Andreas Storkenmaier

Karlsruhe Institute of Technology

Kaiserstraße 12

Karlsruhe, Baden Württemberg 76131

Germany

SCHOLARLY PAPERS

6

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CITATIONS
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Top 16,687

in Total Papers Citations

42

Scholarly Papers (6)

1.

Latency, Liquidity and Price Discovery

Journal of Financial Markets, Forthcoming
Number of pages: 34 Posted: 24 Aug 2008 Last Revised: 13 Apr 2012
Ryan Riordan and Andreas Storkenmaier
Smith School of Business and Karlsruhe Institute of Technology
Downloads 1,106 (18,496)
Citation 15

Abstract:

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Liquidity, Latency, Execution Speed, Exchange Systems, Price Discovery

2.

Do Multilateral Trading Facilities Contribute to Market Quality?

Number of pages: 36 Posted: 27 May 2011
Ryan Riordan, Andreas Storkenmaier and Martin Wagener
Smith School of Business, Karlsruhe Institute of Technology and Stuttgart Stock Exchange
Downloads 639 (40,051)
Citation 13

Abstract:

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Market Quality, Competition, Fragmentation, MiFID, MTFs

3.

Public Information Arrival: Price Discovery and Liquidity in Electronic Limit Order Markets

Journal of Banking and Finance, Forthcoming
Number of pages: 38 Posted: 04 Jun 2010 Last Revised: 12 Nov 2012
Ryan Riordan, Andreas Storkenmaier, Martin Wagener and S. Sarah Zhang
Smith School of Business, Karlsruhe Institute of Technology, Stuttgart Stock Exchange and University of Manchester - Alliance Manchester Business School
Downloads 633 (40,582)
Citation 5

Abstract:

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Information, Liquidity, Price Discovery, Firm Specific News, Limit Order Market, Information Arrival

4.

Do we need a European 'National Market System'? Competition, Arbitrage, and Suboptimal Executions

Number of pages: 44 Posted: 14 Feb 2011 Last Revised: 05 May 2011
Andreas Storkenmaier and Martin Wagener
Karlsruhe Institute of Technology and Stuttgart Stock Exchange
Downloads 203 (148,758)
Citation 5

Abstract:

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Competition, Fragmentation, Market Quality, MiFID

5.

Public Information in Fragmented Markets

Journal of Financial Markets and Portfolio Management 2012, 26(2). 179–215
Posted: 19 Aug 2010 Last Revised: 17 Aug 2012
Andreas Storkenmaier, Martin Wagener and Christof Weinhardt
Karlsruhe Institute of Technology, Stuttgart Stock Exchange and Karlsruhe Institute of Technology

Abstract:

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Public Information, Firm Specific News, Liquidity, Price Discovery, Market Fragmentation, MiFID, Multilateral Trading Facilities

6.

Research on Competition and Regulation in European Equities Trading: An Executive Summary

Posted: 20 Jun 2010
Andreas Storkenmaier and Martin Wagener
Karlsruhe Institute of Technology and Stuttgart Stock Exchange

Abstract:

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MiFID, Multilateral Trading Facilities, MTFs, Liquidity, Price Discovery, Competition, Fragmentation, Market Quality