16
H index
22
i10 index
742
Citations
Universität Mannheim | 16 H index 22 i10 index 742 Citations RESEARCH PRODUCTION: 41 Articles 76 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Erik Theissen. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | The Probability Evolution of Corporate Control Power. (2021). Wang, Min ; He, Jie. In: Papers. RePEc:arx:papers:2106.01681. Full description at Econpapers || Download paper |
2022 | Net 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. Full description at Econpapers || Download paper |
2023 | On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2021). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386. Full description at Econpapers || Download paper |
2023 | ETF construction on CRIX. (2022). Hausler, Konstantin. In: Papers. RePEc:arx:papers:2211.15260. Full description at Econpapers || Download paper |
2022 | Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44. Full description at Econpapers || Download paper |
2022 | Information chasing versus adverse selection. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0971. Full description at Econpapers || Download paper |
2022 | Literature 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2022 | Does 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. Full description at Econpapers || Download paper |
2022 | Machine 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. Full description at Econpapers || Download paper |
2022 | Reinforcement 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. Full description at Econpapers || Download paper |
2022 | Former 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. Full description at Econpapers || Download paper |
2022 | Trade 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. Full description at Econpapers || Download paper |
2022 | Robust 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. Full description at Econpapers || Download paper |
2022 | Order 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. Full description at Econpapers || Download paper |
2022 | Deep 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. Full description at Econpapers || Download paper |
2022 | Insider 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. Full description at Econpapers || Download paper |
2022 | Small 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. Full description at Econpapers || Download paper |
2022 | Bitcoin 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. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Liquidity 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. Full description at Econpapers || Download paper |
2023 | Firm-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. Full description at Econpapers || Download paper |
2022 | Cryptocurrency returns and the volatility of liquidity. (2022). Leirvik, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001124. Full description at Econpapers || Download paper |
2023 | Not 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. Full description at Econpapers || Download paper |
2022 | Inferring trade directions in fast markets. (2022). Jurkatis, Simon. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000173. Full description at Econpapers || Download paper |
2023 | Net 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. Full description at Econpapers || Download paper |
2022 | Conventional 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Advance 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. Full description at Econpapers || Download paper |
2022 | Importing 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. Full description at Econpapers || Download paper |
2023 | Price 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2022 | How 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. Full description at Econpapers || Download paper |
2022 | Liquidity 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. Full description at Econpapers || Download paper |
2022 | Former 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. Full description at Econpapers || Download paper |
2023 | Former 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2022 | Benefits 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2022 | What 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. Full description at Econpapers || Download paper |
2022 | Evaluation 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. Full description at Econpapers || Download paper |
2022 | ECB 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. Full description at Econpapers || Download paper |
2022 | Plumbing 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. Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Cost 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. Full description at Econpapers || Download paper |
2022 | Secondary 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.. Full description at Econpapers || Download paper |
2022 | Regulator’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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Competition 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. Full description at Econpapers || Download paper |
2023 | Replicating 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. Full description at Econpapers || Download paper |
2022 | Speculative 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. Full description at Econpapers || Download paper |
2022 | Nonlinear 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. Full description at Econpapers || Download paper |
2022 | Intraday 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Unconventional green. (2023). Zaghini, Andrea. In: CFS Working Paper Series. RePEc:zbw:cfswop:710. Full description at Econpapers || Download paper |
2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Open Market Share Repurchases in Germany: A Conditional Event Study Approach In: Abacus. [Full Text][Citation analysis] | article | 1 |
2014 | Open Market Share Repurchases in Germany - A Conditional Event Study Approach.(2014) In: Schumpeter Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | Open market share repurchases in Germany: A conditional event study approach.(2013) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2009 | Competition between Exchanges: Euronext versus Xetra In: European Financial Management. [Full Text][Citation analysis] | article | 6 |
