Sarah Draus

Erasmus University Rotterdam (EUR)

Assistant Professor of Finance

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

326

CITATIONS

2

Scholarly Papers (3)

1.

High Frequency Trading and Fundamental Trading

Number of pages: 27 Posted: 06 Jun 2017
Sarah Draus
Erasmus University Rotterdam (EUR)
Downloads 154 (188,711)

Abstract:

Loading...

High Frequency Trading, Fundamental Information, Price Efficiency, Price Informativeness, Front-Running

2.

Circuit Breakers and Market Runs

Number of pages: 50 Posted: 12 Jun 2012 Last Revised: 21 Sep 2016
Sarah Draus and Mark Van Achter
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Finance
Downloads 109 (246,573)
Citation 3

Abstract:

Loading...

liquidity crisis, market stability, trading halt, high frequency trading, flash crash

Exchange Competition and Order Splitting

Number of pages: 38 Posted: 04 Jun 2016
Sarah Draus
Erasmus University Rotterdam (EUR)
Downloads 38 (436,027)

Abstract:

Loading...

stock exchange competition, order fragmentation, trading fee, liquidity, regulation

Exchange Competition and Order Splitting

Number of pages: 38 Posted: 04 Jun 2016
Sarah Draus
Erasmus University Rotterdam (EUR)
Downloads 25 (501,071)

Abstract:

Loading...

stock exchange competition, order fragmentation, trading fee, liquidity, regulation