Author Page for Erik Theissen

Beta and Returns Revisited: Evidence from the German Stock Market

Number of pages: 32 Posted: 06 Mar 2000

Ralf Elsas, Mahmoud El-Shaer and Erik Theissen

Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management), Salomon Brothers International Ltd. and University of Mannheim - Finance Area

Downloads 1,396 (12,831)

Citation 25

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2.

The Cross-Section of German Stock Returns: New Data and New Evidence

Downloads 1,180 ( 16,636)

Citation 8

2

The Cross-Section of German Stock Returns: New Data and New Evidence

Number of pages: 36 Posted: 04 Aug 2010

Sabine Artmann, Philipp Finter, Alexander Kempf, Stefan Koch and Erik Theissen

University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of Finance, University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Bonn and University of Mannheim - Finance Area

Downloads 763 (30,834)

Citation 15

Abstract:

The Cross-Section of German Stock Returns: New Data and New Evidence

Schmalenbach Business Review, Vol. 64, January 2012, pp. 20-43

Number of pages: 24 Posted: 04 Apr 2012

Sabine Artmann, Philipp Finter, Alexander Kempf, Stefan Koch and Erik Theissen

University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of Finance, University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area

Downloads 417 (67,650)

Abstract:

3.

Insider Trading and Corporate Governance - the Case of Germany

Number of pages: 35 Posted: 25 Apr 2005

Erik Theissen and André Betzer

University of Mannheim - Finance Area and BUW- Schumpeter School of Business and Economics

Downloads 1,032 (20,290)

Citation 1

Abstract:

4.

Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?

Downloads 795 ( 29,600)

2

Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?

Number of pages: 39 Posted: 03 Mar 2006

Ekkehart Boehmer, Joachim Grammig and Erik Theissen

Singapore Management University - Lee Kong Chian School of Business, Eberhard Karls Universitaet Tübingen and University of Mannheim - Finance Area

Downloads 795 (29,115)

Citation 40

Abstract:

Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?

Journal of Financial Markets, Vol. 10, pp. 26-47, 2006

Posted: 25 Oct 2006

Joachim Grammig, Ekkehart Boehmer and Erik Theissen

Eberhard Karls Universitaet Tübingen, Singapore Management University - Lee Kong Chian School of Business and University of Mannheim - Finance Area

Abstract:

5.

Zooming in on Liquidity

EFA 2004 Maastricht Meetings Paper No. 1805

Number of pages: 36 Posted: 01 Jul 2004

Peter Gomber, Uwe Schweickert and Erik Theissen

Goethe University Frankfurt Faculty of Economics and Business Administration, Deutsche Börse AG and University of Mannheim - Finance Area

Downloads 751 (32,022)

Citation 18

Abstract:

6.

Market Response to Investor Sentiment

Downloads 728 ( 33,383)

Citation 2

2

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 728 (32,875)

Abstract:

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

Citation 2

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Abstract:

7.

Market Structure, Informational Efficiency and Liquidity: An Experimental Comparison of Auction and Dealer Markets

Number of pages: 48 Posted: 17 Apr 1998

Erik Theissen

University of Mannheim - Finance Area

Downloads 693 (35,723)

Citation 18

Abstract:

8.

Floor Versus Screen Trading: Evidence from the German Stock Market

Number of pages: 37 Posted: 25 Jan 2000

Erik Theissen

University of Mannheim - Finance Area

Downloads 524 (51,515)

Citation 13

Abstract:

9.

Who Knows What When? - the Information Content of Pre-Ipo Market Prices

EFA 2002 Berlin Meetings Presented Paper

Number of pages: 27 Posted: 11 Mar 2002

Gunter Löffler, Patrick Panther and Erik Theissen

Ulm University, Johann Wolfgang Goethe Universitat and University of Mannheim - Finance Area

Downloads 523 (51,636)

Citation 25

Abstract:

10.

The Price Pressure Hypothesis Revisited: Evidence from Tax-Induced Selling

29th International Conference of the French Finance Association (AFFI) 2012

Number of pages: 17 Posted: 01 Oct 2012

Erik Theissen and Meta Zaehres

University of Mannheim - Finance Area and affiliation not provided to SSRN

Downloads 483 (57,111)

Abstract:

11.

