Oliver Hansch

Pennsylvania State University

609C Business Administration Building

University Park, PA 16802

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 13,869

SSRN RANKINGS

Top 13,869

in Total Papers Downloads

3,393

CITATIONS
Rank 8,406

SSRN RANKINGS

Top 8,406

in Total Papers Citations

66

Scholarly Papers (6)

1.

The Informational Content of an Open Limit Order Book

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 4311
Number of pages: 38 Posted: 19 Jul 2004
Charles Cao, Oliver Hansch and Xiaoxin Wang Beardsley
Pennsylvania State University, Pennsylvania State University and Southern Illinois University
Downloads 1,976 (7,249)
Citation 54

Abstract:

Loading...

Limit order book, price discovery, order placement strategy, demand and supply

2.

Island Tides: Exploring Ecn Liquidity

EFMA 2003 Helsinki Meetings
Number of pages: 32 Posted: 21 Jun 2003
Oliver Hansch
Pennsylvania State University
Downloads 460 (60,722)
Citation 3

Abstract:

Loading...

3.
Downloads 331 ( 74,242)
Citation 3

Persistence of Beliefs in an Investment Experiment

EFA 2008 Athens Meetings Paper
Number of pages: 34 Posted: 04 Feb 2008 Last Revised: 19 Jun 2008
K. Jeremy Ko and Oliver Hansch
Securities and Exchange Commission and Pennsylvania State University
Downloads 242 (124,255)
Citation 2

Abstract:

Loading...

Experimental finance; Behavioral finance, Information processing, Confirmatory Bias, Momentum

Persistence of Beliefs in an Investment Experiment

Number of pages: 36 Posted: 17 Mar 2009
K. Jeremy Ko and Oliver Hansch
Securities and Exchange Commission and Pennsylvania State University
Downloads 89 (284,704)

Abstract:

Loading...

Experimental finance, Behavioral finance, Information processing, Confirmatory Bias, Momentum

Preferencing, Internalization, Best Execution and Dealer Profits

Number of pages: 53 Posted: 06 Dec 1997
Oliver Hansch, S. Viswanathan and Narayan Y. Naik
Pennsylvania State University, Duke University - Fuqua School of Business and London Business School - Institute of Finance and Accounting
Downloads 378 (76,047)
Citation 49

Abstract:

Loading...

Preferencing, Internalization, Best Execution, and Dealer Profits

Journal of Finance
Posted: 08 Aug 1998
Oliver Hansch, S. Viswanathan and Narayan Y. Naik
Pennsylvania State University, Duke University - Fuqua School of Business and London Business School - Institute of Finance and Accounting

Abstract:

Loading...

Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange

Number of pages: 60 Posted: 03 Sep 1997
Oliver Hansch, S. Viswanathan and Narayan Y. Naik
Pennsylvania State University, Duke University - Fuqua School of Business and London Business School - Institute of Finance and Accounting
Downloads 248 (121,197)
Citation 64

Abstract:

Loading...

Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange

Journal of Finance
Posted: 19 Mar 1998
Oliver Hansch, S. Viswanathan and Narayan Y. Naik
Pennsylvania State University, Duke University - Fuqua School of Business and London Business School - Institute of Finance and Accounting

Abstract:

Loading...

6.

Strategic Trading by Market Makers on the London Stock Exchange

IFA Working Paper 224-1996
Posted: 28 Jun 1998
Oliver Hansch and Anthony Neuberger
Pennsylvania State University and City University London - Faculty of Finance

Abstract:

Loading...