Patrik Sandås

University of Virginia

Associate Professor

McIntire School of Commerce

Charlottesville, VA 22904

United States

http://www.comm.virginia.edu/faculty_research/staff_directory/sandas.html

  • University of Virginia

    • Email
    • Tel: 1-434-243-2289
SCHOLARLY PAPERS

5

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2,668

SSRN CITATIONS
Rank 22,412

SSRN RANKINGS

Top 22,412

in Total Papers Citations

23

CROSSREF CITATIONS

32

Scholarly Papers (5)

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1.

The Impact of Iceberg Orders in Limit Order Books

AFA 2009 San Francisco Meetings Paper
Number of pages: 49 Posted: 27 Mar 2008 Last Revised: 02 Jun 2009
Stefan Frey, Stefan Frey and Patrik Sandås
Leibniz Universität HannoverCentre for Financial Research (CFR) and University of Virginia
Downloads 1,505 (23,537)
Citation 19

Abstract:

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Hidden Liquidity, Iceberg Orders, Limit Order Markets, Transparency

2.

What Broker Charges Reveal About Subprime Mortgage Credit Risk

Downloads 682 (71,119)
Citation 8

What Broker Charges Reveal About Subprime Mortgage Credit Risk

Number of pages: 46 Posted: 22 Mar 2010 Last Revised: 09 Jun 2020
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University, College of Business and Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 494 (105,322)
Citation 6

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Mortgage brokers, Loan performance, Subprime crisis

The Role of Mortgage Brokers in the Subprime Crisis

NBER Working Paper No. w16175
Number of pages: 67 Posted: 12 Jul 2010 Last Revised: 13 Mar 2023
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University, College of Business and Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 99 (489,943)

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What Broker Charges Reveal about Mortgage Credit Risk

Sveriges Riksbank Working Paper Series No. 336, Riksbank Research Paper Series No. 160
Number of pages: 63 Posted: 07 Mar 2017
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University, College of Business and Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 89 (525,648)
Citation 1

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Mortgage Brokers, Loan Performance, Subprime Crisis, Credit Risk Retention, Qualied Residential Mortgages

3.

Does Trading Anonymously Enhance Liquidity?

Downloads 184 (298,566)
Citation 3

Does Trading Anonymously Enhance Liquidity?

Number of pages: 53 Posted: 01 Nov 2014 Last Revised: 16 May 2019
Patrick J. Dennis and Patrik Sandås
University of Virginia - McIntire School of Commerce and University of Virginia
Downloads 184 (298,044)
Citation 3

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Anonymity, Transparency, Post-trade reporting, Liquidity, Broker ID

Does Trading Anonymously Enhance Liquidity?

Riksbank Research Paper Series No. 119, Sveriges Riksbank Working Paper Series No. 288
Posted: 15 Feb 2015 Last Revised: 13 Oct 2017
Patrick J. Dennis and Patrik Sandås
University of Virginia - McIntire School of Commerce and University of Virginia

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Anonymity, Transparency, Liquidity, Broker ID

4.

How Subprime Borrowers and Mortgage Brokers Shared the Pie

Downloads 169 (321,784)
Citation 1

How Subprime Borrowers and Mortgage Brokers Shared the Pie

Number of pages: 74 Posted: 15 Oct 2013 Last Revised: 30 Jul 2014
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University, College of Business and Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 126 (409,481)

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Mortgage broker compensation; Borrower valuation; Borrower informedness

How Subprime Borrowers and Mortgage Brokers Shared the Pie

Riksbank Research Paper Series No. 117, Sveriges Riksbank Working Paper Series No. 286
Number of pages: 76 Posted: 13 Feb 2015
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University, College of Business and Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 43 (769,597)
Citation 1

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Mortgage broker compensation, Borrower Valuation, Borrower Informedness

How Subprime Borrowers and Mortgage Brokers Shared the Pie

Real Estate Economics, Forthcoming
Posted: 28 Sep 2014
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University, College of Business and Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia

Abstract:

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Mortgage broker compensation, Borrower valuation, Borrower informedness

5.

Latency Arbitrage When Markets Become Faster

Riksbank Research Paper Series No. 162, Sveriges Riksbank Working Paper Series No. 338
Number of pages: 32 Posted: 26 Jan 2018
Burton Hollifield, Patrik Sandås and Andrew Todd
Carnegie Mellon University - David A. Tepper School of Business, University of Virginia and University of Virginia
Downloads 128 (403,161)

Abstract:

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Cross-market Arbitrage, Information Efficiency, High Frequency Trading