Time and the Price Impact of a Trade: A Structural Approach

Working Paper University of Mannheim and University of Tübingen

Number of pages: 38 Posted: 05 Mar 2007 Last Revised: 21 Mar 2011

Oliver Wuensche, Erik Theissen and Joachim Grammig

UBS AG - Quantitative Risk Methodology, University of Mannheim - Finance Area and Eberhard Karls Universitaet Tübingen

Downloads 482 (57,252)

Citation 2

Abstract:

12.

Dividend Announcements Reconsidered: Dividend Changes versus Dividend Surprises

Downloads 457 ( 61,339)

Citation 5

2

Dividend Announcements Reconsidered: Dividend Changes versus Dividend Surprises

Number of pages: 36 Posted: 23 Feb 2011

Christian Andres, André Betzer, Inga van den Bongard, Christian Haesner and Erik Theissen

WHU - Otto Beisheim School of Management, BUW- Schumpeter School of Business and Economics, University of Mannheim - Finance Area, WHU - Otto Beisheim School of Management and University of Mannheim - Finance Area

Downloads 296 (100,836)

Citation 3

Abstract:

Dividend Announcements Reconsidered: Dividend Changes Versus Dividend Surprises

29th International Conference of the French Finance Association (AFFI) 2012

Number of pages: 37 Posted: 05 Nov 2012

Christian Andres, André Betzer, Inga van den Bongard, Christian Haesner and Erik Theissen

WHU - Otto Beisheim School of Management, BUW- Schumpeter School of Business and Economics, University of Mannheim - Finance Area, WHU - Otto Beisheim School of Management and University of Mannheim - Finance Area

Downloads 161 (182,148)

Citation 2

Abstract:

13.

Competition Between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate

Downloads 366 ( 79,683)

Citation 11

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Competition Between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate

SAFE Working Paper No. 35, Forthcoming in the Journal of Economic Surveys

Number of pages: 32 Posted: 03 Dec 2013 Last Revised: 28 Aug 2016

Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide

Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance, University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Vienna - Department of Finance

Downloads 365 (79,241)

Citation 7

Abstract:

Competition between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate

Journal of Economic Surveys, Vol. 31, Issue 3, pp. 792-814, 2017

Number of pages: 23 Posted: 12 Jun 2017

Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide

Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance, University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Vienna - Department of Finance

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Citation 6

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Abstract:

14.

Trader Anonymity, Price Formation and Liquidity

EFA 0263

Number of pages: 39 Posted: 11 Dec 2000

Erik Theissen

University of Mannheim - Finance Area

Downloads 303 (98,481)

Citation 15

Abstract:

15.

Does Anonymity Matter in Electronic Limit Order Markets?

Downloads 289 (103,657)

Citation 20

3

Does Anonymity Matter in Electronic Limit Order Markets?

EFA 2003 Annual Conference Paper No. 377

Number of pages: 58 Posted: 31 Jul 2003

Thierry Foucault, Sophie Moinas and Erik Theissen

HEC Paris - Finance Department, Toulouse School of Economics and University of Mannheim - Finance Area

Downloads 254 (118,241)

Abstract:

Does Anonymity Matter in Electronic Limit Order Markets?

CEPR Discussion Paper No. 4091

Number of pages: 61 Posted: 04 Dec 2003

Thierry Foucault, Sophie Moinas and Erik Theissen

HEC Paris - Finance Department, Toulouse School of Economics and University of Mannheim - Finance Area

Downloads 35 (449,574)

Citation 36

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Abstract:

Does Anonymity Matter in Electronic Limit Order Markets?

Review of Financial Studies, Vol. 20, No. 5, 2007

Posted: 26 Jun 2008

Thierry Foucault, Sophie Moinas and Erik Theissen

HEC Paris - Finance Department, Toulouse School of Economics and University of Mannheim - Finance Area

Abstract:

16.

