Tim Baumgartner

University of Ulm - Department of Mathematics and Economics

Helmholtzstr. 22

Ulm, D-89081

Germany

  • University of Ulm - Department of Mathematics and Economics

SCHOLARLY PAPERS

2

DOWNLOADS

313

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Has Manipulation in the VIX Decreased?

Number of pages: 73 Posted: 09 Jul 2021 Last Revised: 11 Mar 2022
Tim Baumgartner and Andre Guettler
University of Ulm - Department of Mathematics and Economics and Ulm University - Department of Mathematics and Economics
Downloads 177 (259,992)

Abstract:

Loading...

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

2.

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: 63 Posted: 28 Oct 2022 Last Revised: 19 Dec 2022
Tim Baumgartner and Andre Guettler
University of Ulm - Department of Mathematics and Economics and Ulm University - Department of Mathematics and Economics
Downloads 136 (323,017)

Abstract:

Loading...

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