SSRN logo
Public User
Advanced Search

Erik Theissen

University of Mannheim - Finance Area

Mannheim, 68131

Germany

  • University of Mannheim - Finance Area

SCHOLARLY PAPERS

42

DOWNLOADS
Rank 2,329

SSRN RANKINGS

Top 2,329

in Total Papers Downloads

12,163

CITATIONS
Rank 2,448

SSRN RANKINGS

Top 2,448

in Total Papers Citations

228

Scholarly Papers (42)

Actions:
Email selected abstracts
1.

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 1,297 (10,828)
Citation 16

Abstract:

2.

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

Downloads 935 ( 18,785)
Citation 9

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 627 (32,678)
Citation 9

Abstract:

Asset Pricing, Fama, French, Carhart, Characteristics, Risk Factors, Value, Size, Momentum, Germany

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 308 (79,052)
Citation 9

Abstract:

Asset Pricing, Carhart, Fama, French, Germany, Characteristics, Momentum, Risk Factors, Size, Value

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 920 (17,196)
Citation 19

Abstract:

Insider trading, directors' dealings, corporate governance

4.

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

Downloads 763 ( 25,328)
Citation 26

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 763 (24,917)
Citation 26

Abstract:

Informed trading, market microstructure, trade classification

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:

Informed trading, market microstructure, trade classification, PIN

5.

Market Response to Investor Sentiment

Downloads 689 ( 29,191)
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 689 (28,729)
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

6.

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 661 (29,998)
Citation 15

Abstract:

7.

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 624 (30,812)
Citation 13

Abstract:

Liquidity, intraday event study, resiliency

8.

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
University of Ulm - Department of Mathematics and Economics, Johann Wolfgang Goethe Universitat and University of Mannheim - Finance Area
Downloads 497 (43,639)
Citation 10

Abstract:

Initial public offerings, underpricing, when-issued trading, asymmetric information, winner's curse, information production

9.

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 497 (43,289)
Citation 16

Abstract:

10.

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 452 (47,478)
Citation 1

Abstract:

Price impact, trading intensity, dynamic duration models, spread decomposition models, adverse selection risk

11.

Dividend Announcements Reconsidered: Dividend Changes versus Dividend Surprises

Downloads 394 ( 59,849)
Citation 3

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 281 (87,689)
Citation 3

Abstract:

Dividend Announcements, Market Efficiency, Ownership Structure, Agency Theory

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 113 (202,791)
Citation 3

Abstract:

Dividend Announcements, Market Efficiency, Ownership Structure, Agency Theory

12.

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

Downloads 294 ( 83,847)

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 Mannheim - Finance Area
Downloads 293 (83,661)

Abstract:

Competition, Fragmentation, Market Structure, Liquidity, Price Discovery

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 Mannheim - Finance Area
Downloads 1 (568,796)

Abstract:

Competition, Fragmentation, Liquidity, Market Structure, Price Discovery

13.

Trader Anonymity, Price Formation and Liquidity

EFA 0263
Number of pages: 39 Posted: 11 Dec 2000
Erik Theissen
University of Mannheim - Finance Area
Downloads 289 (83,522)
Citation 12

Abstract:

14.

Does Anonymity Matter in Electronic Limit Order Markets?

Downloads 279 ( 88,835)
Citation 38

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 244 (102,069)
Citation 38

Abstract:

Natural Experiment, Limit Order Book, Anonymity, Liquidity

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 (382,041)
Citation 38

Abstract:

Market microstructure, limit order trading, anonymity, transparency, liquidity

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:

G10, G14, G24

15.

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 272 (89,950)
Citation 6

Abstract:

16.

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 236 (97,112)
Citation 1

Abstract:

Insider trading, directors' dealings, accounting standards

17.

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, University of Bonn - Institute for Financial Economics and Statistics, Stockholm School of Economics - Department of Finance and University of Mannheim - Finance Area
Downloads 235 (106,580)
Citation 2

Abstract:

Insider trading, directors' dealings, corporate governance, market efficiency

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 235 (100,803)
Citation 3

Abstract:

Market size, liquidity, floor versus screen trading

19.

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 215 (73,188)

Abstract:

Price pressure hypothesis, Downward-sloping demand curves, event studies

20.

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 202 (113,302)
Citation 3

Abstract:

Internalization, execution quality, adverse selection costs

21.

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 201 (118,042)
Citation 6

Abstract:

Behavioral Finance, Weekend effect, Weather effect

22.

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

Downloads 187 (132,882)

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 102 (218,522)

Abstract:

Futures Markets, Cointegrated systems, Partially linear models, Nonparametric methods

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 85 (247,026)

Abstract:

Futures Markets, Cointegrated systems, Partially linear models, Nonparametric methods

23.

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 and Erik Theissen
University of Ulm - Department of Mathematics and Economics and University of Mannheim - Finance Area
Downloads 174 (129,638)

Abstract:

overvaluation hypothesis, short selling constraints, divergence of opinion

24.

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 Basel, Steinbeis University Berlin - Center for Real Estate Studies, University of Regensburg - International Real Estate Business School (IREBS) and University of Mannheim - Finance Area
Downloads 170 (126,039)

Abstract:

Business Cycle, Lead, Lag, Size, Value, Momentum

25.

Fourteen at One Blow: The Market Entry of Turquoise

Downloads 155 (156,997)
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 92 (234,618)
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 63 (294,319)
Citation 6

Abstract:

Competition for Order Flow, Trading Volume, Liquidity

26.

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 122 (159,691)

Abstract:

Corporate announcements, disclosure, event studies

27.

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, University of Mannheim - Finance Area and University of Mannheim - Finance Area
Downloads 85 (139,790)

Abstract:

Repurchases, Event Study, Selection Bias

28.

Competition between Exchanges: Euronext Versus Xetra

Downloads 82 (250,408)

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 80 (256,615)

Abstract:

Competition between exchanges, bid-ask spread

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 (558,393)

Abstract:

29.

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 45 (297,822)

Abstract:

Adverse Selection Costs, Execution Quality, Internalization

30.

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
University of Mannheim - Finance Area, University of Cologne and Centre for Financial Research (CFR) and University of Mannheim - Finance Area
Downloads 20 (137,060)

Abstract:

Delisting, Downlisting, Frosta Decision, Liquidity

31.

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 (531,584)
Citation 2

Abstract:

32.

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 (540,530)
Citation 20

Abstract:

33.

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 0 (381,117)

Abstract:

liquidity, transaction costs, bid-ask spread, price impact

34.

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

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 0 (279,123)

Abstract:

overconfidence, small and medium-sized enterprises, corporate investment, private companies

35.

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 Mannheim - Finance Area
Downloads 0 (248,594)

Abstract:

Dark Trading, Fragmentation, Anonymity, Immediacy

36.

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
Downloads 0 (553,825)

Abstract:

liquidity, limit order book, resiliency

37.

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 (553,825)

Abstract:

 dividend announcements, market efficiency, ownership structure, agency theory

38.

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

Abstract:

39.

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

Abstract:

40.

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

Abstract:

41.

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

Abstract:

42.

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

Abstract:

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 1.859 seconds

Relx Group logo