The Anatomy of a Call Market: Evidence from Germany

Number of pages: 38 Posted: 15 Nov 1999

Carl-Heinrich Kehr, Jan Pieter Krahnen and Erik Theissen

BankBetriebsWirtschaft Jacob & Co. KG, Faculty of Economics and Business Administration and University of Mannheim - Finance Area

Downloads 284 (105,644)

Citation 13

Abstract:

17.

Delays in Trade Reporting By Corporate Insiders

Number of pages: 26 Posted: 06 Mar 2007 Last Revised: 01 Mar 2008

Erik Theissen and André Betzer

University of Mannheim - Finance Area and BUW- Schumpeter School of Business and Economics

Downloads 270 (111,440)

Abstract:

18.

Organized Equity Markets in Germany

CFS Working Paper No. 2003/17

Number of pages: 36 Posted: 26 Aug 2003

Erik Theissen

University of Mannheim - Finance Area

Downloads 266 (113,166)

Citation 5

Abstract:

19.

Stealth Trading and Trade Reporting by Corporate Insiders

Forthcoming, Review of Finance

Number of pages: 60 Posted: 17 Jan 2010 Last Revised: 03 Feb 2014

André Betzer, Jasmin Gider, Daniel Metzger and Erik Theissen

BUW- Schumpeter School of Business and Economics, Tilburg University - School of Economics and Management, Stockholm School of Economics - Department of Finance and University of Mannheim - Finance Area

Downloads 259 (116,369)

Citation 1

Abstract:

20.

Open Market Share Repurchases in Germany: A Conditional Event Study Approach

Downloads 244 (123,683)

2

Open Market Share Repurchases in Germany: A Conditional Event Study Approach

Forthcoming Abacus, A Journal of Accounting, Finance and Business Studies

Number of pages: 35 Posted: 18 Jul 2014 Last Revised: 08 Apr 2016

Christian Andres, André Betzer, Markus Doumet and Erik Theissen

WHU - Otto Beisheim School of Management, BUW- Schumpeter School of Business and Economics, BUW- Schumpeter School of Business and Economics and University of Mannheim - Finance Area

Downloads 243 (123,688)

Abstract:

Open Market Share Repurchases in Germany: A Conditional Event Study Approach

Abacus, Vol. 54, Issue 4, pp. 417-444, 2018

Number of pages: 28 Posted: 26 Dec 2018

Christian Andres, André Betzer, Markus Doumet and Erik Theissen

WHU - Otto Beisheim School of Management, BUW- Schumpeter School of Business and Economics, BUW- Schumpeter School of Business and Economics and University of Mannheim - Finance Area

Downloads 1 (675,558)

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Abstract:

21.

GDP Mimicking Portfolios and the Cross-Section of Stock Returns

Number of pages: 65 Posted: 01 May 2013

Tim Alexander Kroencke, Felix Schindler, Steffen P. Sebastian and Erik Theissen

University of Neuchatel - Institute of Financial Analysis, Steinbeis University Berlin - Center for Real Estate Studies, University of Regensburg - International Real Estate Business School (IREBS) and University of Mannheim - Finance Area

Downloads 237 (127,387)

Abstract:

22.

Bitcoin Exchange Rates: How Integrated are Markets?

Number of pages: 49 Posted: 07 Oct 2018 Last Revised: 03 Jul 2019

Alexander Brauneis, Roland Mestel, Ryan Riordan and Erik Theissen

University of Klagenfurt, University of Graz, Smith School of Business and University of Mannheim - Finance Area

Downloads 234 (129,077)

Citation 1

Abstract:

23.

Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil (Wealth Effects of Delistings by German Firms after the Frosta Decision)

Number of pages: 39 Posted: 18 Sep 2015

Markus Doumet, Peter Limbach and Erik Theissen

BUW- Schumpeter School of Business and Economics, University of Cologne and Centre for Financial Research (CFR) and University of Mannheim - Finance Area

Downloads 233 (129,636)

Abstract:

24.

Is Best Really Better? Internalization in Xetra Best

Number of pages: 32 Posted: 05 Apr 2005

Joachim Grammig and Erik Theissen

Eberhard Karls Universitaet Tübingen and University of Mannheim - Finance Area

Downloads 231 (130,714)

Citation 1

Abstract:

25.

