Marlene Haas

Independent

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 12,109

SSRN RANKINGS

Top 12,109

in Total Papers Downloads

6,002

SSRN CITATIONS
Rank 29,008

SSRN RANKINGS

Top 29,008

in Total Papers Citations

9

CROSSREF CITATIONS

21

Scholarly Papers (9)

1.

Market Efficiency and Limits to Arbitrage: Evidence from the Volkswagen Short Squeeze

Journal of Financial Economics (Forthcoming)
Number of pages: 100 Posted: 01 Jun 2017 Last Revised: 09 Feb 2021
Imperial College London, Independent, Swiss Finance Institute and University of Kansas - School of Business
Downloads 2,023 (11,725)
Citation 5

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Limits to arbitrage, short selling, stock cornering, disclosure and securities regulation.

2.

Squeezing Shorts Through Social Media Platforms

Swiss Finance Institute Research Paper No. 21-31
Number of pages: 100 Posted: 12 Apr 2021 Last Revised: 27 Oct 2022
Imperial College London, Independent, Swiss Finance Institute, Universita della Svizzera italiana (USI Lugano) and University of Kansas - School of Business
Downloads 1,284 (23,449)
Citation 2

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Limits to arbitrage; Short selling; Short squeeze; Gamma squeeze; GameStop, Social media platforms, Retail investors

Anomalous Trading Prior to Lehman Brothers' Failure

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 424/2014
Number of pages: 48 Posted: 15 Mar 2014 Last Revised: 30 Mar 2016
Thomas Gehrig and Marlene Haas
University of Vienna and Independent
Downloads 457 (92,285)

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Price Discovery, Price Impact, Trading Volume, Low-Latency Trading

Lehman Brothers: Did Markets Know?

Number of pages: 74 Posted: 17 Jul 2014
Thomas Gehrig and Marlene Haas
University of Vienna and Independent
Downloads 150 (282,049)

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Lehman Brothers, Equity Bid-Ask Spread Decomposition, Informed Trading

Lehman Brothers: Did Markets Know?

Number of pages: 73 Posted: 12 May 2014
Thomas Gehrig and Marlene Haas
University of Vienna and Independent
Downloads 84 (425,209)

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Lehman Brothers: Did Markets Know?

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 74 Posted: 02 Jul 2014 Last Revised: 18 Jul 2014
Thomas Gehrig and Marlene Haas
University of Vienna and Independent
Downloads 68 (479,708)

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Lehman Brothers, bid-ask spread decomposition, informed trading, information contagion

Anomalous Trading Prior to Lehman Brothers' Failure

CEPR Discussion Paper No. DP11194
Number of pages: 51 Posted: 18 Apr 2016
Thomas Gehrig and Marlene Haas
University of Vienna and Independent
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low latency trading, price discovery, price impact, trading volume

Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907

Number of pages: 54 Posted: 08 Apr 2015 Last Revised: 08 Aug 2016
Caroline Fohlin, Thomas Gehrig and Marlene Haas
Emory University, University of Vienna and Independent
Downloads 557 (72,367)
Citation 13

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Microstructure, Panic, Information Asymmetry, Funding Illiquidity, Market Illiquidity, Fire Sales, Price Discovery

Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907

CEPR Discussion Paper No. DP10497
Number of pages: 46 Posted: 24 Mar 2015
Caroline Fohlin, Thomas Gehrig and Marlene Haas
Emory University, University of Vienna and Independent
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information risk, liquidity risk, price discovery, rumour-based panic

Equity Short Sales and Options: Complements or Substitutes?

Number of pages: 84 Posted: 16 Jul 2015 Last Revised: 15 Jan 2017
Marlene Haas
Independent
Downloads 311 (142,370)

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Trading restrictions, Short selling, Derivatives, Regulation

Equity Short Sales and Options: Complements or Substitutes?

Number of pages: 84 Posted: 14 Jan 2017
Marlene Haas
Independent
Downloads 73 (461,473)

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Trading restrictions, Short selling, Derivatives, Regulation

Equity Short Sales and Options: Complements or Substitutes?

28th Australasian Finance and Banking Conference
Number of pages: 57 Posted: 20 Aug 2015 Last Revised: 14 Jan 2017
Marlene Haas
Independent
Downloads 58 (520,346)

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Equity Short Sales, Bearish Option Strategies, Financial Market Stability

6.

Speed and Learning in High-Frequency Auctions

Journal of Financial Markets, Volume 54, June 2021, 100583
Number of pages: 32 Posted: 02 Mar 2016 Last Revised: 03 Jun 2021
Marlene Haas, Mariana Khapko and Marius Zoican
Independent, University of Toronto - Finance Area and University of Toronto at Mississauga - Department of Management
Downloads 431 (99,629)
Citation 4

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high-frequency trading, batch auction markets, liquidity, adverse selection

7.

CDS Market Transparency and Equity Market Quality

Number of pages: 32 Posted: 15 May 2015 Last Revised: 27 Aug 2020
Marlene Haas and Julia Reynolds
Independent and U.S. Securities and Exchange Commission
Downloads 326 (136,285)
Citation 2

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Market Transparency, Credit Default Swaps, Market Quality, Information Spillovers, Market Regulation

8.

Rumors and Runs in Opaque Markets: Evidence from Panic of 1907

CESifo Working Paper Series No. 6048
Number of pages: 55 Posted: 11 Oct 2016
Caroline Fohlin, Thomas Gehrig and Marlene Haas
Emory University, University of Vienna and Independent
Downloads 178 (244,019)

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microstructure, panic, information asymmetry, funding illiquidity, market illiquidity, fire sales, price discovery

9.

Lehman Brothers: What Did Markets Know?

CEPR Discussion Paper No. DP9893
Number of pages: 74 Posted: 02 Jun 2014
Thomas Gehrig and Marlene Haas
University of Vienna and Independent
Downloads 2 (922,095)
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adverse selection costs, bid ask spreads, contagion, systemic risk