Erik Theissen

University of Mannheim - Finance Area

Mannheim, 68131

Germany

SCHOLARLY PAPERS

58

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148

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156

Scholarly Papers (58)

1.
Downloads 15,199 ( 463)
Citation 4

Non-Standard Errors

Journal of Finance Forthcoming
Number of pages: 111 Posted: 23 Nov 2021 Last Revised: 06 Jul 2023
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom L. Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Mianjun Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schuerhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Zhou Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, EMLV Business School Paris, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - McDonough School of Business, University of Mannheim, Tennessee Technological University, EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Economics, Toulouse School of Economics, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), George Washington University, University of Hohenheim, Queen's University (Canada), Queen's School of Business, The Brattle Group, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, VU Amsterdam, University of Queensland - Business School, Georgetown University - Department of Economics, University of Wisconsin - Milwaukee - Department of Finance, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City University London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex - Essex Business School, Radboud University Nijmegen - Institute for Management Research, Ardea Investment Management, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tübingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Economics, University of California, Berkeley - Haas School of Business, West Virginia University - John Chambers College of Business and Economics, Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, Northeastern University - D'Amore-McKim School of Business, University of Orleans, VU University Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, VU University Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontificia Universidad Católica de Chile, HEC Montreal, University of Adelaide, Chemnitz University of Technology (CUT) - Department of Economics, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Square Research Center, Independent Researcher, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, North Carolina State University - Department of Business Management, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, ESCP Europe - ESCP Europe - Turin Campus, Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, Independent, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, UNSW Australia Business School, School of Banking and Finance, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, Royal Melbourne Institute of Technolog (RMIT University) - Blockchain Innovation Hub, University of Toronto, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, University of Duisburg-Essen - Mercator School of Management, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Department of finance, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, ESSEC Business School, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Edinburgh Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University - Schulich School of Business, HEC Montreal - Department of Finance, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, The University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), VU Amsterdam - School of Business and Economics, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, University of New South Wales (UNSW), University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol Business School, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol - Department of Finance and Accounting, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, Vlerick Business School, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Reykjavik University, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, VU University Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex, Erasmus University Rotterdam, Central Michigan University, Aalto University, Columbia University, Singapore Management University - Lee Kong Chian School of Business, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam (VU Amsterdam), University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS) - Monetary and Economic Department, University of Toronto at Mississauga - Department of Management, Vrije Universiteit Amsterdam - School of Business and Economics, Queen's University, HEC Paris, University of Birmingham, King’s College London, Cardiff Business School, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, State University of New York (SUNY) - Buffalo, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA Centre, Pontificia Universidad Católica de Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 15,199 (500)
Citation 6

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non-standard errors, multi-analyst approach, liquidity

2.

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 (LMU) - Faculty of Business Administration (Munich School of Management), Salomon Brothers International Ltd. and University of Mannheim - Finance Area
Downloads 1,590 (21,617)
Citation 13

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3.

Momentum? What Momentum?

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53 Posted: 14 Oct 2020 Last Revised: 13 Jul 2023
Erik Theissen and Can Yilanci
University of Mannheim - Finance Area and University of Mannheim - Finance Area
Downloads 1,541 (22,733)

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Momentum, Risk adjustment, Time-series regression

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

Number of pages: 36 Posted: 04 Aug 2010
University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of FinanceUniversity of Cologne - Centre for Financial Research (CFR), University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Bonn and University of Mannheim - Finance Area
Downloads 918 (47,269)
Citation 9

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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
University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of FinanceUniversity of Cologne - Centre for Financial Research (CFR), 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 551 (92,285)
Citation 1

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

5.

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 University of Wuppertal - Schumpeter School of Business and Economics
Downloads 1,127 (35,854)
Citation 1

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Insider trading, directors' dealings, corporate governance

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, University of Tübingen and University of Mannheim - Finance Area
Downloads 978 (43,245)
Citation 16

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

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Informed trading, market microstructure, trade classification, PIN

7.

Zooming in on Liquidity

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 887 (50,390)
Citation 24

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Liquidity, intraday event study, resiliency

8.

Market Response to Investor Sentiment

Number of pages: 26 Posted: 16 Feb 2009 Last Revised: 04 May 2010
University of Bonn - The Bonn Graduate School of Economics, University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 853 (53,090)
Citation 7

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Investor Sentiment, Event Study, Return Predictability

9.

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 813 (56,600)

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

10.

How to Measure the Liquidity of Cryptocurrencies?

Number of pages: 43 Posted: 01 Jan 2020 Last Revised: 08 Mar 2020
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 738 (64,534)
Citation 2

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cryptocurrencies, liquidity, horse race

11.

