Markus Baldauf

University of British Columbia (UBC) - Sauder School of Business

2053 Main Mall

Vancouver, BC V6T 1Z2

Canada

http://https://www.sauder.ubc.ca/people/markus-baldauf

  • University of British Columbia (UBC) - Sauder School of Business

SCHOLARLY PAPERS

10

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8,129

SSRN CITATIONS
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SSRN RANKINGS

Top 5,414

in Total Papers Citations

310

CROSSREF CITATIONS

34

Scholarly Papers (10)

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1.

Does Climate Change Affect Real Estate Prices? Only If You Believe in It

Number of pages: 55 Posted: 11 Sep 2018 Last Revised: 04 Sep 2019
Markus Baldauf, Lorenzo Garlappi and Constantine Yannelis
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Chicago
Downloads 1,966 (16,431)
Citation 239

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Heterogeneous beliefs, climate change, real estate prices

2.

High-Frequency Trading and Market Performance

The Journal of Finance, volume 75, issue 3, 2020 [10.1111/jofi.12882]
Number of pages: 142 Posted: 17 Oct 2015 Last Revised: 19 Jul 2024
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Sauder School of Business and Northwestern University - Kellogg School of Management
Downloads 1,935 (16,821)
Citation 68

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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

3.

Block Trade Contracting

Journal of Financial Economics, volume 160, 2024 [10.1016/j.jfineco.2024.103901]
Number of pages: 90 Posted: 18 Feb 2021 Last Revised: 19 Jul 2024
Markus Baldauf, Christoph Frei and Joshua Mollner
University of British Columbia (UBC) - Sauder School of Business, University of Alberta - Department of Mathematical and Statistical Sciences and Northwestern University - Kellogg School of Management
Downloads 766 (64,698)
Citation 1

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

4.

Trading in Fragmented Markets

Journal of Financial and Quantitative Analysis, volume 56, issue 1, 2021 [10.1017/S0022109019000814]
Number of pages: 75 Posted: 22 May 2016 Last Revised: 19 Jul 2024
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Sauder School of Business and Northwestern University - Kellogg School of Management
Downloads 756 (65,833)
Citation 18

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

5.

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

Journal of Financial Markets, volume 58, 2022 [10.1016/j.finmar.2021.100621]
Number of pages: 61 Posted: 08 Aug 2015 Last Revised: 19 Jul 2024
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Sauder School of Business and Northwestern University - Kellogg School of Management
Downloads 626 (83,717)
Citation 9

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high-frequency trading, liquidity provision, speed heterogeneity

6.

Principal Trading Arrangements: When Are Common Contracts Optimal?

Management Science, volume 68, issue 4, 2022 [10.1287/mnsc.2021.4022]
Number of pages: 56 Posted: 24 May 2018 Last Revised: 19 Jul 2024
Markus Baldauf, Christoph Frei and Joshua Mollner
University of British Columbia (UBC) - Sauder School of Business, University of Alberta - Department of Mathematical and Statistical Sciences and Northwestern University - Kellogg School of Management
Downloads 573 (93,626)
Citation 3

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

7.

Competition and Information Leakage

Journal of Political Economy, volume 132, issue 5, 2024 [10.1086/727709]
Number of pages: 88 Posted: 28 Jan 2021 Last Revised: 19 Jul 2024
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Sauder School of Business and Northwestern University - Kellogg School of Management
Downloads 557 (97,049)
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

8.

Siphoned Apart: A Portfolio Perspective on Order Flow Segmentation

Journal of Financial Economics, volume 154, 2024 [10.1016/j.jfineco.2024.103807]
Number of pages: 44 Posted: 04 Aug 2022 Last Revised: 19 Jul 2024
Markus Baldauf, Joshua Mollner and Bart Zhou Yueshen
University of British Columbia (UBC) - Sauder School of Business, Northwestern University - Kellogg School of Management and Singapore Management University - Lee Kong Chian School of Business
Downloads 456 (123,668)
Citation 5

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order flow segmentation, payment for order flow, inventory management, market making, retail trading

9.

Profiting from Real Estate: So Easy a Congressman Can Do It

Number of pages: 71 Posted: 08 Apr 2021 Last Revised: 26 May 2022
Markus Baldauf, Jack Y Favilukis, Lorenzo Garlappi and Keling Zheng
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Division of Finance, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Division of Finance
Downloads 391 (147,801)

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Real estate, housing returns, U.S. Congress, politicians

10.

Pedaling Peers: The Effect of Targets on Performance

Journal of Economic Behavior & Organization, volume 167, 2019 [10.1016/j.jebo.2019.09.018]
Number of pages: 45 Posted: 25 Dec 2015 Last Revised: 19 Jul 2024
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Sauder School of Business and Northwestern University - Kellogg School of Management
Downloads 103 (500,428)

Abstract:

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rank incentives, targets, peer competition, effort choice