Jördis Hengelbrock

University of Bonn - The Bonn Graduate School of Economics

Adenauerallee 24-26

Bonn, D-53113

Germany

SCHOLARLY PAPERS

6

DOWNLOADS
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1,706

CITATIONS
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Top 9,173

in Total Papers Citations

48

Scholarly Papers (6)

1.
Downloads 683 ( 28,216)
Citation 1

Market Response to Investor Sentiment

Number of pages: 26 Posted: 16 Feb 2009 Last Revised: 04 May 2010
Jördis Hengelbrock, Erik Theissen and Christian Westheide
University of Bonn - The Bonn Graduate School of Economics, University of Mannheim - Finance Area and University of Mannheim - Finance Area
Downloads 683 (27,769)
Citation 1

Abstract:

Investor Sentiment, Event Study, Return Predictability

Market Response to Investor Sentiment

Journal of Business Finance & Accounting, Vol. 40, Issue 7-8, pp. 901-917, 2013
Number of pages: 17 Posted: 15 Nov 2013
Jördis Hengelbrock, Erik Theissen and Christian Westheide
University of Bonn - The Bonn Graduate School of Economics, University of Mannheim - Finance Area and University of Mannheim - Finance Area
Downloads 0
Citation 1

Abstract:

investor sentiment, event study, return predictability

2.

Liquidity and Price Discovery in the European CO2 Futures Market: An Intraday Analysis

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33 Posted: 10 Sep 2008
Eva A. Benz and Jördis Hengelbrock
University of Bonn - Bonn Graduate School of Economics and University of Bonn - The Bonn Graduate School of Economics
Downloads 380 (56,044)
Citation 12

Abstract:

Tradable CO2 Emission Allowances, EU ETS, Price Discovery, Liquidity, Futures, Cross-Border Listings

3.

Price Discovery and Liquidity in the European CO2 Futures Market: An Intraday Analysis

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 31 Posted: 14 Oct 2008
Eva A. Benz and Jördis Hengelbrock
University of Bonn - Bonn Graduate School of Economics and University of Bonn - The Bonn Graduate School of Economics
Downloads 217 (110,840)
Citation 12

Abstract:

Tradable CO2 Emission Allowances, EU ETS, Price Discovery, Liquidity, Futures, Cross-Border Listings

4.
Downloads 150 (155,314)
Citation 6

Fourteen at One Blow: The Market Entry of Turquoise

Number of pages: 35 Posted: 16 Mar 2010
Jördis Hengelbrock and Erik Theissen
University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area
Downloads 90 (228,852)
Citation 6

Abstract:

Competition for order flow, trading volume, liquidity

Fourteen at One Blow: The Market Entry of Turquoise

Number of pages: 35 Posted: 19 Jan 2011
Jördis Hengelbrock and Erik Theissen
University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area
Downloads 60 (290,228)
Citation 6

Abstract:

Competition for Order Flow, Trading Volume, Liquidity

5.

Designated Sponsors and Bid-Ask Spreads on Xetra

Number of pages: 38 Posted: 06 Dec 2007 Last Revised: 17 Dec 2008
Jördis Hengelbrock
University of Bonn - The Bonn Graduate School of Economics
Downloads 133 (158,988)
Citation 1

Abstract:

Liquidity, Bid-Ask Spread, Spread Decomposition, Trade Indicator Models, Designated Sponsors, Designated Market Makers

6.

Liquidity and Price Discovery in the European C02 Futures Market: An Intraday Analysis

Number of pages: 30 Posted: 08 Jan 2009
Eva A. Benz and Jördis Hengelbrock
University of Bonn - Bonn Graduate School of Economics and University of Bonn - The Bonn Graduate School of Economics
Downloads 99 (200,630)
Citation 12

Abstract:

EU ETS, Tradable CO2 Emission Allowances, Price Discovery, Liquidity, Market Microstructure