Marco Lutat

Goethe University Frankfurt Faculty of Economics and Business Administration

Research Assistant

Grueneburgplatz 1

Frankfurt am Main, 60323

Germany

http://www.efinancelab.de/no_cache/team/?user_wiwipubs_pi2[showUid]=548

SCHOLARLY PAPERS

13

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CITATIONS
Rank 25,450

SSRN RANKINGS

Top 25,450

in Total Papers Citations

10

Scholarly Papers (13)

1.

High-Frequency Trading

Number of pages: 86 Posted: 06 Jun 2011
Peter Gomber, Björn Arndt, Marco Lutat and Tim Uhle
Goethe University Frankfurt Faculty of Economics and Business Administration, Independent, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 6,871 (349)
Citation 9

Abstract:

high-frequency trading, electronic markets, algorithm trading

2.

The Effect of Maker-Taker Pricing on Market Liquidity in Electronic Trading Systems – Empirical Evidence from European Equity Trading

Number of pages: 14 Posted: 01 Feb 2011
Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 236 (82,789)
Citation 1

Abstract:

Exchanges, Fee Schedule, Liquidity, Market Microstructure, Transaction Costs, Two-Sided Markets

Competition in Securities Markets: The Impact on Liquidity

Financial Markets and Portfolio Management, 25(2), pp. 149-172
Number of pages: 21 Posted: 04 May 2012
Michael Chlistalla and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 197 (125,461)

Abstract:

Electronic Market, Trading, Liquidity, Fragmentation, Exchanges

Competition in Securities Markets: The Impact on Liquidity

Financial Markets and Portfolio Management, Vol. 25, No. 2, 2011
Posted: 16 Jun 2011
Michael Chlistalla and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

electronic market, trading, liquidity, fragmentation, exchanges

4.

The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets

Lecture Notes in Business Information Processing, 136, pp. 71-87
Posted: 23 Feb 2013
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

Circuit Breaker, Electronic Trading, Exchanges, Market Coordination, Market Fragmentation

5.

Circuit Breakers in Fragmented Markets – An Assessment

Posted: 03 May 2012
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

Circuit Breaker, Electronic Trading, Exchanges, Market Coordination, Market Fragmentation

6.

The Impact of New Execution Venues on European Equity Markets’ Liquidity - The Case of Chi-X

Fifteenth Americas Conference on Information Systems (AMCIS), San Francisco, California, USA, 2009
Posted: 13 Dec 2009
Michael Chlistalla and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

Electronic Market, Trading, Liquidity, Fragmentation, Exchanges

7.

Smart Order Routing Technology in the New European Equity Trading Landscape

Proceedings of the 9th IFIP Conference on e-Business, e-Services, and e-Society (I3E 2009)
Posted: 22 Sep 2009
Bartholomäus Ende, Peter Gomber and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

e-Finance, auction, economics of IS, empirical study, marketplaces

8.

Liquidity in Times of Competition - Evidence from the European Stock Market

Proceedings of the 13th Pacific Asia Conference on Information Systems (PACIS); Hyderabad, India
Posted: 22 Sep 2009
Marco Lutat and Michael Chlistalla
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

electronic market, trading, liquidity, fragmentation, exchanges

9.

The Economic Value of Smart Order Routing in European Equity Trading

Proceedings of the 5th International Finance Conference, Hammamet, Tunisia
Posted: 21 Sep 2009
Bartholomäus Ende, Peter Gomber and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

business value of IS / value of IS, e-finance, electronic markets, economics and information systems

10.

Flexible VWAP Executions in Electronic Trading

Posted: 21 May 2008
Peter Gomber, Marco Lutat and Adrian Wranik
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration

Abstract:

Electronic trading, Crossing, VWAP

Applying Pricing Engineering for Electronic Financial Markets

e-Finance Lab Discussion Paper No. 1/2007
Posted: 19 May 2008
Peter Gomber and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

Applying Pricing Engineering for Electronic Financial Markets

Electronic Markets, Vol. 17, Iss. 4, pp. 298-308
Posted: 12 Jun 2008
Peter Gomber and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

12.

Pricing Engineering for Electronic Financial Markets

e-Finance Discussion Paper No. 13/2006
Posted: 15 May 2008
Peter Gomber and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

13.

Capital Markets in the Gulf: International Access, Electronic Trading and Regulation

Posted: 15 May 2008
Peter Gomber, Marco Lutat and Steffen Schubert
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Dubai International Financial Centre

Abstract: