Marlene Haas

Independent

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 11,158

SSRN RANKINGS

Top 11,158

in Total Papers Downloads

8,688

TOTAL CITATIONS
Rank 25,219

SSRN RANKINGS

Top 25,219

in Total Papers Citations

51

Scholarly Papers (10)

Actions:
Email selected abstracts
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
Franklin Allen, Marlene Haas, Eric Nowak and Angel Tengulov
Imperial College London, Independent, Swiss Finance Institute and University of Kansas - School of Business
Downloads 2,474 (11,913)
Citation 16

Abstract:

Loading...

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: 99 Posted: 12 Apr 2021 Last Revised: 21 Aug 2024
Franklin Allen, Marlene Haas, Eric Nowak, Matteo Pirovano and Angel Tengulov
Imperial College London, Independent, Swiss Finance Institute, Universita della Svizzera italiana (USI Lugano) and University of Kansas - School of Business
Downloads 2,438 (12,189)
Citation 10

Abstract:

Loading...

Limits to arbitrage; Short squeeze; GameStop; Market misconduct; Social media platforms; Retail investors

3.

Anomalous Trading Prior to Lehman Brothers' Failure

Downloads 930 (52,059)

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 501 (114,539)

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 and Independent
Downloads 190 (322,358)

Abstract:

Loading...

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

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 122 (469,111)

Abstract:

Loading...

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

Lehman Brothers: Did Markets Know?

Number of pages: 73 Posted: 12 May 2014
Thomas Gehrig and Marlene Haas
University of Vienna and Independent
Downloads 115 (491,254)

Abstract:

Loading...

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
Downloads 2 (1,309,197)
  • Add to Cart

Abstract:

Loading...

low latency trading, price discovery, price impact, trading volume

4.

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

Downloads 642 (85,137)
Citation 14

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 641 (84,127)
Citation 13

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 and Independent
Downloads 1 (1,320,108)
Citation 1
  • Add to Cart

Abstract:

Loading...

information risk, liquidity risk, price discovery, rumour-based panic

5.

Equity Short Sales and Options: Complements or Substitutes?

Downloads 538 (106,313)

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 350 (173,856)

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 104 (529,957)

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 84 (610,309)

Abstract:

Loading...

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 Calgary - Haskayne School of Business
Downloads 529 (108,555)
Citation 9

Abstract:

Loading...

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

7.

How Prevalent Are Short Squeezes? Evidence From the US and Europe

Swiss Finance Institute Research Paper No. 23-63
Number of pages: 62 Posted: 02 Aug 2023 Last Revised: 11 Dec 2024
Franklin Allen, Marlene Haas, Matteo Pirovano and Angel Tengulov
Imperial College London, Independent, Universita della Svizzera italiana (USI Lugano) and University of Kansas - School of Business
Downloads 489 (119,309)

Abstract:

Loading...

Short squeeze, stock cornering, market misconduct, disclosure and securities regulation

8.

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 388 (156,403)
Citation 2

Abstract:

Loading...

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

9.

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 256 (243,230)

Abstract:

Loading...

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

10.

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 4 (1,238,544)
  • Add to Cart

Abstract:

Loading...

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