Joshua Mollner

Northwestern University - Kellogg School of Management

2211 Campus Drive

Evanston, IL 60208

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 21,140

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Top 21,140

in Total Papers Downloads

2,212

CITATIONS
Rank 17,290

SSRN RANKINGS

Top 17,290

in Total Papers Citations

28

Scholarly Papers (8)

1.

High-Frequency Trading and Market Performance

Number of pages: 126 Posted: 17 Oct 2015 Last Revised: 01 May 2019
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 759 (31,542)
Citation 13

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

Number of pages: 77 Posted: 22 May 2016 Last Revised: 21 Jun 2019
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 440 (63,986)
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 351 (83,541)
Citation 7

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 Research New York City
Downloads 266 (113,055)
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: 51 Posted: 24 May 2018 Last Revised: 29 Mar 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 155 (187,685)
Citation 1

Abstract:

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

6.

Lottery Equilibrium

Number of pages: 36 Posted: 25 Apr 2018
Joshua Mollner and E. Glen Weyl
Northwestern University - Kellogg School of Management and Microsoft Research New York City
Downloads 94 (272,377)

Abstract:

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

7.

Extended Proper Equilibrium

Number of pages: 34 Posted: 13 Sep 2017 Last Revised: 30 Aug 2018
Paul R. Milgrom and Joshua Mollner
Downloads 93 (274,345)

Abstract:

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equilibrium refinement, extended proper equilibrium, proper equilibrium

8.

Peloton Peers: The Effect of Targets on Performance

Number of pages: 36 Posted: 25 Dec 2015 Last Revised: 07 Feb 2019
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 54 (370,275)

Abstract:

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rank incentives, targets, peer competition, effort choice