Simon Schmickler

Princeton University

Ph.D. Candidate

Princeton, NJ

United States

http://simonschmickler.com

SCHOLARLY PAPERS

3

DOWNLOADS

390

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

High-Frequency Trading and Price Informativeness

SAFE Working Paper No. 248
Number of pages: 68 Posted: 24 Mar 2019 Last Revised: 15 Jul 2019
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 225 (148,916)
Citation 4

Abstract:

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

2.

Interacting Anomalies

Number of pages: 55 Posted: 05 Aug 2020
Karsten Müller and Simon Schmickler
Princeton University and Princeton University
Downloads 106 (277,895)

Abstract:

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

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 59 (391,513)

Abstract:

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