An Analysis of Private Investors' Stock Market Return Forecasts

EFMA 2004 Basel Meetings Paper

Number of pages: 22 Posted: 28 May 2004

Erik Theissen

University of Mannheim - Finance Area

Downloads 219 (137,626)

Citation 5

Abstract:

26.

Spoilt for Choice: Order Routing Decisions in Fragmented Equity Markets

SAFE Working Paper No. 143

Number of pages: 41 Posted: 17 Sep 2016 Last Revised: 22 Sep 2016

Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide

Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance, University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Vienna - Department of Finance

Downloads 206 (145,780)

Citation 5

Abstract:

27.

Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory

EFA 2006 Zurich Meetings Paper

Number of pages: 34 Posted: 01 Jun 2006

Gerlinde Fellner-Röhling and Erik Theissen

University of Ulm - Department of Mathematics and Economics and University of Mannheim - Finance Area

Downloads 198 (151,323)

Citation 5

Abstract:

28.

A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices

Downloads 193 (155,041)

Citation 1

2

A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices

Number of pages: 22 Posted: 04 Mar 2008

Juergen Gaul and Erik Theissen

University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area

Downloads 106 (253,063)

Citation 1

Abstract:

A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices

Number of pages: 21 Posted: 27 Feb 2007

Juergen Gaul and Erik Theissen

University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area

Downloads 87 (288,790)

Citation 1

Abstract:

29.

Fourteen at One Blow: The Market Entry of Turquoise

Downloads 188 (158,712)

Citation 10

2

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 (263,600)

Citation 6

Abstract:

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 88 (286,686)

Citation 9

Abstract:

30.

The Market Reaction to Corporate Disclosure: Evidence from Germany

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 39 Posted: 15 Sep 2012

Dominik Dettenrieder and Erik Theissen

University of Muenster and University of Mannheim - Finance Area

Downloads 184 (161,849)

Abstract:

31.

Underpricing in the Euro Area Corporate Bond Market: New Evidence from Post-Crisis Regulation and Quantitative Easing

Number of pages: 55 Posted: 02 Nov 2017 Last Revised: 10 Jan 2019

Tobias Rischen and Erik Theissen

University of Mannheim - Finance Area and University of Mannheim - Finance Area

Downloads 169 (174,602)

Citation 1

Abstract:

32.

The Best in Town: A Comparative Analysis of Low-Frequency Liquidity Estimators

Number of pages: 78 Posted: 25 Jan 2017 Last Revised: 30 Mar 2017

Thomas Johann and Erik Theissen

University of Mannheim - Finance Area and University of Mannheim - Finance Area

Downloads 131 (215,441)

Citation 1

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33.

All Is Not Lost that Is Delayed: Overconfidence and Investment Failure

Paris December 2017 Finance Meeting EUROFIDAI - AFFI

Number of pages: 36 Posted: 06 Jan 2017 Last Revised: 06 Jun 2017

André Betzer, Inga van den Bongard, Erik Theissen and Christine Volkmann

BUW- Schumpeter School of Business and Economics, University of Mannheim - Finance Area, University of Mannheim - Finance Area and University of Wuppertal

Downloads 123 (225,983)

Abstract:

34.

Competition between Exchanges: Euronext Versus Xetra

Downloads 91 (278,371)

2

Competition between Exchanges: Euronext Versus Xetra

EFMA 2003 Helsinki Meetings

Number of pages: 39 Posted: 23 Jun 2003 Last Revised: 14 Jun 2010

Maria Kasch and Erik Theissen

University of Mannheim - Department of Finance and University of Mannheim - Finance Area

Downloads 89 (284,585)

Abstract:

Competition between Exchanges: Euronext Versus Xetra

European Financial Management, Vol. 15, Issue 1, pp. 181-207, January 2009

Number of pages: 27 Posted: 02 Jan 2009

Maria Kasch and Erik Theissen

University of Mannheim - Department of Finance and University of Mannheim - Finance Area

Downloads 2 (661,029)

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Abstract:

35.

