Markus Gsell

Goethe University Frankfurt Faculty of Economics and Business Administration

Research Assistant

Grueneburgplatz 1

Frankfurt am Main, 60323

Germany

http://www.efinance.wiwi.uni-frankfurt.de/index.php?id=199

SCHOLARLY PAPERS

9

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Scholarly Papers (9)

1.

Is Algorithmic Trading Distinctively Different? Assessing its Behavior in Comparison to Informed, Momentum and Noise Traders

Number of pages: 25 Posted: 10 Jun 2008 Last Revised: 09 Mar 2009
Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 840 (27,281)

Abstract:

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Algorithmic Trading, Simulation

2.

Algorithmic Trading Engines Versus Human Traders – Do They Behave Different in Securities Markets?

Proceedings of the 17th European Conference on Information Systems (ECIS); Verona, Italy
Posted: 22 Sep 2009
Markus Gsell and Peter Gomber
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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electronic markets, algorithmic trading, order submission, securities trading

3.

Technological Innovations in Securities Trading: The Adoption of Algorithmic Trading

Proceedings of the 13th Pacific Asia Conference on Information Systems (PACIS); Hyderabad, India
Posted: 22 Sep 2009
Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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adoption, task-technology fit, partial least squares, IT innovation

4.

Algorithmic Activity on Xetra

Journal of Trading, Summer 2009
Posted: 18 Nov 2008 Last Revised: 03 Jun 2009
Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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Securities Trading, Algorithmic Trading, Order Submission

Facing New Regulatory Frameworks in Securities Trading

Posted: 10 Jun 2008
Peter-Jan Engelen, Peter Gomber and Markus Gsell
Utrecht University - School of Economics, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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ATS, Securities Regulation, Functional Approach, Best Execution, MiFID

Facing New Regulatory Frameworks in Securities Trading

Competition and Regulation in Network Industries, Vol. 1, No. 4, pp. 487-496, December 2006
Posted: 12 Jun 2008
Peter-Jan Engelen, Peter Gomber and Markus Gsell
Utrecht University - School of Economics, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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ATS, Securities Regulation, Functional Approach, Best Execution, MiFID

Catching Up with Technology - The Impact of Regulatory Changes on ECNs/MTFs and the Trading Venue Landscape in Europe

Posted: 09 Jun 2008
Peter Gomber and Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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Catching Up with Technology - the Impact of Regulatory Changes on Ecns/Mtfs and the Trading Venue Landscape in Europe

Competition and Regulation in Network Industries, Vol. 1, No. 4, pp. 535-557, December 2006
Posted: 12 Jun 2008 Last Revised: 16 Jun 2008
Peter Gomber and Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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Securities Markets, Algorithmic Trading, MiFiD, Regulation, MTF, ECN, ATS

7.

A New Basic Law for Securities Trading in Europe

Posted: 09 Jun 2008 Last Revised: 21 Jul 2008
Peter Gomber and Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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MiFID, Securities markets regulation

8.

Investigating the Buy-Side's Adoption Decision for Technology-Driven Execution Opportunities - An Extension of TAM for an Organizational Adoption Context

Posted: 21 May 2008
Bartholomäus Ende and Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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Adoption Models, Information Systems Innovation, TAM

9.

Assessing the Impact of Algorithmic Trading on Markets: A Simulation Approach

Posted: 19 May 2008 Last Revised: 22 May 2008
Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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autonomous agents, economic models of IT impact on organisations & markets, emerging technologies, financial services