17
H index
25
i10 index
842
Citations
Universität Mannheim | 17 H index 25 i10 index 842 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: |
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2025 | 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 |
2024 | 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 |
2024 | Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24. Full description at Econpapers || Download paper |
2024 | Segmentation of the Chinese stock market: A review. (2024). Yang, Yahui ; Xiong, Kainan ; Peng, Zhe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1156-1198. Full description at Econpapers || Download paper |
2024 | Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi ; Tanigawa, Yasuhiko. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396. Full description at Econpapers || Download paper |
2024 | The Transmission of Monetary Policy to the Cost of Hedging. (2024). Minger, Stephan ; Koeniger, Winfried ; Fengler, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556. Full description at Econpapers || Download paper |
2024 | The implications of virtual money on travel and tourism. (2024). Li, Mingnan ; Manahov, Viktor. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597. Full description at Econpapers || Download paper |
2024 | Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x. Full description at Econpapers || Download paper |
2024 | Board gender diversity reform and corporate carbon emissions. (2024). Kowalewski, Oskar ; Duan, Tinghua ; Guo, Siyue ; Barroso, Raul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000786. Full description at Econpapers || Download paper |
2024 | Conditional CAPM relationships in standard and accounting risk approaches. (2024). Abdou, Hussein A ; Markowski, Lesaw ; Ziarko, Anna Rutkowska. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000482. Full description at Econpapers || Download paper |
2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
2024 | Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting. (2024). Liao, Yin ; Bouri, Elie ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001947. Full description at Econpapers || Download paper |
2024 | Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns. (2024). Wu, HE ; Gregoriou, Andros ; Zhang, Sijia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002485. Full description at Econpapers || Download paper |
2024 | State ownership, probability of informed trading, and profitability potential: Evidence from the Warsaw Stock Exchange. (2024). Kropiski, Pawe ; Pudo, Mikoaj ; Bosek, Bartomiej. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924002977. Full description at Econpapers || Download paper |
2024 | Exploiting the potential of a directional changes-based trading algorithm in the stock market. (2024). Li, Munan ; Ao, Han. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013089. Full description at Econpapers || Download paper |
2024 | Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988. Full description at Econpapers || Download paper |
2024 | Revisiting seasonality in cryptocurrencies. (2024). Mueller, Lukas. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004598. Full description at Econpapers || Download paper |
2024 | How artificial intelligence incidents affect banks and financial services firms? A study of five firms. (2024). Durongkadej, Isarin ; Wang, Heng Emily ; Hu, Wenyao. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013084. Full description at Econpapers || Download paper |
2024 | New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609. Full description at Econpapers || Download paper |
2024 | Trade fragmentation and volatility-of-volatility networks. (2024). Jawadi, Fredj ; Bastidon, Cecile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762. Full description at Econpapers || Download paper |
2024 | Blockchain factors. (2024). Sakkas, Athanasios ; Urquhart, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000787. Full description at Econpapers || Download paper |
2024 | Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306. Full description at Econpapers || Download paper |
2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
2024 | Liquidity in the German corporate bond market: Has the CSPP made a difference?. (2024). Boneva, Lena ; Islami, Mevlud ; Schlepper, Kathi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001347. Full description at Econpapers || Download paper |
2024 | Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898. Full description at Econpapers || Download paper |
2024 | Ethereum futures and the efficiency of cryptocurrency spot markets. (2024). NEKHILI, Ramzi ; Bouri, Elie ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006708. Full description at Econpapers || Download paper |
2024 | Impact of a new regulatory policy on thematic and monthly distribution funds in Japan. (2024). Kitamura, Tomoki ; Omori, Kozo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000978. Full description at Econpapers || Download paper |
2024 | Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Xu, Kunpeng ; Kong, Deli ; Zhang, Pengcheng ; Qi, Jiayin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x. Full description at Econpapers || Download paper |
2025 | Order Book Liquidity on Crypto Exchanges. (2025). Hanke, Michael ; Gramlich, Marius ; Angerer, Martin. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:124-:d:1601444. Full description at Econpapers || Download paper |
2024 | New Insights into Liquidity Resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; O'Sullivan, Conall. In: Post-Print. RePEc:hal:journl:hal-04432411. Full description at Econpapers || Download paper |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2025 | The Sources of Researcher Variation in Economics. (2025). Gallegos, Sebastian ; Huntington-Klein, Nick ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
2025 | The crypto world trades at tea time: intraday evidence from centralized exchanges across the globe. (2025). Brauneis, Alexander ; Mestel, Roland ; Theissen, Erik. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01304-1. Full description at Econpapers || Download paper |
2024 | Relationships among return and liquidity of cryptocurrencies. (2024). Li, Ziyuan ; Jin, Siyuan ; Zhang, Mianmian ; Zhu, Bing ; Xia, Yong. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00532-z. Full description at Econpapers || Download paper |
2024 | The game of lies by stock investors in social media: a study based on city lockdowns in China. (2024). Lee, Woon-Seek ; Liu, Qing ; Son, Hosung. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00587-y. Full description at Econpapers || Download paper |
2024 | The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y. Full description at Econpapers || Download paper |
2025 | FinTech: a literature review of emerging financial technologies and applications. (2025). Kou, Gang ; Lu, Yang. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00668-6. Full description at Econpapers || Download paper |
2025 | Asymmetries in factors influencing non-fungible tokens’ (NFTs) returns. (2025). Nagy, Blint Zsolt ; Benedek, Botond. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00672-w. Full description at Econpapers || Download paper |
2025 | The impact of futures trade on the informational efficiency of the U.S. REIT market. (2025). Jang, Hanwool ; Ahn, Kwangwon ; Sohn, Sungbin ; Jeong, Minhyuk. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00715-2. Full description at Econpapers || Download paper |
