Thomas Johann

University of Mannheim - Finance Area

Mannheim, 68131

Germany

University of Mannheim - Graduate School of Economic and Social Sciences

D7, 27

Mannheim, 68131

Germany

SCHOLARLY PAPERS

4

DOWNLOADS
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1,735

CITATIONS
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12

Scholarly Papers (4)

1.

Bitcoin Markets

Number of pages: 41 Posted: 15 Mar 2014 Last Revised: 02 Nov 2014
Christopher Fink and Thomas Johann
University of Mannheim - Finance Area and University of Mannheim - Finance Area
Downloads 972 (22,415)
Citation 8

Abstract:

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Bitcoin, Market Efficiency, Market Microstructure

2.

May I Have Your Attention, Please: The Market Microstructure of Investor Attention

Number of pages: 59 Posted: 01 Sep 2012 Last Revised: 18 Sep 2014
Christopher Fink and Thomas Johann
University of Mannheim - Finance Area and University of Mannheim - Finance Area
Downloads 543 (49,572)
Citation 5

Abstract:

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Attention, Information Asymmetry, PIN, Liquidity, Market Microstructure

3.

The Best in Town: A Comparative Analysis of Low-Frequency Liquidity Estimators

Number of pages: 78 Posted: 25 Jan 2017 Last Revised: 30 Mar 2017
Thomas Johann and Erik Theissen
University of Mannheim - Finance Area and University of Mannheim - Finance Area
Downloads 133 (214,401)
Citation 1

Abstract:

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liquidity, transaction costs, bid-ask spread, price impact

4.

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 87 (288,446)

Abstract:

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