LI ; Arifovic, Jasmina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001439.

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2022Reinforcement Learning Equilibrium in Limit Order Markets. (2022). Lin, Shen ; He, Xue-Zhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019.

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2022Former CEO directors and cash holdings. (2022). Lan, Fei ; Li, Mengzhe. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:320-334.

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2022Trade friction and price discovery in the USD–CAD spot and forward markets. (2022). Xu, Ke ; Song, Victor ; Chen, Jian ; Yan, Meng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002217.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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2022Deep reinforcement learning for the optimal placement of cryptocurrency limit orders. (2022). Schnaubelt, Matthias. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:993-1006.

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2022Insider trading and information asymmetry: Evidence from the Korea Exchange. (2022). Yu, Jinyoung ; Yang, Hee Jin ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000558.

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2022Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. (2022). Theissen, Erik ; Greppmair, Stefan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:19-38.

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2022Bitcoin unchained: Determinants of cryptocurrency exchange liquidity. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:106-122.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2023Forecasting tail risk measures for financial time series: An extreme value approach with covariates. (2023). Prokhorov, Artem ; Yin, Jessica Wai ; Leung, Henry ; James, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:29-50.

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2022Liquidity in the cryptocurrency market and commonalities across anomalies. (2022). Zhu, Yifeng ; Liu, Jinyu ; Jiang, Lei ; Dong, Bingbing . In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000679.

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2023Firm-level political risk and dividend payout. (2023). Kowalewski, Oskar ; El-Khatib, Rwan ; Aziz, Saqib ; Ahmad, Muhammad Farooq. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000625.

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2022Cryptocurrency returns and the volatility of liquidity. (2022). Leirvik, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001124.

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2023Not so fast: Identifying and remediating slow and imprecise cryptocurrency exchange data. (2023). Svec, Jiri ; Mollica, Vito ; Krekel, William ; Foley, Sean. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005785.

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2022Inferring trade directions in fast markets. (2022). Jurkatis, Simon. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000173.

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2023Net buying pressure and the information in bitcoin option trades. (2023). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000544.

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2022Conventional and downside CAPM: The case of London stock exchange. (2022). Pyke, Christopher ; Markowski, Lesaw ; Rutkowska-Ziarko, Anna ; Amin, Saqib. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000618.

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2023The behavior and determinants of illiquidity in the non-fungible tokens (NFTs) market. (2023). Yildiz, Serhat ; Wilkoff, Sean. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000849.

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2022The performance of corporate legal insider trading in the Korean market. (2022). Ruh, Benjamin ; Mazza, Paolo. In: International Review of Law and Economics. RePEc:eee:irlaec:v:71:y:2022:i:c:s0144818822000321.

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2023Advance disclosure of insider transactions: Empirical evidence from the Vietnamese stock market. (2023). Mazza, Paolo ; Lefebvre, Jeremie. In: International Review of Law and Economics. RePEc:eee:irlaec:v:74:y:2023:i:c:s0144818823000157.

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2022Importing activists: Determinants and consequences of increased cross-border shareholder activism. (2022). Skinner, Douglas J ; Nakhmurina, Anya ; Maffett, Mark. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:74:y:2022:i:2:s0165410122000611.

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2023Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x.

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2023Do tournament incentives affect corporate dividend policy?. (2023). Rahman, Shofiqur ; Chowdhury, Hasibul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001012.

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2022How far is too far for volatility transmission?. (2022). Karali, Berna ; Yang, Yao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000313.

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2022Liquidity Shocks, Price Volatilities, and Risk-managed Strategy: Evidence from Bitcoin and Beyond. (2022). Wang, Yanchen ; Tang, Tao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:64:y:2022:i:c:s1042444x22000019.

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2022Former CEO director and executive-employee pay gap. (2022). Zeng, Qiannan ; Li, Mengzhe ; Ye, Miaomiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001585.

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2023Former CEO advisors and firm performance. (2023). Suzuki, Katsushi ; Ogoe, Satoshi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001002.

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2023Does smile help detect the UKs price leadership change after MiFID?. (2023). Li, Xiaoxi ; Guo, Qian ; Chen, Jing ; Buckle, Mike. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:756-769.

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2022Benefits of investing in cryptocurrencies when liquidity is a factor. (2022). Quintana, David ; Antoli, Marcos ; Moreno, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001386.

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2023A bibliometric review of dividend policy literature. (2023). Iqbal, Najaf ; Patel, Ritesh ; Ed-Dafali, Slimane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001137.

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2022A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence. (2022). Garcia, Noelia ; Alfaro-Cortes, Esteban ; Gamez, Matias ; Ghosh, Indranil ; Chaudhuri, Tamal Datta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:181:y:2022:i:c:s0040162522002827.

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2022What do institutional investors bring to initial coin offerings (ICOs)?. (2022). Guan, Lei ; Cai, Xiaoqiang ; Wang, Siyi ; Zhang, Lianmin. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:167:y:2022:i:c:s1366554522002563.

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2022Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market. (2022). Tessmann, Mathias Schneid ; Miranda, Rogrio Boueri ; Lima, Alexandre Vasconcelos. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:14:y:2022:i:4:p:51.

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2022ECB Corporate QE and the Loan Supply to Bank-Dependent Firms. (2022). de Santis, Roberto A ; Betz, Frank. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:3.

