Joshua Mollner

Northwestern University - Kellogg School of Management

2211 Campus Drive

Evanston, IL 60208

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 18,558

SSRN RANKINGS

Top 18,558

in Total Papers Downloads

2,660

SSRN CITATIONS
Rank 23,029

SSRN RANKINGS

Top 23,029

in Total Papers Citations

5

CROSSREF CITATIONS

28

Scholarly Papers (8)

1.

High-Frequency Trading and Market Performance

Journal of Finance, Forthcoming
Number of pages: 142 Posted: 17 Oct 2015 Last Revised: 16 Jan 2020
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 986 (22,812)
Citation 16

Abstract:

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high-frequency trading, order anticipation, quote fade, latency, information production, bid-ask spread, limit order book, non-cancellation delay, asymmetric delay, speed bump, frequent batch auctions

2.

Trading in Fragmented Markets

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 75 Posted: 22 May 2016 Last Revised: 06 Sep 2019
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 492 (58,477)
Citation 8

Abstract:

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exchange competition, fragmenation, high-frequency trading, liquidity, bid-ask spread

3.

Fast Trading on Fake News: The Role of Speed in Liquidity Provision

Number of pages: 50 Posted: 08 Aug 2015 Last Revised: 12 Dec 2018
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 376 (80,660)
Citation 8

Abstract:

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high-frequency trading, liquidity provision, speed heterogeneity

4.

Raffles

Number of pages: 23 Posted: 15 Feb 2017
Microsoft Research, Microsoft Research, Northwestern University - Kellogg School of Management and Microsoft
Downloads 285 (109,898)
Citation 1

Abstract:

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random assignment, cardinal utility, raffles, approximate Pareto efficiency, price of anarchy

5.

Contracting for Financial Execution

Number of pages: 57 Posted: 24 May 2018 Last Revised: 24 Dec 2019
Markus Baldauf, Christoph Frei and Joshua Mollner
University of British Columbia (UBC) - Division of Finance, University of Alberta - Department of Mathematical and Statistical Sciences and Northwestern University - Kellogg School of Management
Downloads 236 (134,216)
Citation 3

Abstract:

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Agency Conflict, Benchmark Manipulation, Dealer-Client Relationship, Foreign Exchange Fix, Front-Running, Pre-Trade Hedging, Principal Trading, Volume-Weighted Average Price, VWAP

6.

Extended Proper Equilibrium

Number of pages: 38 Posted: 13 Sep 2017 Last Revised: 16 Oct 2019
Paul R. Milgrom and Joshua Mollner
Downloads 112 (252,424)

Abstract:

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equilibrium refinement, trembles, extended proper equilibrium, proper equilibrium

7.

Lottery Equilibrium

Number of pages: 36 Posted: 25 Apr 2018
Joshua Mollner and E. Glen Weyl
Downloads 103 (267,593)

Abstract:

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lotteries, non-convex preferences, indivisibilities, existence of equilibrium

8.

Pedaling Peers: The Effect of Targets on Performance

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 45 Posted: 25 Dec 2015 Last Revised: 18 Sep 2019
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 70 (339,152)

Abstract:

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rank incentives, targets, peer competition, effort choice