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Theissen, Erik's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,959 |
Total
Citations
227 |
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1.
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Elsas, Ralf
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) El-Shaer, Mahmoud
Salomon Brothers International Ltd. Theissen, Erik
University of Mannheim - Finance Area
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1,206
(6,834)
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15
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2.
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Theissen, Erik
University of Mannheim - Finance Area Betzer, André
BUW- Schumpeter School of Business and Economics
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864
(11,815)
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21
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Insider trading, directors' dealings, corporate governance
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3.
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Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
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Grammig, Joachim
Eberhard Karls Universitaet Tübingen Boehmer, Ekkehart
EDHEC Business School Theissen, Erik
University of Mannheim - Finance Area
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Posted:
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03 Mar 06
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Last Revised:
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26 Mar 07
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697
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25
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Grammig, Joachim
Eberhard Karls Universitaet Tübingen Boehmer, Ekkehart
EDHEC Business School Theissen, Erik
University of Mannheim - Finance Area
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0
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Informed trading, market microstructure, trade classification, PIN
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Boehmer, Ekkehart
EDHEC Business School Grammig, Joachim
Eberhard Karls Universitaet Tübingen Theissen, Erik
University of Mannheim - Finance Area
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697
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25
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Informed trading, market microstructure, trade classification
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4.
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Theissen, Erik
University of Mannheim - Finance Area
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643
(18,277)
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13
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5.
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Gomber, Peter
Goethe University Frankfurt Faculty of Economics and Business Administration Schweickert, Uwe
Deutsche Börse AG Theissen, Erik
University of Mannheim - Finance Area
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540
(23,263)
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14
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Liquidity, intraday event study, resiliency
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6.
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Hengelbrock, Jördis
University of Bonn - The Bonn Graduate School of Economics Theissen, Erik
University of Mannheim - Finance Area Westheide, Christian
University of Mannheim - Finance Area
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16 Feb 09
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Last Revised:
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04 May 10
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532
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1
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Investor Sentiment, Event Study, Return Predictability
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7.
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Löffler, Gunter
University of Ulm - Department of Mathematics and Economics Panther, Patrick
Johann Wolfgang Goethe Universitat Theissen, Erik
University of Mannheim - Finance Area
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481
(27,147)
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10
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Initial public offerings, underpricing, when-issued trading, asymmetric information, winner's curse, information production
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8.
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Theissen, Erik
University of Mannheim - Finance Area
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473
(27,705)
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15
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9.
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The Cross-Section of German Stock Returns: New Data and New Evidence
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Artmann, Sabine
University of Cologne - Faculty of Management, Economics and Social Sciences Finter, Philipp
University of Cologne - Centre for Financial Research (CFR) Kempf, Alexander
University of Cologne - Department of Finance & Centre for Financial Research (CFR) Koch, Stefan
University of Bonn - The Bonn Graduate School of Economics Theissen, Erik
University of Mannheim - Finance Area
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Posted:
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04 Aug 10
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Last Revised:
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04 Apr 12
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424
(32,002)
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7
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Artmann, Sabine
University of Cologne - Faculty of Management, Economics and Social Sciences Finter, Philipp
University of Cologne - Centre for Financial Research (CFR) Kempf, Alexander
University of Cologne - Department of Finance & Centre for Financial Research (CFR) Koch, Stefan
University of Bonn - The Bonn Graduate School of Economics Theissen, Erik
University of Mannheim - Finance Area
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62
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7
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Asset Pricing, Carhart, Fama, French, Germany, Characteristics, Momentum, Risk Factors, Size, Value
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Artmann, Sabine
University of Cologne - Faculty of Management, Economics and Social Sciences Finter, Philipp
University of Cologne - Centre for Financial Research (CFR) Kempf, Alexander
University of Cologne - Department of Finance & Centre for Financial Research (CFR) Koch, Stefan
University of Bonn Theissen, Erik
University of Mannheim - Finance Area
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362
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7
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Asset Pricing, Fama, French, Carhart, Characteristics, Risk Factors, Value, Size, Momentum, Germany
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10.
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Wuensche, Oliver
UBS AG - Quantitative Risk Methodology Theissen, Erik
University of Mannheim - Finance Area Grammig, Joachim
Eberhard Karls Universitaet Tübingen
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05 Mar 07
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Last Revised:
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21 Mar 11
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402
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1
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Price impact, trading intensity, dynamic duration models, spread decomposition models, adverse selection risk
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11.
