Bastian von Beschwitz

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

15

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2,337

SSRN CITATIONS
Rank 32,259

SSRN RANKINGS

Top 32,259

in Total Papers Citations

15

CROSSREF CITATIONS

11

Scholarly Papers (15)

1.

First to 'Read' the News: News Analytics and High Frequency Trading

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 18 Nov 2013 Last Revised: 28 Oct 2015
Bastian von Beschwitz, Donald B. Keim and Massimo Massa
Board of Governors of the Federal Reserve System, University of Pennsylvania - Wharton School and INSEAD - Finance
Downloads 840 (37,662)
Citation 6

Abstract:

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Liquidity, Stock Price Reaction, News Analytics, Information, High Frequency Trading

2.

Biased Shorts: Stock Market Implications of Short Sellers’ Disposition Effect

Number of pages: 32 Posted: 02 Nov 2013
Bastian von Beschwitz and Massimo Massa
Board of Governors of the Federal Reserve System and INSEAD - Finance
Downloads 356 (109,920)
Citation 1

Abstract:

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Short selling, Disposition effect, Behavioral Finance

3.

Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data

HEC Paris Research Paper No. FIN-2017-1206, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 80 Posted: 19 May 2017 Last Revised: 13 Aug 2017
Bastian von Beschwitz, Sandro Lunghi and Daniel Schmidt
Board of Governors of the Federal Reserve System, Inalytics Limited and HEC Paris - Finance Department
Downloads 281 (141,745)
Citation 5

Abstract:

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Hedge Funds, Short Selling, Profitability, Limits of Arbitrage

4.

First to \&Quot;Read\&Quot; the News: New Analytics and Algorithmic Trading

Number of pages: 67 Posted: 06 Aug 2018 Last Revised: 29 Apr 2020
Bastian von Beschwitz, Donald B. Keim and Massimo Massa
Board of Governors of the Federal Reserve System, University of Pennsylvania - Wharton School and INSEAD - Finance
Downloads 193 (203,491)
Citation 1

Abstract:

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5.

Why Do Short Sellers Like Qualitative News?

Number of pages: 59 Posted: 06 Nov 2015 Last Revised: 03 Dec 2015
Bastian von Beschwitz, Oleg Chuprinin and Massimo Massa
Board of Governors of the Federal Reserve System, UNSW and INSEAD - Finance
Downloads 153 (248,239)
Citation 1

Abstract:

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6.

Biased Shorts: Short Sellers’ Disposition Effect and Limits to Arbitrage

Number of pages: 54 Posted: 04 Nov 2015 Last Revised: 09 Nov 2015
Bastian von Beschwitz and Massimo Massa
Board of Governors of the Federal Reserve System and INSEAD - Finance
Downloads 150 (252,312)

Abstract:

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7.

Cash Windfalls and Acquisitions

Number of pages: 50 Posted: 03 Mar 2016
Bastian von Beschwitz
Board of Governors of the Federal Reserve System
Downloads 108 (322,266)
Citation 11

Abstract:

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8.

Fundamental Arbitrage Under the Microscope: Evidence from Detailed Hedge Fund Transaction Data

FEDS Working Paper No. 2021-22
Number of pages: 50 Posted: 30 Jun 2021
Sandro Lunghi, Daniel Schmidt and Bastian von Beschwitz
Inalytics Limited, HEC Paris - Finance Department and Board of Governors of the Federal Reserve System
Downloads 79 (392,300)

Abstract:

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9.

Trading on Fluffy News: The Effect of Information Tangibility on Short Sellers’ Behavior

Number of pages: 42 Posted: 18 Mar 2012 Last Revised: 27 May 2013
Bastian von Beschwitz, Oleg Chuprinin and Massimo Massa
Board of Governors of the Federal Reserve System, UNSW and INSEAD - Finance
Downloads 75 (404,065)
Citation 2

Abstract:

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Short selling, Information, Liquidity

10.

Are Euro-Area Corporate Bond Markets Irrelevant? The Effect of Bond Market Access on Investment

Number of pages: 32 Posted: 10 Aug 2016 Last Revised: 21 Sep 2016
Bastian von Beschwitz and Conor Howells
Board of Governors of the Federal Reserve System and Government of the United States of America - Division of International Finance (IFDP)
Downloads 53 (480,499)

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Banks' Equity Stakes and Lending: Evidence from a Tax Reform

Number of pages: 49 Posted: 17 Nov 2016 Last Revised: 02 Dec 2016
Bastian von Beschwitz and Daniel Foos
Board of Governors of the Federal Reserve System and Deutsche Bundesbank
Downloads 30 (607,777)

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Banks' Equity Stakes and Lending: Evidence from a Tax Reform

Number of pages: 44 Posted: 24 Apr 2018
Bastian von Beschwitz and Daniel Foos
Board of Governors of the Federal Reserve System and Deutsche Bundesbank
Downloads 18 (696,629)

Abstract:

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Relationship banking, Ownership, Monitoring

Banks' Equity Stakes and Lending: Evidence from a Tax Reform

Journal of Banking and Finance, Vol. 96, 2018
Posted: 16 Aug 2013 Last Revised: 24 Feb 2019
Bastian von Beschwitz and Daniel Foos
Board of Governors of the Federal Reserve System and Deutsche Bundesbank

Abstract:

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Relationship banking; Ownership; Monitoring

12.

First to 'Read' the News: News Analytics and Institutional Trading

Number of pages: 67 Posted: 13 Apr 2015
Bastian von Beschwitz, Donald B. Keim and Massimo Massa
Board of Governors of the Federal Reserve System, University of Pennsylvania - Wharton School and INSEAD - Finance
Downloads 1 (813,174)
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Abstract:

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Information, Institutional Trading, Stock Price Reaction, Textual Analysis

13.

The International Role of the U.S. Dollar

FEDS Notes No. 2021-10-06-2
Posted: 11 Oct 2021
Carol C. Bertaut, Stephanie E. Curcuru and Bastian von Beschwitz
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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Revisions to the Federal Reserve Dollar Indexes

FEDS Notes No. 2019-01-15
Posted: 09 Jul 2021
Christopher G Collins, Deepa Datta and Bastian von Beschwitz
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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Revisions to the Federal Reserve Dollar Indexes

Posted: 23 Jan 2019 Last Revised: 16 Sep 2020
Bastian von Beschwitz, Christopher G Collins and Deepa Datta
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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15.

Biased Shorts: Stock Market Implications of Short Sellers' Disposition Effect

Number of pages: 34 Posted: 13 Apr 2015
Massimo Massa and Bastian von Beschwitz
INSEAD - Finance and Board of Governors of the Federal Reserve System
Downloads 0 (830,837)
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Abstract:

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Behavioral Finance, Disposition effect, Short selling