Jördis Hengelbrock

University of Bonn - The Bonn Graduate School of Economics

Adenauerallee 24-26

Bonn, D-53113

Germany

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 25,302

SSRN RANKINGS

Top 25,302

in Total Papers Downloads

1,896

SSRN CITATIONS
Rank 16,920

SSRN RANKINGS

Top 16,920

in Total Papers Citations

16

CROSSREF CITATIONS

34

Scholarly Papers (6)

1.
Downloads 732 ( 34,548)
Citation 4

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 Vienna - Department of Finance
Downloads 732 (34,022)
Citation 3

Abstract:

Loading...

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 Vienna - Department of Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

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 415 (71,509)
Citation 11

Abstract:

Loading...

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 259 (120,750)
Citation 14

Abstract:

Loading...

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

4.
Downloads 191 (162,348)
Citation 11

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 100 (273,260)
Citation 10

Abstract:

Loading...

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 91 (290,839)
Citation 8

Abstract:

Loading...

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 165 (184,748)
Citation 1

Abstract:

Loading...

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 134 (219,397)
Citation 4

Abstract:

Loading...

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