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Theissen, Erik
University of Mannheim - Finance Area
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286
(51,526)
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12
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12.
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Kehr, Carl-Heinrich
BankBetriebsWirtschaft Jacob & Co. KG Krahnen, Jan Pieter
University of Frankfurt Theissen, Erik
University of Mannheim - Finance Area
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261
(57,132)
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5
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13.
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Does Anonymity Matter in Electronic Limit Order Markets?
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Versions (3)
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Moinas, Sophie
Toulouse School of Economics Theissen, Erik
University of Mannheim - Finance Area
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Posted:
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31 Jul 03
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Last Revised:
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15 Mar 13
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260
(57,343)
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39
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Moinas, Sophie
Toulouse School of Economics Theissen, Erik
University of Mannheim - Finance Area
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0
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G10, G14, G24
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Moinas, Sophie
Toulouse School of Economics Theissen, Erik
University of Mannheim - Finance Area
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35
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39
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Market microstructure, limit order trading, anonymity, transparency, liquidity
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Moinas, Sophie
Toulouse School of Economics Theissen, Erik
University of Mannheim - Finance Area
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225
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39
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Natural Experiment, Limit Order Book, Anonymity, Liquidity
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14.
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Dividend Announcements Reconsidered: Dividend Changes versus Dividend Surprises
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Andres, Christian
WHU - Otto Beisheim School of Management Betzer, André
BUW- Schumpeter School of Business and Economics van den Bongard, Inga
University of Mannheim - Finance Area Haesner, Christian
WHU - Otto Beisheim School of Management Theissen, Erik
University of Mannheim - Finance Area
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Posted:
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23 Feb 11
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Last Revised:
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05 Nov 12
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258
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1
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Andres, Christian
WHU - Otto Beisheim School of Management Betzer, André
BUW- Schumpeter School of Business and Economics van den Bongard, Inga
University of Mannheim - Finance Area Haesner, Christian
WHU - Otto Beisheim School of Management Theissen, Erik
University of Mannheim - Finance Area
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49
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1
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Dividend Announcements, Market Efficiency, Ownership Structure, Agency Theory
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Andres, Christian
WHU - Otto Beisheim School of Management Betzer, André
BUW- Schumpeter School of Business and Economics van den Bongard, Inga
University of Mannheim - Finance Area Haesner, Christian
WHU - Otto Beisheim School of Management Theissen, Erik
University of Mannheim - Finance Area
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209
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1
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Dividend Announcements, Market Efficiency, Ownership Structure, Agency Theory
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15.
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Theissen, Erik
University of Mannheim - Finance Area
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224
(67,324)
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5
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Market size, liquidity, floor versus screen trading
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16.
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Theissen, Erik
University of Mannheim - Finance Area Betzer, André
BUW- Schumpeter School of Business and Economics
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| Posted: |
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06 Mar 07
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Last Revised:
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01 Mar 08
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213
(70,927)
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2
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Insider trading, directors' dealings, accounting standards
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17.
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Theissen, Erik
University of Mannheim - Finance Area
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197
(76,743)
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6
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Behavioral Finance, Weekend effect, Weather effect
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18.
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Grammig, Joachim
Eberhard Karls Universitaet Tübingen Theissen, Erik
University of Mannheim - Finance Area
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195
(77,503)
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3
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Internalization, execution quality, adverse selection costs
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19.
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A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices
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Gaul, Juergen
University of Bonn - The Bonn Graduate School of Economics Theissen, Erik
University of Mannheim - Finance Area
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Posted:
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27 Feb 07
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Last Revised:
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04 Mar 08
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161
(92,869)
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Gaul, Juergen
University of Bonn - The Bonn Graduate School of Economics Theissen, Erik
University of Mannheim - Finance Area
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82
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Futures Markets, Cointegrated systems, Partially linear models, Nonparametric methods
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Gaul, Juergen
University of Bonn - The Bonn Graduate School of Economics Theissen, Erik
University of Mannheim - Finance Area
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79
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Futures Markets, Cointegrated systems, Partially linear models, Nonparametric methods
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20.
