17
H index
22
i10 index
808
Citations
Universität Mannheim | 17 H index 22 i10 index 808 Citations RESEARCH PRODUCTION: 41 Articles 76 Papers 1 Chapters RESEARCH ACTIVITY: 24 years (1997 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pth76 |
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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2024 | 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 |
2023 | ETF construction on CRIX. (2022). Hausler, Konstantin. In: Papers. RePEc:arx:papers:2211.15260. 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 |
2023 | . Full description at Econpapers || Download paper |
2023 | Arbitrage across different Bitcoin exchange venues: Perspectives from investor base and market related events. (2023). Cheng, Feiyang ; Shu, AO ; Pan, Zheyao ; Liang, Zini ; Han, Jianlei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5183-5210. 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 |
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 |
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 |
2023 | Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888. Full description at Econpapers || Download paper |
2023 | Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092. 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 |
2023 | Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775. 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 |
2023 | The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062. 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 |
2023 | Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892. Full description at Econpapers || Download paper |
2023 | Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains. (2023). Gao, Yang ; Zhao, Wandi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004234. 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 |
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 |
2023 | Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures. (2023). Yang, Jimmy J ; Chang, Yung Ting ; Chen, Yu-Lun. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003276. Full description at Econpapers || Download paper |
2023 | Asset pricing with dividend surprises. (2023). Wang, Yan ; Li, Shi ; Guo, Pancheng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007250. Full description at Econpapers || Download paper |
2023 | Equity incentives and ESG performance: Evidence from China. (2023). Zhu, Yiwen ; Zhao, Xiangfang ; Zeng, Yongliang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009649. 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 |
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 |
2023 | Banning dark pools: Venue selection and investor trading costs. (2023). Suntheim, Felix ; Oneill, Peter ; Hoffmann, Peter ; Gozluklu, Arie ; Neumeier, Christian. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000290. 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 |
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 |
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 |
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 |
2023 | Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310. 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 |
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 |
2023 | Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243. 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 |
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 |
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 |
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 |
2023 | Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper |
2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper |
2023 | Efficiency of Indian Equity Futures Market—An Empirical Analysis with reference to National Stock Exchange. (2023). Chakraborty, Tanupa ; Roy, Partha Sarathi. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:6:p:1326-1352. 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 |
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 |
2023 | Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869. Full description at Econpapers || Download paper |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. 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 |
2023 | Unconventional green. (2023). Zaghini, Andrea. In: CFS Working Paper Series. RePEc:zbw:cfswop:710. Full description at Econpapers || Download paper |
2024 | . 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 | 19 |
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: 19 | 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 | 16 |
2011 | Market response to investor sentiment.(2011) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2011 | Market response to investor sentiment.(2011) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2017 | COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 18 |
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: 18 | 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 | 86 |
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: 86 | paper | |
2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2007 | Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2011 | Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 86 | 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: 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 nother 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 nother 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 | 29 |
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: 29 | 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 | 6 |
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: 6 | 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 | 5 |
2021 | What drives the liquidity of cryptocurrencies? A long-term analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
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 nother 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 nother 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 | 53 |
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 | 30 |
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 | 9 |
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 | 3 |
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 | 9 |
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 | 46 |
2009 | Price discovery in spot and futures markets: A reconsideration.(2009) In: CFR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 46 | 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: 46 | 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: 46 | 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 November, 3 2024. Contact: CitEc Team