Andreas Storkenmaier

Karlsruhe Institute of Technology

Kaiserstraße 12

Karlsruhe, Baden Württemberg 76131

Germany

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 18,188

SSRN RANKINGS

Top 18,188

in Total Papers Downloads

2,573

SSRN RANKINGS

Top 21,864

in Total Papers Citations

13

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

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 1,103 (18,304)

Abstract:

Loading...

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 638 (39,631)

Abstract:

Loading...

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 630 (40,310)

Abstract:

Loading...

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 202 (147,813)

Abstract:

Loading...

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:

Loading...

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:

Loading...

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