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 729 (65,549)
Citation 16

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Dividend Announcements Reconsidered: Dividend Changes versus Dividend Surprises

Number of pages: 36 Posted: 23 Feb 2011
WHU - Otto Beisheim School of Management, University of Wuppertal - Schumpeter School of Business and Economics, University of Mannheim - Finance Area, WHU - Otto Beisheim School of Management and University of Mannheim - Finance Area
Downloads 345 (160,021)
Citation 2

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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
WHU - Otto Beisheim School of Management, University of Wuppertal - Schumpeter School of Business and Economics, University of Mannheim - Finance Area, WHU - Otto Beisheim School of Management and University of Mannheim - Finance Area
Downloads 273 (205,003)
Citation 1

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Dividend Announcements, Market Efficiency, Ownership Structure, Agency Theory

13.

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 583 (87,001)
Citation 7

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14.

Bitcoin Exchange Rates: How Integrated are Markets?

Number of pages: 49 Posted: 07 Oct 2018 Last Revised: 03 Jul 2019
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 573 (88,912)
Citation 6

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Bitcoin, Cryptocurrencies, Market Integration, Liquidity, Bid-Ask Spread

15.

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

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 569 (89,686)
Citation 15

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

16.

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 University of Tübingen
Downloads 546 (94,446)
Citation 2

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

17.

A High-Frequency Analysis of Bitcoin Markets

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 39 Posted: 31 Oct 2019
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 488 (108,454)
Citation 4

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18.

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
Goethe University Frankfurt Faculty of Economics and Business Administration, Nasdaq, Inc., University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Vienna - Department of Finance
Downloads 481 (110,307)
Citation 1

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Competition, Fragmentation, Market Structure, Liquidity, Price Discovery

19.

Organized Equity Markets in Germany

Number of pages: 36 Posted: 26 Aug 2003
Erik Theissen
University of Mannheim - Finance Area
Downloads 350 (158,775)
Citation 7

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Market size, liquidity, floor versus screen trading

Does Anonymity Matter in Electronic Limit Order Markets?

Number of pages: 58 Posted: 31 Jul 2003
Thierry Foucault, Sophie Moinas and Erik Theissen
HEC Paris - Finance Department, Universite de Toulouse 1 Capitole and University of Mannheim - Finance Area
Downloads 315 (176,447)

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Natural Experiment, Limit Order Book, Anonymity, Liquidity

Does Anonymity Matter in Electronic Limit Order Markets?

Number of pages: 61 Posted: 04 Dec 2003
Thierry Foucault, Sophie Moinas and Erik Theissen
HEC Paris - Finance Department, Universite de Toulouse 1 Capitole and University of Mannheim - Finance Area
Downloads 35 (834,272)
Citation 5
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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, Universite de Toulouse 1 Capitole and University of Mannheim - Finance Area

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G10, G14, G24

21.

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 Last Revised: 25 Jul 2023
Markus Doumet, Peter Limbach and Erik Theissen
BUW- Schumpeter School of Business and Economics, University of Bielefeld and University of Mannheim - Finance Area
Downloads 348 (159,771)

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Delisting, Downlisting, Frosta Decision, Liquidity

22.

Earnings Autocorrelation and the Post-Earnings-Announcement Drift – Experimental Evidence

University of Graz, School of Business, Economics and Social Sciences Working Paper No. 2020-03
Number of pages: 53 Posted: 02 Dec 2020
Josef Fink, Stefan Palan and Erik Theissen
affiliation not provided to SSRN, University of Graz and University of Mannheim - Finance Area
Downloads 346 (160,755)
Citation 2

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post-earnings-announcement drift, earnings autocorrelation, experimental asset markets

23.

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
Goethe University Frankfurt Faculty of Economics and Business Administration, Nasdaq, Inc., University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Vienna - Department of Finance
Downloads 345 (161,252)
Citation 4

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Dark Trading, Fragmentation, Anonymity, Immediacy

24.

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

Journal of Financial Intermediation, Volume 46, April 2021, 100871
Number of pages: 59 Posted: 02 Nov 2017 Last Revised: 09 Aug 2021
Tobias Rischen and Erik Theissen
University of Mannheim - Finance Area and University of Mannheim - Finance Area
Downloads 343 (162,272)
Citation 3

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Underpricing, Bond Markets, Primary Market, EMU, Post-Crisis Regulation, ECB, Unconventional Monetary Policy, Quantitative Easing, Asset Purchase Programs, CSPP

25.

Trader Anonymity, Price Formation and Liquidity

Number of pages: 39 Posted: 11 Dec 2000
Erik Theissen
University of Mannheim - Finance Area
Downloads 332 (168,063)
Citation 8

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26.

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
WHU - Otto Beisheim School of Management, University of Wuppertal - Schumpeter School of Business and Economics, BUW- Schumpeter School of Business and Economics and University of Mannheim - Finance Area
Downloads 320 (174,834)

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Repurchases, Event Study, Selection Bias

27.

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
University of Wuppertal - Schumpeter School of Business and Economics, Tilburg University - Tilburg University School of Economics and Management, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and University of Mannheim - Finance Area
Downloads 320 (174,834)
Citation 2

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

28.

The Anatomy of a Call Market: Evidence from Germany

Number of pages: 38 Posted: 15 Nov 1999
BankBetriebsWirtschaft Jacob & Co. KG, Goethe University Frankfurt and University of Mannheim - Finance Area
Downloads 320 (174,834)
Citation 4

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29.

