Sven Panz

Goethe University Frankfurt - Faculty of Economics and Business Administration

Theodor-W.-Adorno-Platz 4

Frankfurt am Main, D-60325

Germany

SCHOLARLY PAPERS

6

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in Total Papers Downloads

963

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity

Number of pages: 32 Posted: 08 Mar 2018
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 306 (99,632)
Citation 1

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MiFID II/MiFIR, trading obligation, liquidity, trading volume

2.

Liquidity Provider Incentives in Fragmented Securities Markets

SAFE Working Paper No. 231
Number of pages: 48 Posted: 19 May 2017 Last Revised: 24 May 2019
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 214 (143,756)
Citation 4

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Liquidity, Trading Volume, Market Fragmentation, Liquidity Provider Incentives, Transaction Costs

3.

Managing Excess Volatility: Design and Effectiveness of Circuit Breakers

SAFE Working Paper No. 195
Number of pages: 38 Posted: 03 Feb 2017 Last Revised: 06 Feb 2018
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 182 (167,052)
Citation 2

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Circuit Breaker, Volatility Interruption, Volatility, Liquidity, Market Design

4.

Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets

SAFE Working Paper No. 196
Number of pages: 38 Posted: 27 Jan 2017 Last Revised: 06 Feb 2018
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 152 (195,220)
Citation 1

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Circuit Breaker, Volatility Interruption, Market Fragmentation, High-Frequency Trading, Stock Market, Regulation, Liquidity

5.

Circuit Breakers – A Survey Among International Trading Venues

SAFE Working Paper No. 197
Number of pages: 45 Posted: 07 Mar 2018
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 79 (310,273)

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6.

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

European Systemic Risk Board (ESRB) Working Paper Series, No. 27, October 2016
Number of pages: 36 Posted: 13 Oct 2017
Florian Glaser and Sven Panz
Karlsruhe Institute of Technology and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 30 (471,770)

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Systemic Illiquidity, Procyclicality, Collateral Haircuts