Kolja Johannsen

University of Warwick, Warwick Business School, Students

PhD Student

West Midlands, CV4 7AL

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

363

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Toxic Arbitrage and Price Discovery

Number of pages: 43 Posted: 12 Apr 2017 Last Revised: 21 Nov 2017
Kolja Johannsen
University of Warwick, Warwick Business School, Students
Downloads 292 (130,671)

Abstract:

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Price Discovery, Arbitrage, Adverse Selection, High Frequency Trading

2.

Dead Cat Bounce - Demand Reversal Following the Bursting of a Bubble

Number of pages: 39 Posted: 04 May 2017
Kolja Johannsen
University of Warwick, Warwick Business School, Students
Downloads 71 (400,948)

Abstract:

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Asset pricing, bubbles, cumulative prospect theory, behavioral finance