2025 | The complex nature of financial market microstructure: the case of a stock market crash. (2025). Broussard, John Paul ; Shi, Feng ; Booth, Geoffrey G. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:1:d:10.1007_s11403-021-00343-4. Full description at Econpapers || Download paper |
2024 | A Darwinian Approach via ML to the Analysis of Cryptocurrencies€™ Returns. (2024). Cini, Federico ; Ferrari, Annalisa. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_6. Full description at Econpapers || Download paper |
2024 | Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667. Full description at Econpapers || Download paper |
2025 | The Transmission of Monetary Policy to the Cost of Hedging. (2025). Minger, Stephan ; Koeniger, Winfried ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2025:01. Full description at Econpapers || Download paper |
2024 | Time?varying price discovery in regular and microbitcoin futures. (2024). Yang, Jimmy J ; Chen, Yulun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:103-121. Full description at Econpapers || Download paper |
2024 | The M&A rumor productivity dip. (2021). Bazhutov, Dmitry ; Andres, Christian ; Limbach, Peter ; Cumming, Douglas J. In: CFR Working Papers. RePEc:zbw:cfrwps:2102. Full description at Econpapers || Download paper |
2024 | The transmission of monetary policy to the cost of hedging. (2024). Fengler, Matthias ; Minger, Stephan ; Koeniger, Winfried. In: CFS Working Paper Series. RePEc:zbw:cfswop:308803. Full description at Econpapers || Download paper |
2024 | The impact of the ECBs PEPP project on the COVID-19-Induced crisis in the corporate bond market. (2024). Cohen, Lior ; Furman, Itai. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:306564. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 21 |
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 nother version. Agregated cites: 21 | 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 | 17 |
2013 | Market Response to Investor Sentiment In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 17 |
2011 | Market response to investor sentiment.(2011) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2011 | Market response to investor sentiment.(2011) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2017 | COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 20 |
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 nother version. Agregated cites: 20 | 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 1 | paper | |
2003 | Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
2003 | Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2007 | Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2011 | Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | 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 nother version. Agregated cites: 89 | paper | |
2005 | Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | 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 | 30 |
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 nother version. Agregated cites: 30 | 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 | 17 |
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 nother version. Agregated cites: 17 | 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 | 8 |
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 nother version. Agregated cites: 8 | 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 nother version. Agregated cites: 10 | paper | |
2002 | Price discovery in floor and screen trading systems In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 44 |
2001 | Price Discovery in Floor and Screen Trading Systems.(2001) In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2018 | Algorithmic trading and liquidity: Long term evidence from Austria In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2021 | What drives the liquidity of cryptocurrencies? A long-term analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2007 | Estimating the probability of informed trading--does trade misclassification matter? In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 46 |
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 nother version. Agregated cites: 46 | 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 nother version. Agregated cites: 46 | 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 | 54 |
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 nother 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 nother 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 | 26 |
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 | 27 |
2021 | How to measure the liquidity of cryptocurrency markets? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 40 |
2015 | The Lintner model revisited: Dividends versus total payouts In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
2013 | The Lintner model revisited: Dividends versus total payouts.(2013) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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 | 10 |
2001 | The Anatomy of a Call Market In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 21 |
2005 | Who knows what when? The information content of pre-IPO market prices In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 20 |
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 | 5 |
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 | Algorithmic Trading and Liquidity: Long Term Evidence from Austria In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
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 | 5 |
2021 | Non-Standard Errors In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
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 nother 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 nother 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 nother 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 nother version. Agregated cites: 0 | paper | |
2007 | An analysis of private investors stock market return forecasts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
2005 | An analysis of private investors stock market return forecasts.(2005) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2012 | Price discovery in spot and futures markets: a reconsideration In: The European Journal of Finance. [Full Text][Citation analysis] | article | 47 |
2009 | Price discovery in spot and futures markets: A reconsideration.(2009) In: CFR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2011 | Price discovery in spot and futures markets: A reconsideration.(2011) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2009 | Price discovery in spot and futures markets: A reconsideration.(2009) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | 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 nother 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 nother 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 | 6 |
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 nother version. Agregated cites: 6 | 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 nother version. Agregated cites: 6 | 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 nother version. Agregated cites: 1 | paper | |
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 nother 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 nother 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 | 1 |
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 | 8 |
2016 | Spoilt for choice: Order routing decisions in fragmented equity markets.(2016) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team