Mannheim, 68131
Germany
University of Mannheim - Finance Area
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Asset Pricing, Fama, French, Carhart, Characteristics, Risk Factors, Value, Size, Momentum, Germany
Asset Pricing, Carhart, Fama, French, Germany, Characteristics, Momentum, Risk Factors, Size, Value
Insider trading, directors' dealings, corporate governance
Informed trading, market microstructure, trade classification
Informed trading, market microstructure, trade classification, PIN
Liquidity, intraday event study, resiliency
Investor Sentiment, Event Study, Return Predictability
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: JBFA.pdf Size: 174K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
investor sentiment, event study, return predictability
Price pressure hypothesis, Downward-sloping demand curves, event studies
Initial public offerings, underpricing, when-issued trading, asymmetric information, winner's curse, information production
Dividend Announcements, Market Efficiency, Ownership Structure, Agency Theory
Price impact, trading intensity, dynamic duration models, spread decomposition models, adverse selection risk
Competition, Fragmentation, Market Structure, Liquidity, Price Discovery
File name: JOES.pdf Size: 0K
Competition, Fragmentation, Liquidity, Market Structure, Price Discovery
Bitcoin, Cryptocurrencies, Market Integration, Liquidity, Bid-Ask Spread
cryptocurrencies, liquidity, horse race
Market size, liquidity, floor versus screen trading
Natural Experiment, Limit Order Book, Anonymity, Liquidity
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
Market microstructure, limit order trading, anonymity, transparency, liquidity
G10, G14, G24
Repurchases, Event Study, Selection Bias
File name: ABAC.pdf Size: 0K
Event study, Repurchases, Selection bias
Insider trading, directors' dealings, corporate governance, market efficiency
Insider trading, directors' dealings, accounting standards
Dark Trading, Fragmentation, Anonymity, Immediacy
Delisting, Downlisting, Frosta Decision, Liquidity
Business Cycle, Lead, Lag, Size, Value, Momentum
Underpricing, Bond Markets, Primary Market, EMU, Post-Crisis Regulation, ECB, Unconventional Monetary Policy, Quantitative Easing, Asset Purchase Programs, CSPP
Internalization, execution quality, adverse selection costs
Behavioral Finance, Weekend effect, Weather effect
Corporate announcements, disclosure, event studies
Competition for order flow, trading volume, liquidity
Competition for Order Flow, Trading Volume, Liquidity
overvaluation hypothesis, short selling constraints, divergence of opinion
Futures Markets, Cointegrated systems, Partially linear models, Nonparametric methods
liquidity, transaction costs, bid-ask spread, price impact
overconfidence, small and medium-sized enterprises, corporate investment, private companies
post-earnings-announcement drift, earnings autocorrelation, experimental asset markets
Competition between exchanges, bid-ask spread
File name: eufm.pdf Size: 161K
Adverse Selection Costs, Execution Quality, Internalization
cryptocurrencies, trading fees, market liquidity, maker-taker fees
Intangible Capital, Customer Satisfaction, Innovativity, ESG-Investing
post-earnings-announcement drift, trading frictions, experimental asset markets
Designated market makers, Call auctions
Bank distress, merger, growth, real e ects
File name: jbfa.pdf Size: 158K
File name: eufm.pdf Size: 175K
File name: EUFM.pdf Size: 0K
liquidity, limit order book, resiliency
File name: jbfa12036.pdf Size: 218K
dividend announcements, market efficiency, ownership structure, agency theory