2006 | Competition between exchanges: Euronext versus Xetra.(2006) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2006 | Competition between exchanges: Euronext versus Xetra.(2006) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2009 | Insider Trading and Corporate Governance: The Case of Germany In: European Financial Management. [Full Text][Citation analysis] | article | 50 |
2007 | Insider trading and corporate governance: The case of Germany.(2007) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2015 | Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach In: European Financial Management. [Full Text][Citation analysis] | article | 17 |
2011 | Liquidity dynamics in an electronic open limit order book: An event study approach.(2011) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2010 | Sooner or Later: An Analysis of the Delays in Insider Trading Reporting In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 8 |
2013 | The Information Content of Dividend Surprises: Evidence from Germany In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 15 |
2013 | Market Response to Investor Sentiment In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 13 |
2011 | Market response to investor sentiment.(2011) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2011 | Market response to investor sentiment.(2011) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 16 |
2016 | Competition between equity markets: A review of the consolidation versus fragmentation debate.(2016) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
1999 | Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB). [Full Text][Citation analysis] | article | 0 |
2011 | Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises In: Schumpeter Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Dividend announcements reconsidered: Dividend changes versus dividend surprises.(2012) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2011 | Strategic Trading and Trade Reporting by Corporate Insiders In: Schumpeter Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Strategic trading and trade reporting by corporate insiders.(2009) In: CFR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Strategic trading and trade reporting by corporate insiders.(2010) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | Strategic trading and trade reporting by corporate insiders.(2011) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2003 | Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 86 |
2003 | Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2007 | Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2011 | Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | article | |
2004 | Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2005 | Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2001 | Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 28 |
2001 | Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets.(2001) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2000 | Informationsbasierter Aktienhandel über IBIS In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 5 |
1999 | Floor versus Screen Trading : Evidence from the German Stock Market In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 16 |
2002 | Floor versus Screen Trading: Evidence from the German Stock Market.(2002) In: Journal of Institutional and Theoretical Economics (JITE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2008 | Setting a fox to keep the geese -- Does the comply-or-explain principle work? In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 5 |
2008 | Setting a Fox to Keep the Geese: Does the comply-or-explain principle work?.(2008) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2014 | Should I stay or should I go? Former CEOs as monitors In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 10 |
2013 | Should I stay or should I go? Former CEOs as monitors.(2013) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2002 | Price discovery in floor and screen trading systems In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 43 |
2001 | Price Discovery in Floor and Screen Trading Systems.(2001) In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2018 | Algorithmic trading and liquidity: Long term evidence from Austria In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2018 | Algorithmic Trading and Liquidity: Long Term Evidence from Austria.(2018) In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2021 | What drives the liquidity of cryptocurrencies? A long-term analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2007 | Estimating the probability of informed trading--does trade misclassification matter? In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 45 |
2003 | Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?.(2003) In: University of St. Gallen Department of Economics working paper series 2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2002 | Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?.(2002) In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2000 | Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 51 |
2020 | Call of duty: Designated market maker participation in call auctions In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
2019 | Call of duty: Designated market maker participation in call auctions.(2019) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2021 | Call of duty: Designated market maker participation in call auctions.(2021) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2001 | A test of the accuracy of the Lee/Ready trade classification algorithm In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 24 |
2003 | Beta and returns revisited: Evidence from the German stock market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 26 |
2021 | How to measure the liquidity of cryptocurrency markets? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2015 | The Lintner model revisited: Dividends versus total payouts In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
2013 | The Lintner model revisited: Dividends versus total payouts.(2013) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2014 | Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 8 |
2001 | The Anatomy of a Call Market In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 22 |
2005 | Who knows what when? The information content of pre-IPO market prices In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 19 |
2021 | Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 1 |
1997 | Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 11 |
2013 | Liquidity measures In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2018 | A High-Frequency Analysis of Bitcoin Markets In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 6 |
