Sarah Draus

Erasmus University Rotterdam (EUR)

Assistant Professor of Finance

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

380

SSRN CITATIONS

0

CROSSREF CITATIONS

1

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 171 (209,559)

Abstract:

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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 139 (248,751)
Citation 3

Abstract:

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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 43 (498,393)

Abstract:

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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 27 (585,855)

Abstract:

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