Kai Zimmermann

Goethe University Frankfurt Faculty of Economics and Business Administration

Research Assistant

Grueneburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 5,064

SSRN RANKINGS

Top 5,064

in Total Papers Downloads

13,125

SSRN CITATIONS
Rank 18,496

SSRN RANKINGS

Top 18,496

in Total Papers Citations

22

CROSSREF CITATIONS

40

Scholarly Papers (12)

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
Goethe University Frankfurt Faculty of Economics and Business AdministrationKarlsruhe Institute of Technology, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 11,131 (717)
Citation 18

Abstract:

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

2.

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, Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 527 (85,643)

Abstract:

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Securities Transaction Tax, Financial Transaction Tax, Financial Markets Regulation, Europe, France, Liquidity, Volatility, Trading Volume, Market Efficiency

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, Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 517 (87,662)
Citation 3

Abstract:

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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: 54 Posted: 08 May 2015 Last Revised: 18 Mar 2022
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 420 (112,319)
Citation 2

Abstract:

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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 251 (195,830)
Citation 6

Abstract:

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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
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 138 (331,516)
Citation 1

Abstract:

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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 104 (407,734)
Citation 1

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MiFID, Electronic markets, Intermediation, Systematic Internlisers

8.

Strategic Competitive Advantages through Enterprise Systems: The Case of Exchange Systems

Number of pages: 12 Posted: 16 Aug 2019
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 37 (686,327)

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Strategic IT Advantage, Enterprise Systems, Exchange Systems, Execution Speed

9.

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

10.

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
Goethe University Frankfurt Faculty of Economics and Business AdministrationKarlsruhe Institute of Technology, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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

11.

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 AdministrationEuropean Securities and Markets Authority (ESMA), 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

12.

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 AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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