2020 | Earnings Autocorrelation and the Post-Earnings-AnnouncementDrift – Experimental Evidence In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 0 |
2021 | Trading Frictions and the Post-Earnings-Announcement Drift In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 0 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2015 | Stealth Trading and Trade Reporting by Corporate Insiders In: Review of Finance. [Full Text][Citation analysis] | article | 8 |
2003 | Trader Anonymity, Price Formation and Liquidity In: Review of Finance. [Full Text][Citation analysis] | article | 26 |
2002 | Trader Anonymity, Price Formation and Liquidity.(2002) In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2001 | An Index Is An Index Is An Index? In: Schmalenbach Business Review (sbr). [Full Text][Citation analysis] | article | 5 |
2012 | The Cross-Section of German Stock Returns: New Data and New Evidence In: Schmalenbach Business Review (sbr). [Full Text][Citation analysis] | article | 18 |
2010 | The cross-Section of German stock returns: New data and new evidence.(2010) In: CFR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2012 | Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book In: Schmalenbach Business Review (sbr). [Full Text][Citation analysis] | article | 0 |
2011 | Is BEST really better? Internalization of orders in an open limit order book.(2011) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | The Future of Corporate Financing in Europe In: Schmalenbach Business Review. [Full Text][Citation analysis] | article | 0 |
2019 | Liquidity in the German Stock Market In: Schmalenbach Business Review. [Full Text][Citation analysis] | article | 0 |
2019 | Liquidity in the German stock market.(2019) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2007 | An analysis of private investors stock market return forecasts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
2012 | Price discovery in spot and futures markets: a reconsideration In: The European Journal of Finance. [Full Text][Citation analysis] | article | 40 |
2009 | Price discovery in spot and futures markets: A reconsideration.(2009) In: CFR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2011 | Price discovery in spot and futures markets: A reconsideration.(2011) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2009 | Price discovery in spot and futures markets: A reconsideration.(2009) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
1999 | Insider trading and portfolio structure in experimental asset markets with a long-lived asset In: The European Journal of Finance. [Full Text][Citation analysis] | article | 7 |
2006 | Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory In: Labsi Experimental Economics Laboratory University of Siena. [Full Text][Citation analysis] | paper | 8 |
2011 | Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory.(2011) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory.(2011) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2015 | A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
2012 | A partially linear approach to modelling the dynamics of spot and futures prices.(2012) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2008 | A partially linear approach to modelling the dynamics of spot and futures prices.(2008) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2019 | Illiquidity transmission from spot to futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
2017 | Illiquidity transmission from spot to futures markets.(2017) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2005 | An analysis of private investors stock market return forecasts In: CFR Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Investment performance and market share: A study of the German mutual fund industry In: CFR Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Investment performance and market share: A study of the German mutual fund industry.(2006) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2007 | Time and price impact of a trade: A structural approach In: CFR Working Papers. [Full Text][Citation analysis] | paper | 5 |
2011 | Time and the price impact of a trade: A structural approach.(2011) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2008 | Determinanten der Aktionärspräsenz auf Hauptversammlungen deutscher Aktiengesellschaften In: CFR Working Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Sooner or later: delays in trade reporting by corporate insiders In: CFR Working Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Is it better to say goodbye? When former executives set executive pay In: CFR Working Papers. [Citation analysis] | paper | 0 |
2014 | Dividend taxation and DAX futures prices In: CFR Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Estimation of trading costs: Trade indicator models revisited In: CFR Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil In: CFR Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Spoilt for choice: Order routing decisions in fragmented equity markets In: CFR Working Papers. [Full Text][Citation analysis] | paper | 7 |
2016 | Spoilt for choice: Order routing decisions in fragmented equity markets.(2016) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2018 | Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing In: CFR Working Papers. [Full Text][Citation analysis] | paper | 7 |
2019 | Small is beautiful? How the introduction of mini futures contracts affects the regular contract In: CFR Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Finanzwirtschaftliche Anwendungen der Blockchain-Technologie In: CFR Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Momentum? What Momentum? In: CFR Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence In: CFR Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Do contented customers make shareholders wealthy? Implications of intangibles for security pricing In: CFR Working Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Performance and market share: Evidence from the German mutual fund industry In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
1997 | Messung individueller Risikoeinstellungen In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2002 | Internalisierung und Marktqualität: Was bringt Xetra Best? In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2003 | Organized equity markets in Germany In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2013 | GDP mimicking portfolios and the cross-section of stock returns In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
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