Martin Wagener

Stuttgart Stock Exchange

Stuttgart Stock Exchange

Börsenstraße 4

Stuttgart, 70174

Germany

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 38,410

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Top 38,410

in Total Papers Downloads

2,724

TOTAL CITATIONS
Rank 27,561

SSRN RANKINGS

Top 27,561

in Total Papers Citations

66

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 882 (56,488)
Citation 21

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 719 (74,343)
Citation 20

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 415 (146,227)
Citation 11

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 355 (174,712)
Citation 5

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 255 (246,342)
Citation 9

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 98 (552,731)

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

Abstract:

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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