Arne Breuer

University of Hohenheim

Stuttgart

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

590

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Impact of a Sovereign Default within the Euro Zone on the Exchange Rate

Number of pages: 23 Posted: 12 Oct 2012
Arne Breuer and Oliver Sauter
University of Hohenheim and University of Hohenheim
Downloads 332 (170,247)
Citation 2

Abstract:

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sovereign default, credit default swap (CDS), Euro zone, exchange rate

2.

Algorithmic Trading vs. Bid-Offer Spreads, Volatility, and the Distribution of Profits and Losses: A Simulation

Number of pages: 17 Posted: 13 Jan 2013 Last Revised: 10 Mar 2013
Arne Breuer and Hans-Peter Burghof
University of Hohenheim and University of Hohenheim
Downloads 258 (220,937)
Citation 1

Abstract:

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algorithmic trading, simulation, bid-offer spread, volatility, profit and loss

3.

Order Dynamics in a High-Frequency Trading Environment

Posted: 22 Jun 2012 Last Revised: 24 Feb 2013
Arne Breuer, Hans-Peter Burghof and Julian Stitz
University of Hohenheim, University of Hohenheim and affiliation not provided to SSRN

Abstract:

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Algorithmic Trading, High-Frequency Trading, Order Dynamics, Microseconds