Satchit Sagade

Goethe University Frankfurt - Department of Finance

Assistant Professor

House of Finance

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, Hessen 60323

Germany

Leibniz Institute for Financial Research SAFE

Assistant Professor

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

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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SSRN RANKINGS

Top 18,141

in Total Papers Citations

34

CROSSREF CITATIONS

24

Scholarly Papers (11)

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 736 (51,270)
Citation 26

Abstract:

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High-Frequency Trading, Price Discovery

2.

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 494 (84,989)
Citation 4

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

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 427 (100,065)
Citation 1

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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 6 (908,232)
Citation 8

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Competition, Fragmentation, Liquidity, Market Structure, Price Discovery

4.

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 299 (149,430)
Citation 4

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Dark Trading, Fragmentation, Anonymity, Immediacy

5.

High-frequency Trading in the Stock Market and the Costs of Option Market Making

Number of pages: 59 Posted: 18 Feb 2021 Last Revised: 29 Nov 2021
University of Florida - Department of Finance, Insurance and Real Estate, University of Edinburgh and Goethe University Frankfurt - Department of Finance
Downloads 206 (214,972)

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market microstructure; high-frequency trading; options market-making; hedging; liquidity *

6.

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 191 (230,072)

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

7.

Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk

SAFE Working Paper No. 234
Number of pages: 88 Posted: 05 Nov 2018 Last Revised: 04 Aug 2022
Universidad de Chile, University of Chile, Goethe University Frankfurt - Department of Finance, Pontificia Universidad Católica de Chile and University of Vienna - Department of Finance
Downloads 182 (241,035)
Citation 6

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Fragmentation, Competition, Liquidity, Price Efficiency, Picking-Off Risk

8.

Investigation Into Machine Learning Models for Predicting Stock Price and Spread Movements From News Articles

Number of pages: 8 Posted: 30 Jun 2020
Hanken School of Economics, Åbo Akademi University - Turku Centre for Computer Science (TUCS), Hanken School of Economics - Helsinki Graduate School of Economics and Goethe University Frankfurt - Department of Finance
Downloads 120 (334,132)

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predictive models, machine learning, liquidity shock, high frequency trading, stock price

9.

Resiliency: Cross-Venue Dynamics with Hawkes Processes

SAFE Working Paper No. 291
Number of pages: 63 Posted: 16 Oct 2020
Loriana Pelizzon, Satchit Sagade and Katia Vozian
Goethe University Frankfurt - Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance and Hanken School of Economics - Helsinki Graduate School of Economics
Downloads 95 (391,026)

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liquidity, resiliency, fragmentation, competition, high-frequency data, Hawkes processes

10.

A Tale of Two Cities - Inter-Market Latency, Market Integration, and Market Quality

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 44 Posted: 29 Oct 2019
Goethe University Frankfurt - Department of Finance, University of Mannheim, University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 76 (446,907)
Citation 2

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11.

Broker Colocation and the Execution Costs of Customer and Proprietary Orders

SAFE Working Paper No. 366
Number of pages: 67 Posted: 30 Nov 2022
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Department of Finance, University of Mannheim and University of Vienna - Department of Finance
Downloads 1

Abstract:

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Execution Cost, Institutional Investor, Broker, High-Frequency Trading, Colocation