Kai Zimmermann

Goethe University Frankfurt Faculty of Economics and Business Administration

Research Assistant

Grueneburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

11

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7,326

CITATIONS

1

Scholarly Papers (11)

1.

Bitcoin - Asset or Currency? Revealing Users' Hidden Intentions

ECIS 2014 (Tel Aviv)
Number of pages: 14 Posted: 16 Apr 2014 Last Revised: 22 May 2015
Karlsruhe Institute of Technology, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 5,937 (1,015)

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Bitcoin, Decision Making in Electronic Markets, Digital Currency, Investor Behavior, Virtual Currency

Securities Transaction Tax and Market Quality – The Case of France

EFMA 2013 Meetings (Reading), 40th EFA Annual Meeting (Cambridge) , SFA Meetings 2013, (Fajardo)
Number of pages: 39 Posted: 25 Apr 2013 Last Revised: 24 Nov 2013
Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 395 (68,214)
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Securities Transaction Tax, Financial Transaction Tax, Financial Markets Regulation, Europe, France, Liquidity, Volatility, Trading Volume, Market Efficiency

Securities Transaction Tax and Market Quality – The Case of France

European Financial Management, Vol. 22, Issue 2, pp. 313-337, 2016
Number of pages: 25 Posted: 02 Mar 2016
Peter Gomber, Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
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financial transaction tax, liquidity, market efficiency, volatility

3.

The German High-Frequency Trading Act: Implications for Market Quality

Number of pages: 34 Posted: 27 Oct 2014 Last Revised: 06 May 2015
Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 361 (76,466)

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Germany, High Frequency Trading, High Frequency Trading Act,Hochfrequenzhandelsgesetz, Liquidity, Securities Markets, Market Quality, Regulation

4.

Does Speed Matter? The Role of High-Frequency Trading for Order Book Resiliency

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 38 Posted: 08 May 2015 Last Revised: 07 May 2018
Benjamin Clapham, Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 283 (100,439)

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High-Frequency Trading, Liquidity, Resiliency, Market Quality

5.

Price Discovery in European Volatility Interruptions

Number of pages: 30 Posted: 11 Dec 2013 Last Revised: 30 Oct 2014
Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 177 (158,982)

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Circuit Breaker, Volatility Interruptions, Price Discovery, Europe

6.

The Impact of IT-Based Trading on Securities Markets

WI2013 - 11th International Conference on Wirtschaftsinformatik
Number of pages: 15 Posted: 08 Jan 2013 Last Revised: 08 Mar 2013
Martin Haferkorn, Kai Zimmermann and Michael Siering
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 109 (234,540)

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Algorithmic Trading, High-Frequency Trading, Securities Trading, Order-To-Trade-Ratio, Value of IT

7.

Off-Exchange Intermediation - Price Aggressiveness of Systematic Internalisers

Number of pages: 21 Posted: 06 Jul 2014
Peter Gomber and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 64 (327,262)

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MiFID, Electronic markets, Intermediation, Systematic Internlisers

8.

Price Discovery and Convergence in Fragmented Securities Markets

International Journal of Managerial Finance (2016), Vol. 12 Issue 4, pp.381-407
Posted: 12 Jun 2015 Last Revised: 06 Aug 2016
Benjamin Clapham and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

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Securities Markets, Price Discovery, Fragmentation

9.

How to Price a Digital Currency? Empirical Insights on the Influence of Media Coverage on the Bitcoin Bubble

MKWI 2014 (Paderborn) & Banking and Information Technology, Vol.15, No. 1, 2014
Posted: 29 Apr 2014 Last Revised: 21 May 2015
Karlsruhe Institute of Technology, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

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Bitcoin, Digital Currency, Investor Behavior, Media Coverage, Virtual Currency

10.

The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets

Lecture Notes in Business Information Processing, 136, pp. 71-87
Posted: 23 Feb 2013
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

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Circuit Breaker, Electronic Trading, Exchanges, Market Coordination, Market Fragmentation

11.

Circuit Breakers in Fragmented Markets – An Assessment

Posted: 03 May 2012
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

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Circuit Breaker, Electronic Trading, Exchanges, Market Coordination, Market Fragmentation