Joshua Mollner

Northwestern University - Kellogg School of Management

2211 Campus Drive

Evanston, IL 60208

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 17,393

SSRN RANKINGS

Top 17,393

in Total Papers Downloads

3,018

SSRN CITATIONS
Rank 21,825

SSRN RANKINGS

Top 21,825

in Total Papers Citations

10

CROSSREF CITATIONS

30

Scholarly Papers (8)

1.

High-Frequency Trading and Market Performance

Journal of Finance, Forthcoming
Number of pages: 142 Posted: 17 Oct 2015 Last Revised: 25 Jan 2020
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 1,199 (18,184)
Citation 20

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 516 (58,328)
Citation 11

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 405 (78,345)
Citation 9

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 302 (109,205)
Citation 1

Abstract:

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

5.

Principal Trading Arrangements

Number of pages: 64 Posted: 24 May 2018 Last Revised: 17 Apr 2020
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 289 (114,443)
Citation 3

Abstract:

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agency conflict, benchmark manipulation, dealer-client relationship, foreign exchange fix, front-running, market-on-close, 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 123 (247,680)
Citation 1

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 111 (268,649)

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 73 (347,674)

Abstract:

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rank incentives, targets, peer competition, effort choice