Satchit Sagade

Goethe University Frankfurt - Department of Finance

Assistant Professor

House of Finance

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, Hessen 60323

Germany

Goethe University Frankfurt - Research Center SAFE

Assistant Professor

(http://www.safe-frankfurt.de)

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

6

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CITATIONS
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29

Scholarly Papers (6)

1.

Price Discovery and the Cross-section of High-Frequency Trading

Journal of Financial Markets, Forthcoming
Number of pages: 44 Posted: 05 Dec 2012 Last Revised: 12 Mar 2016
Evangelos Benos and Satchit Sagade
Bank of England and Goethe University Frankfurt - Department of Finance
Downloads 627 (40,921)
Citation 18

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High-Frequency Trading, Price Discovery

Competition Between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate

SAFE Working Paper No. 35, Forthcoming in the Journal of Economic Surveys
Number of pages: 32 Posted: 03 Dec 2013 Last Revised: 28 Aug 2016
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance, University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Vienna - Department of Finance
Downloads 365 (79,271)
Citation 7

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Competition, Fragmentation, Market Structure, Liquidity, Price Discovery

Competition between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate

Journal of Economic Surveys, Vol. 31, Issue 3, pp. 792-814, 2017
Number of pages: 23 Posted: 12 Jun 2017
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance, University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Vienna - Department of Finance
Downloads 1 (675,851)
Citation 6
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Competition, Fragmentation, Liquidity, Market Structure, Price Discovery

3.

Spoilt for Choice: Order Routing Decisions in Fragmented Equity Markets

SAFE Working Paper No. 143
Number of pages: 41 Posted: 17 Sep 2016 Last Revised: 22 Sep 2016
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance, University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Vienna - Department of Finance
Downloads 207 (145,834)
Citation 5

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Dark Trading, Fragmentation, Anonymity, Immediacy

4.

The Shape and Information Content of a Post-MiFID Limit Order Book

Number of pages: 32 Posted: 14 Mar 2013
Alfonso Dufour and Satchit Sagade
ICMA Centre, Henley Business School, University of Reading and Goethe University Frankfurt - Department of Finance
Downloads 156 (186,912)

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Limit Order Books, Information Content, MiFID, Transaction Costs, Order Book Slope

5.

Quasi-Dark Trading: The Effects of Banning Dark Pools in a World of Many Alternatives

SAFE Working Paper No. 253
Number of pages: 62 Posted: 28 May 2019 Last Revised: 25 Jun 2019
University of Mannheim - Finance Area, University of Technology Sydney (UTS), Goethe University Frankfurt - Department of Finance and University of Vienna - Department of Finance
Downloads 78 (308,340)

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Dark Pools, Dark Trading, Liquidity, Price Efficiency, MiFID II, Double Volume Caps

6.

A Tale of One Exchange and Two Order Books: Effects of Fragmentation in the Absence of Competition

SAFE Working Paper No. 234
Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 16 Apr 2019
Universidad de Chile, University of Chile, Goethe University Frankfurt - Department of Finance, University of Chile and University of Vienna - Department of Finance
Downloads 51 (380,314)
Citation 1

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Fragmentation, Competition, Liquidity, Price Efficiency