Martin Wagener

Stuttgart Stock Exchange

Stuttgart Stock Exchange

Börsenstraße 4

Stuttgart, 70174

Germany

SCHOLARLY PAPERS

8

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2,172

SSRN CITATIONS
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SSRN RANKINGS

Top 23,402

in Total Papers Citations

16

CROSSREF CITATIONS

19

Scholarly Papers (8)

1.

Do Multilateral Trading Facilities Contribute to Market Quality?

Number of pages: 36 Posted: 27 May 2011
Ryan Riordan, Andreas Storkenmaier and Martin Wagener
Queen's University - Smith School of Business, Karlsruhe Institute of Technology and Stuttgart Stock Exchange
Downloads 671 (40,946)
Citation 19

Abstract:

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Market Quality, Competition, Fragmentation, MiFID, MTFs

2.

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
Queen's University - Smith School of Business, Karlsruhe Institute of Technology, Stuttgart Stock Exchange and University of Manchester - Alliance Manchester Business School
Downloads 642 (43,486)
Citation 17

Abstract:

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

3.

Politically Motivated Taxes in Financial Markets: The Case of the French Financial Transaction Tax

Number of pages: 39 Posted: 05 Feb 2013 Last Revised: 04 Jun 2013
Stephan Meyer, Martin Wagener and Christof Weinhardt
Karlsruhe Institute of Technology, Stuttgart Stock Exchange and Karlsruhe Institute of Technology
Downloads 327 (98,700)
Citation 8

Abstract:

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Financial Transaction Tax, Trading Intensity, Market Liquidity

4.

The Role of Traditional Exchanges in Fragmented Markets

Number of pages: 43 Posted: 08 Jan 2012 Last Revised: 11 Feb 2012
University of Hohenheim, Stuttgart Stock Exchange and University of Hohenheim
Downloads 264 (124,227)
Citation 4

Abstract:

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Market Quality, Competition, Fragmentation, Intraday Analysis, MiFID, MTFs

5.

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 211 (154,917)
Citation 6

Abstract:

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Competition, Fragmentation, Market Quality, MiFID

6.

Arbitrage Potential in the Eurex Order Book – Evidence from the Financial Crisis in 2008

Electronic version of an article published in Risk governance & control: financial markets & institutions, Volume 5, Issue 4, 2015, Continued - 2, pages 300 - 313, Presented at the 49th Annual Meeting of the Southwestern Finance Association, March 2010
Number of pages: 33 Posted: 30 May 2015 Last Revised: 12 Mar 2019
Peter Schober and Martin Wagener
Goethe University Frankfurt - Department of Finance and Stuttgart Stock Exchange
Downloads 57 (390,588)

Abstract:

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Arbitrage Potential, Valuation Efficiency, Financial Crisis, Volatility, Short-Selling

7.

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
Karlsruhe Institute of Technology, Stuttgart Stock Exchange and Karlsruhe Institute of Technology

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

8.

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