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2022Plumbing of Securities Markets: The Impact of Post-trade Fees on Trading and Welfare. (2022). Wuyts, Gunther ; van Achter, Mark ; Degryse, Hans. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:635-653.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2023A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options. (2023). Chen, Zhang-Hangjian ; Xiong, Xiong ; Li, Sai-Ping ; Cai, Mei-Ling ; Ren, Fei. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10268-0.

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2022The Effect of Investor Sentiment on Nonprofit Donations. (2022). Harris, Erica ; Amin, Keval. In: Journal of Business Ethics. RePEc:kap:jbuset:v:175:y:2022:i:2:d:10.1007_s10551-020-04646-7.

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2022Cost management and corporate payout decisions. (2022). Zheng, Kenneth ; Golden, Joanna. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01013-z.

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2022Secondary Market Transparency and Corporate Bond Issuing Costs. (2022). Martin, Spencer J ; Comerton-Forde, Carole ; Brugler, James. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:1:p:43-77..

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2022Regulator’s Decision and Risk Management: The Case of India. (2022). , Suchitra ; Rangappa, K B ; Chetan, G K. In: The Review of Finance and Banking. RePEc:rfb:journl:v:14:y:2022:i:2:p:133-142.

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2022The effect of short selling on volatility and jumps. (2022). Wee, Marvin ; Treepongkaruna, Sirimon ; Foong, Glenn Kit ; Padungsaksawasdi, Chaiyuth. In: Australian Journal of Management. RePEc:sae:ausman:v:47:y:2022:i:1:p:34-52.

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2023Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century. (2023). Riva, Angelo ; Rezaee, Amir ; Hautcoeur, Pierre-Cyrille. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:2:d:10.1007_s11698-022-00248-7.

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2023Replicating market makers. (2023). Chitra, Tarun ; Evans, Alex ; Angeris, Guillermo. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00082-0.

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2022Speculative bubbles and herding in cryptocurrencies. (2022). Yagli, Ibrahim ; Haykir, Ozkan. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00383-0.

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2022Nonlinear limits to arbitrage. (2022). faff, robert ; Shin, Yongcheol ; Cai, Charlie X ; Chen, Jingzhi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1084-1113.

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2022Intraday liquidity in soybean complex futures markets. (2022). Trujillobarrera, Andres ; Gardebroek, Cornelis ; Thomas, . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1189-1211.

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2022The information effect of order flows in foreign currency futures and spot markets. (2022). Gau, YinFeng ; Chen, Yulun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1549-1572.

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2022The impact of trade policy on soybean futures in China. (2022). Yan, BO ; Chen, Zhuo. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:4:p:1152-1163.

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2023Unconventional green. (2023). Zaghini, Andrea. In: CFS Working Paper Series. RePEc:zbw:cfswop:710.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Erik Theissen:


YearTitleTypeCited
2018Open Market Share Repurchases in Germany: A Conditional Event Study Approach In: Abacus.
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article1
2014Open Market Share Repurchases in Germany - A Conditional Event Study Approach.(2014) In: Schumpeter Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2013Open market share repurchases in Germany: A conditional event study approach.(2013) In: CFR Working Papers.
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This paper has another version. Agregated cites: 1
paper
2009Competition between Exchanges: Euronext versus Xetra In: European Financial Management.
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article6
2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFR Working Papers.
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This paper has another version. Agregated cites: 6
paper
2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2009Insider Trading and Corporate Governance: The Case of Germany In: European Financial Management.
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article50
2007Insider trading and corporate governance: The case of Germany.(2007) In: CFR Working Papers.
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This paper has another version. Agregated cites: 50
paper
2015Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach In: European Financial Management.
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article17
2011Liquidity dynamics in an electronic open limit order book: An event study approach.(2011) In: CFR Working Papers.
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This paper has another version. Agregated cites: 17
paper
2010Sooner or Later: An Analysis of the Delays in Insider Trading Reporting In: Journal of Business Finance & Accounting.
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article8
2013The Information Content of Dividend Surprises: Evidence from Germany In: Journal of Business Finance & Accounting.
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article15
2013Market Response to Investor Sentiment In: Journal of Business Finance & Accounting.
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article13
2011Market response to investor sentiment.(2011) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2011Market response to investor sentiment.(2011) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
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2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE In: Journal of Economic Surveys.
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article16
2016Competition between equity markets: A review of the consolidation versus fragmentation debate.(2016) In: SAFE Working Paper Series.
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This paper has another version. Agregated cites: 16
paper
1999Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB).
[Full Text][Citation analysis]
article0
2011Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises In: Schumpeter Discussion Papers.
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paper3
2012Dividend announcements reconsidered: Dividend changes versus dividend surprises.(2012) In: CFR Working Papers.
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2010Strategic trading and trade reporting by corporate insiders.(2010) In: CFR Working Papers.
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2011Strategic trading and trade reporting by corporate insiders.(2011) In: CFS Working Paper Series.
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2001Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets.(2001) In: Journal of Financial Markets.
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2009Price discovery in spot and futures markets: A reconsideration.(2009) In: CFR Working Papers.
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2011Price discovery in spot and futures markets: A reconsideration.(2011) In: CFR Working Papers.
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2009Price discovery in spot and futures markets: A reconsideration.(2009) In: CFS Working Paper Series.
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1999Insider trading and portfolio structure in experimental asset markets with a long-lived asset In: The European Journal of Finance.
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2008A partially linear approach to modelling the dynamics of spot and futures prices.(2008) In: CFS Working Paper Series.
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