Markus Baldauf

University of British Columbia (UBC) - Division of Finance

2053 Main Mall

Vancouver, BC V6T 1Z2

Canada

SCHOLARLY PAPERS

6

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in Total Papers Downloads

3,673

SSRN CITATIONS
Rank 13,773

SSRN RANKINGS

Top 13,773

in Total Papers Citations

43

CROSSREF CITATIONS

35

Scholarly Papers (6)

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 1,259 (17,480)
Citation 23

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.

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
University of British Columbia (UBC) - Division of Finance, University of British Columbia (UBC) - Sauder School of Business and University of Chicago
Downloads 1,071 (22,317)
Citation 41

Abstract:

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Heterogeneous beliefs, climate change, real estate prices

3.

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 530 (58,066)
Citation 12

Abstract:

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

4.

Fast Trading on Fake News: The Role of Speed in Liquidity Provision

Number of pages: 53 Posted: 08 Aug 2015 Last Revised: 14 Aug 2020
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 417 (77,892)
Citation 9

Abstract:

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high-frequency trading, liquidity provision, speed heterogeneity

5.

Principal Trading Arrangements: When Are Common Contracts Optimal?

Number of pages: 64 Posted: 24 May 2018 Last Revised: 10 Aug 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 322 (104,727)
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.

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 74 (353,658)

Abstract:

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rank incentives, targets, peer competition, effort choice