Tim Baumgartner

University of Ulm - Department of Mathematics and Economics

Helmholtzstr. 22

Ulm, D-89081

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

542

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Trust in a Trustless Network: The Case of the Bitcoin Flash Crash on May 19, 2021

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 62 Posted: 28 Oct 2022 Last Revised: 28 Apr 2023
Tim Baumgartner and Andre Guettler
University of Ulm - Department of Mathematics and Economics and Ulm University - Department of Mathematics and Economics
Downloads 334 (168,627)

Abstract:

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Cryptocurrency, Bitcoin, Derivatives, Market Crash, Binance, Crypto Exchange, Trading Outage, Fraud, Extreme Volatility, Benford's Law

2.

Has Manipulation in the VIX Decreased?

Number of pages: 73 Posted: 09 Jul 2021 Last Revised: 05 May 2023
Tim Baumgartner and Andre Guettler
University of Ulm - Department of Mathematics and Economics and Ulm University - Department of Mathematics and Economics
Downloads 208 (270,822)

Abstract:

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VIX, Market Manipulation, Expiration Day Effects, Volatility, Settlement Design, Term Structure