Markus Baldauf

University of British Columbia (UBC) - Division of Finance

2053 Main Mall

Vancouver, BC V6T 1Z2

Canada

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 17,058

SSRN RANKINGS

Top 17,058

in Total Papers Downloads

2,904

SSRN CITATIONS
Rank 18,168

SSRN RANKINGS

Top 18,168

in Total Papers Citations

11

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: 16 Jan 2020
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Northwestern University - Kellogg School of Management
Downloads 981 (23,051)
Citation 16

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 New York University Leonard N. Stern School of Business
Downloads 751 (33,668)
Citation 18

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 491 (58,646)
Citation 8

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: 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 376 (80,655)
Citation 8

Abstract:

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high-frequency trading, liquidity provision, speed heterogeneity

5.

Contracting for Financial Execution

Number of pages: 57 Posted: 24 May 2018 Last Revised: 24 Dec 2019
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 235 (134,178)
Citation 3

Abstract:

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Agency Conflict, Benchmark Manipulation, Dealer-Client Relationship, Foreign Exchange Fix, Front-Running, 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 70 (339,034)

Abstract:

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rank incentives, targets, peer competition, effort choice