Bastian von Beschwitz

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

14

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2,160

SSRN CITATIONS
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Top 35,037

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9

CROSSREF CITATIONS

12

Scholarly Papers (14)

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 804 (33,565)
Citation 7

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 348 (96,218)
Citation 1

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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 258 (133,336)
Citation 5

Abstract:

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Hedge Funds, Short Selling, Profitability, Limits of Arbitrage

4.

First to "Read" the News: New Analytics and Algorithmic Trading

FRB International Finance Discussion Paper No. 1233
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 177 (189,271)
Citation 1

Abstract:

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Stock Price Reaction, News Analytics, High Frequency Trading, Press Releases

5.

Why Do Short Sellers Like Qualitative News?

FRB International Finance Discussion Paper No. 1149
Number of pages: 59 Posted: 06 Nov 2015
Bastian von Beschwitz, Oleg Chuprinin and Massimo Massa
Board of Governors of the Federal Reserve System, UNSW and INSEAD - Finance
Downloads 146 (222,688)
Citation 1

Abstract:

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6.

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

FRB International Finance Discussion Paper No. 1147
Number of pages: 54 Posted: 04 Nov 2015
Bastian von Beschwitz and Massimo Massa
Board of Governors of the Federal Reserve System and INSEAD - Finance
Downloads 140 (230,274)

Abstract:

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Short selling, Disposition effect, Behavioral finance

7.

Cash Windfalls and Acquisitions

FRB International Finance Discussion Paper No. 1159
Number of pages: 50 Posted: 03 Mar 2016
Bastian von Beschwitz
Board of Governors of the Federal Reserve System
Downloads 103 (288,883)
Citation 6

Abstract:

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acquisitions, free cash flow theory, overinvestment

8.

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 67 (373,954)
Citation 2

Abstract:

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Short selling, Information, Liquidity

9.

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

FRB International Finance Discussion Paper No. 1176
Number of pages: 32 Posted: 10 Aug 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 51 (426,454)

Abstract:

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Mergers and acquisitions, Bond ratings, Investment, Financing constraints

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

FRB International Finance Discussion Paper No. 1183
Number of pages: 49 Posted: 17 Nov 2016
Bastian von Beschwitz and Daniel Foos
Board of Governors of the Federal Reserve System and Deutsche Bundesbank
Downloads 28 (543,328)

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Relationship banking, Ownership, Monitoring

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

Deutsche Bundesbank Discussion Paper No. 06/2018
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 13 (649,372)

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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

11.

Media-Driven High Frequency Trading: Evidence from News Analytics

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 46 Posted: 02 Oct 2013
Donald B. Keim, Bastian von Beschwitz and Marshall E. Blume
University of Pennsylvania - Wharton School, Board of Governors of the Federal Reserve System and University of Pennsylvania - Finance Department
Downloads 24 (552,559)

Abstract:

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G10, G12, G14

12.

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

CEPR Discussion Paper No. DP10534
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 (721,089)
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Information, Institutional Trading, Stock Price Reaction, Textual Analysis

13.

Revisions to the Federal Reserve Dollar Indexes

FEDS Notes No. 2019-01-15
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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14.

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

CEPR Discussion Paper No. DP10535
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 (739,209)
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Abstract:

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Behavioral Finance, Disposition effect, Short selling