Joshua Mollner

Northwestern University - Kellogg School of Management

2211 Campus Drive

Evanston, IL 60208

United States

  • Northwestern University - Kellogg School of Management

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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SSRN RANKINGS

Top 12,860

in Total Papers Citations

82

CROSSREF CITATIONS

28

Scholarly Papers (11)

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1.

High-Frequency Trading and Market Performance

Journal of Finance, Vol. 75, No. 3, pp. 1495–1526
Number of pages: 142 Posted: 17 Oct 2015 Last Revised: 10 Nov 2020
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 1,788 (16,851)
Citation 66

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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, Vol. 56, No. 1 (February 2021), pp. 93–121.
Number of pages: 75 Posted: 22 May 2016 Last Revised: 14 Jan 2021
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 687 (66,207)
Citation 25

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

3.

Principal Trading Arrangements: Optimality under Temporary and Permanent Price Impact

Number of pages: 79 Posted: 18 Feb 2021 Last Revised: 12 Jun 2023
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 601 (78,344)
Citation 1

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agency conflict, block trading, contracting, dealer-client relationship, price impact

4.

Fast Traders Make a Quick Buck: The Role of Speed in Liquidity Provision

Journal of Financial Markets, Vol. 58 (March 2022), Art. 100621
Number of pages: 61 Posted: 08 Aug 2015 Last Revised: 21 Mar 2022
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 565 (84,651)
Citation 9

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high-frequency trading, liquidity provision, speed heterogeneity

5.

Principal Trading Arrangements: When Are Common Contracts Optimal?

Management Science, Vol. 68, No. 4, pp. 3112–3128
Number of pages: 56 Posted: 24 May 2018 Last Revised: 03 May 2022
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 543 (88,941)
Citation 3

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benchmark manipulation, dealer-client agency conflict, front-running, principal trading, volume-weighted average price (VWAP)

6.

Competition and Information Leakage

Journal of Political Economy (Forthcoming)
Number of pages: 88 Posted: 28 Jan 2021 Last Revised: 28 Jul 2023
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 413 (123,476)
Citation 1

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counterparty search, over-the-counter (OTC) markets, request for quotes (RFQ), trading platform design, information design, price impact, front-running

7.

Approximately Efficient Resource Allocation: A Theoretical and Experimental Evaluation

Number of pages: 40 Posted: 15 Feb 2017 Last Revised: 16 Jun 2023
Nicole Immorlica, Robizon Khubulashvili, Sera Linardi, Brendan Lucier, Joshua Mollner and E. Glen Weyl
Microsoft Research, University of San Francisco, University of Pittsburgh, Microsoft Research, Northwestern University - Kellogg School of Management and Plural Technology Collaboratory, Microsoft Research Special Projects
Downloads 408 (125,189)
Citation 2

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

8.

Siphoned Apart: A Portfolio Perspective on Order Flow Segmentation

Number of pages: 70 Posted: 04 Aug 2022 Last Revised: 28 Mar 2023
Markus Baldauf, Joshua Mollner and Bart Zhou Yueshen
University of British Columbia (UBC) - Division of Finance, Northwestern University - Kellogg School of Management and Singapore Management University - Lee Kong Chian School of Business
Downloads 385 (133,803)

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order flow segmentation, payment for order flow, inventory management, market maker, retail investor

9.

Extended Proper Equilibrium

Journal of Economic Theory, Vol. 194 (June 2021), Art. 105258
Number of pages: 60 Posted: 13 Sep 2017 Last Revised: 21 Mar 2022
Paul R. Milgrom and Joshua Mollner
Stanford University and Northwestern University - Kellogg School of Management
Downloads 328 (159,298)
Citation 1

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equilibrium refinement, trembles, extended proper equilibrium, proper equilibrium, generalized second-price auction

10.

Lottery Equilibrium

Number of pages: 36 Posted: 25 Apr 2018
Joshua Mollner and E. Glen Weyl
Northwestern University - Kellogg School of Management and Plural Technology Collaboratory, Microsoft Research Special Projects
Downloads 179 (286,831)

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

11.

Pedaling Peers: The Effect of Targets on Performance

Journal of Economic Behavior and Organization, Vol. 167, pp. 90–103
Number of pages: 45 Posted: 25 Dec 2015 Last Revised: 10 Nov 2020
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 98 (457,390)

Abstract:

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rank incentives, targets, peer competition, effort choice