Marlene Haas

Independent

No Address Available

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 18,213

SSRN RANKINGS

Top 18,213

in Total Papers Downloads

2,580

CITATIONS
Rank 31,523

SSRN RANKINGS

Top 31,523

in Total Papers Citations

12

Scholarly Papers (8)

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 - Faculty of Business, Economics, and Statistics and Independent
Downloads 442 (63,033)

Abstract:

Loading...

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 - Faculty of Business, Economics, and Statistics and Independent
Downloads 102 (259,943)

Abstract:

Loading...

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 - Faculty of Business, Economics, and Statistics and Independent
Downloads 69 (331,424)

Abstract:

Loading...

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 - Faculty of Business, Economics, and Statistics and Independent
Downloads 55 (372,924)

Abstract:

Loading...

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 - Faculty of Business, Economics, and Statistics and Independent
Downloads 0
  • Add to Cart

Abstract:

Loading...

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 - Faculty of Business, Economics, and Statistics and Independent
Downloads 490 (55,407)
Citation 12

Abstract:

Loading...

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 - Faculty of Business, Economics, and Statistics and Independent
Downloads 0
  • Add to Cart

Abstract:

Loading...

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 277 (107,847)

Abstract:

Loading...

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 64 (345,246)

Abstract:

Loading...

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 44 (411,781)

Abstract:

Loading...

Equity Short Sales, Bearish Option Strategies, Financial Market Stability

4.

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

Swiss Finance Institute Research Paper No. 17-64
Number of pages: 88 Posted: 01 Jun 2017 Last Revised: 17 Apr 2019
Imperial College London, Independent, Swiss Finance Institute and Vanderbilt University - Owen Graduate School of Management
Downloads 344 (85,582)
Citation 2

Abstract:

Loading...

Limits to arbitrage, short selling, stock cornering

5.

Speed and Learning in High-Frequency Auctions

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 36 Posted: 02 Mar 2016 Last Revised: 26 Oct 2018
Marlene Haas, Mariana Khapko and Marius Zoican
Independent, University of Toronto - Finance Area and University of Toronto - Rotman School of Management
Downloads 327 (90,562)
Citation 2

Abstract:

Loading...

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

6.

Illiquidity Contagion and Information Spillover from CDS to Equity Markets

Number of pages: 44 Posted: 15 May 2015 Last Revised: 10 Nov 2017
Marlene Haas and Julia Reynolds
Independent and University of Lugano - Institute of Finance
Downloads 245 (123,143)
Citation 1

Abstract:

Loading...

Illiquidity Spillovers, Price Impact, CDS Markets, Stock Markets

7.

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 - Faculty of Business, Economics, and Statistics and Independent
Downloads 119 (231,506)

Abstract:

Loading...

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

8.

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 - Faculty of Business, Economics, and Statistics and Independent
Downloads 2 (630,437)
  • Add to Cart

Abstract:

Loading...

adverse selection costs, bid ask spreads, contagion, systemic risk