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Fellner, Gerlinde
University of Ulm - Department of Mathematics and Economics Theissen, Erik
University of Mannheim - Finance Area
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154
(96,733)
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overvaluation hypothesis, short selling constraints, divergence of opinion
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21.
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Betzer, André
BUW- Schumpeter School of Business and Economics Gider, Jasmin
University of Bonn - The Bonn Graduate School of Economics Metzger, Daniel
Stockholm School of Economics - Department of Finance Theissen, Erik
University of Mannheim - Finance Area
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| Posted: |
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17 Jan 10
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Last Revised:
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13 Nov 12
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124
(116,264)
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2
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Insider trading, directors' dealings, corporate governance, market efficiency
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22.
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Fourteen at One Blow: The Market Entry of Turquoise
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Hengelbrock, Jördis
University of Bonn - The Bonn Graduate School of Economics Theissen, Erik
University of Mannheim - Finance Area
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Posted:
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16 Mar 10
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Last Revised:
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19 Jan 11
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103
(133,835)
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6
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Hengelbrock, Jördis
University of Bonn - The Bonn Graduate School of Economics Theissen, Erik
University of Mannheim - Finance Area
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41
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6
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Competition for Order Flow, Trading Volume, Liquidity
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Hengelbrock, Jördis
University of Bonn - The Bonn Graduate School of Economics Theissen, Erik
University of Mannheim - Finance Area
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62
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6
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Competition for order flow, trading volume, liquidity
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23.
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Kroencke, Tim-Alexander
Centre for European Economic Research (ZEW) Schindler, Felix
Steinbeis University Berlin Sebastian, Steffen P.
University of Regensburg - International Real Estate Business School (IREBS) Theissen, Erik
University of Mannheim - Finance Area
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91
(145,554)
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Business Cycle, Lead, Lag, Size, Value, Momentum
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24.
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Dettenrieder, Dominik
University of Münster Theissen, Erik
University of Mannheim - Finance Area
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61
(184,182)
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Corporate announcements, disclosure, event studies
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25.
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Competition between Exchanges: Euronext Versus Xetra
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Kasch, Maria
University of Mannheim - Department of Finance Theissen, Erik
University of Mannheim - Finance Area
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Posted:
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23 Jun 03
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Last Revised:
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14 Jun 10
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49
(204,398)
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Kasch, Maria
University of Mannheim - Department of Finance Theissen, Erik
University of Mannheim - Finance Area
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2
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Kasch, Maria
University of Mannheim - Department of Finance Theissen, Erik
University of Mannheim - Finance Area
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23 Jun 03
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Last Revised:
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14 Jun 10
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47
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Competition between exchanges, bid-ask spread
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26.
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Grammig, Joachim
Eberhard Karls Universitaet Tübingen Theissen, Erik
University of Mannheim - Finance Area Business Review, Schmalenbach
affiliation not provided to SSRN
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31
(243,132)
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Adverse Selection Costs, Execution Quality, Internalization
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27.
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Theissen, Erik
University of Mannheim - Finance Area Zaehres, Meta
affiliation not provided to SSRN
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26
(257,590)
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Price pressure hypothesis, Downward-sloping demand curves, event studies
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28.
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Betzer, André
BUW- Schumpeter School of Business and Economics Theissen, Erik
University of Mannheim - Finance Area
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2
(339,273)
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2
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29.
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Betzer, André
BUW- Schumpeter School of Business and Economics Theissen, Erik
University of Mannheim - Finance Area
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1
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22
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30.
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Freihube, Thorsten
Goethe University Frankfurt - Faculty of Economics and Business Administration Theissen, Erik
University of Mannheim - Finance Area
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31.
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Krahnen, Jan Pieter
University of Frankfurt Rieck, Christian
SerCom IBM Global Services Theissen, Erik
University of Mannheim - Finance Area
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32.
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Krahnen, Jan Pieter
University of Frankfurt Rieck, Christian
SerCom IBM Global Services Theissen, Erik
University of Mannheim - Finance Area
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33.
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Rieck, Christian
SerCom IBM Global Services Theissen, Erik
University of Mannheim - Finance Area
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34.
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Krahnen, Jan Pieter
University of Frankfurt Rieck, Christian
SerCom IBM Global Services Theissen, Erik
University of Mannheim - Finance Area
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