Simon Schmickler

Princeton University

Ph.D. Candidate

Princeton, NJ

United States

http://simonschmickler.com

  • Princeton University

SCHOLARLY PAPERS

5

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3

CROSSREF CITATIONS

4

Scholarly Papers (5)

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1.

Interacting Anomalies

Number of pages: 59 Posted: 05 Aug 2020 Last Revised: 06 Aug 2021
Karsten Müller and Simon Schmickler
National University of Singapore and Princeton University
Downloads 1,506 (20,168)
Citation 2

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Stock Market Anomalies, Multiple Testing, Double-Sorted Portfolios, Cross-Section of Returns

2.

High-Frequency Trading and Price Informativeness

SAFE Working Paper No. 248
Number of pages: 73 Posted: 24 Mar 2019 Last Revised: 20 Dec 2021
Jasmin Gider, Simon Schmickler and Christian Westheide
Tilburg University - Tilburg University School of Economics and Management, Princeton University and University of Vienna - Department of Finance
Downloads 457 (101,714)
Citation 4

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High-Frequency Trading, Price Efficiency, Information Acquisition, Information Production

3.

Identifying the Price Impact of Fire Sales Using High-Frequency Surprise Mutual Fund Flows

Number of pages: 47 Posted: 04 Dec 2019 Last Revised: 06 Aug 2020
Simon Schmickler
Princeton University
Downloads 323 (150,551)
Citation 2

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Mutual Fund Flows, Fire Sales, Price Pressure, Market Feedback Effects

4.

In Good Times and in Bad: High-Frequency Market Making Design, Liquidity, and Asset Prices

Number of pages: 75 Posted: 12 Oct 2022 Last Revised: 20 Mar 2023
Simon Schmickler and Pedro Tremacoldi-Rossi
Princeton University and Columbia University, Department of Economics
Downloads 193 (251,129)

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Market Making, High-Frequency Trading, Market Design, Liquidity, Crises

5.

Spillover Effects of Payouts on Asset Prices and Real Investment

Number of pages: 42 Posted: 14 Dec 2022
Simon Schmickler and Pedro Tremacoldi-Rossi
Princeton University and Columbia University, Department of Economics
Downloads 105 (405,307)

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Institutional Investors, Price Pressure, Market Feedback Effects, Payout, Dividends, Share Repurchases, Mergers and Acquisitions