Is Best Really Better? Internalization of Orders in an Open Limit Order Book

Schmalenbach Business Review, Vol. 64, April 2012, pp. 82-100

Number of pages: 19 Posted: 14 Apr 2012

Joachim Grammig and Erik Theissen

Eberhard Karls Universitaet Tübingen and University of Mannheim - Finance Area

Downloads 69 (327,761)

Abstract:

36.

Sooner or Later: An Analysis of the Delays in Insider Trading Reporting

Journal of Business Finance & Accounting, Vol. 37, Nos. 1-2, pp. 130-147, January/March 2010

Number of pages: 18 Posted: 02 Feb 2010

André Betzer and Erik Theissen

BUW- Schumpeter School of Business and Economics and University of Mannheim - Finance Area

Downloads 2 (630,944)

Citation 5

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37.

Insider Trading and Corporate Governance: The Case of Germany

European Financial Management, Vol. 15, Issue 2, pp. 402-429, March 2009

Number of pages: 28 Posted: 27 Apr 2009

André Betzer and Erik Theissen

BUW- Schumpeter School of Business and Economics and University of Mannheim - Finance Area

Downloads 1 (643,651)

Citation 31

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38.

Liquidity Dynamics in an Electronic Open Limit Order Book: An Event Study Approach

European Financial Management, Vol. 21, Issue 1, pp. 52-78, 2015

Number of pages: 27 Posted: 29 Jan 2015

Peter Gomber, Uwe Schweickert and Erik Theissen

Goethe University Frankfurt Faculty of Economics and Business Administration, Deutsche Börse AG and University of Mannheim - Finance Area

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Citation 7

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39.

The Information Content of Dividend Surprises: Evidence from Germany

Journal of Business Finance & Accounting, Vol. 40, Issue 5-6, pp. 620-645, 2013

Number of pages: 26 Posted: 27 Jul 2013

André Betzer, Christian Andres, Inga van den Bongard, Christian Haesner and Erik Theissen

BUW- Schumpeter School of Business and Economics, WHU - Otto Beisheim School of Management, University of Mannheim - Finance Area, WHU - Otto Beisheim School of Management and University of Mannheim - Finance Area

Downloads 0 (661,847)

Citation 4

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Abstract:

40.

An Index is an Index is an Index?

Schmalenbach Business Review (sbr), Vol. 53, October 2001

Posted: 22 Jul 2002

Thorsten Freihube and Erik Theissen

Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Mannheim - Finance Area

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41.

Price Fads in Experimental Asset Markets

Posted: 06 Nov 2000

Jan Pieter Krahnen, Christian Rieck and Erik Theissen

Faculty of Economics and Business Administration, SerCom IBM Global Services and University of Mannheim - Finance Area

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42.

Insider Trading and Portfolio Structure in Experimental Asset Markets

Posted: 22 Oct 2000

Jan Pieter Krahnen, Christian Rieck and Erik Theissen

Faculty of Economics and Business Administration, SerCom IBM Global Services and University of Mannheim - Finance Area

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43.

Information Acquisition in Asset Markets: Experimental Investigation of a Matrix Game

Posted: 22 Oct 2000

Christian Rieck and Erik Theissen

SerCom IBM Global Services and University of Mannheim - Finance Area

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44.

Inferring Risk Attitudes from Certainty Equivalents: Some Lessons from an Experimental Study

Posted: 21 Oct 2000

Jan Pieter Krahnen, Christian Rieck and Erik Theissen

Faculty of Economics and Business Administration, SerCom IBM Global Services and University of Mannheim - Finance Area

Erik Theissen

University of Mannheim - Finance Area

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Scholarly Papers (44)

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Market Response to Investor Sentiment

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Competition between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate

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Does Anonymity Matter in Electronic Limit Order Markets?

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Open Market Share Repurchases in Germany: A Conditional Event Study Approach

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Competition between Exchanges: Euronext Versus Xetra

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Sooner or Later: An Analysis of the Delays in Insider Trading Reporting

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Insider Trading and Corporate Governance: The Case of Germany

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Liquidity Dynamics in an Electronic Open Limit Order Book: An Event Study Approach

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The Information Content of Dividend Surprises: Evidence from Germany

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