GDP Mimicking Portfolios and the Cross-Section of Stock Returns

Number of pages: 65 Posted: 01 May 2013
FHNW School of Business, Steinbeis University Berlin - Center for Real Estate Studies, University of Regensburg - International Real Estate Business School (IREBS) and University of Mannheim - Finance Area
Downloads 315 (177,686)

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

30.

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 University of Wuppertal - Schumpeter School of Business and Economics
Downloads 311 (180,052)
Citation 1

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Insider trading, directors' dealings, accounting standards

31.

Payment for Order Flow and Market Quality: A Field Experiment

Number of pages: 37 Posted: 24 Dec 2022 Last Revised: 07 Feb 2023
Ralf Elsas, Lutz Johanning and Erik Theissen
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), WHU - Otto Beisheim School of Management and University of Mannheim - Finance Area
Downloads 299 (188,440)

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Neo-broker, market quality, payment for order flow, field experiment, difference-in- differences

32.

Is Best Really Better? Internalization in Xetra Best

Number of pages: 32 Posted: 05 Apr 2005
Joachim Grammig and Erik Theissen
University of Tübingen and University of Mannheim - Finance Area
Downloads 280 (200,950)
Citation 4

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Internalization, execution quality, adverse selection costs

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 264 (213,998)
Citation 2

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

34.
Downloads 264 (213,219)
Citation 10

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 137 (384,317)
Citation 11

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Competition for Order Flow, Trading Volume, Liquidity

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 127 (408,377)
Citation 12

Abstract:

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Competition for order flow, trading volume, liquidity

35.

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 Münster and University of Mannheim - Finance Area
Downloads 259 (217,316)

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Corporate announcements, disclosure, event studies

36.

An Analysis of Private Investors' Stock Market Return Forecasts

Number of pages: 22 Posted: 28 May 2004
Erik Theissen
University of Mannheim - Finance Area
Downloads 246 (228,649)
Citation 3

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Behavioral Finance, Weekend effect, Weather effect

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 135 (388,808)
Citation 3

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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 109 (458,667)
Citation 1

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

38.

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

Review of Managerial Science, Forthcoming
Number of pages: 41 Posted: 06 Jan 2017 Last Revised: 04 Aug 2022
University of Wuppertal - Schumpeter School of Business and Economics, University of Mannheim - Finance Area, affiliation not provided to SSRN, University of Mannheim - Finance Area and University of Wuppertal
Downloads 240 (234,261)
Citation 1

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Overconfidence, Small and medium-sized enterprises, corporate investment, private companies

39.

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
Ulm University - Department of Mathematics and Economics and University of Mannheim - Finance Area
Downloads 231 (243,046)
Citation 5

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overvaluation hypothesis, short selling constraints, divergence of opinion

40.

Do Contented Customers Make Shareholders Wealthy? - Implications of Intangibles for Security Pricing

Number of pages: 73 Posted: 09 Jan 2021
Erik Theissen and Lukas Zimmermann
University of Mannheim - Finance Area and University of Mannheim
Downloads 175 (313,242)

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Intangible Capital, Customer Satisfaction, Innovativity, ESG-Investing

41.

The Crypto World Trades at Tea Time. Intraday Evidence from Centralized Exchanges across the Globe

Number of pages: 37 Posted: 07 Feb 2023 Last Revised: 13 Apr 2023
Alexander Brauneis, Roland Mestel and Erik Theissen
University of Klagenfurt, University of Graz and University of Mannheim - Finance Area
Downloads 139 (379,363)

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cryptocurrencies, seasonalities, time of the day patterns, liquidity

42.

Design and Valuation of Cryptocurrencies

Number of pages: 44 Posted: 01 May 2023 Last Revised: 04 Dec 2023
Karlsruhe Institute of Technology, University of Mannheim, University of Mannheim - Finance Area and Karlsruhe Institute of Technology
Downloads 138 (381,392)

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Blockchains, Cryptocurrencies, Cryptocurrency Design, Market Valuation, LASSO

43.

Trading Frictions and the Post-Earnings-Announcement Drift

Number of pages: 42 Posted: 23 Feb 2021
Josef Fink, Stefan Palan and Erik Theissen
affiliation not provided to SSRN, University of Graz and University of Mannheim - Finance Area
Downloads 138 (381,392)
Citation 1

Abstract:

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post-earnings-announcement drift, trading frictions, experimental asset markets

44.

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 130 (399,700)

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Competition between exchanges, bid-ask spread

45.

The Anatomy of a Fee Change - Evidence from Cryptocurrency Markets

Number of pages: 19 Posted: 25 Sep 2019
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 127 (407,050)
Citation 1

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cryptocurrencies, trading fees, market liquidity, maker-taker fees

46.

A Tale of Two Cities - Inter-Market Latency, Market Integration, and Market Quality

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 44 Posted: 29 Oct 2019
Nasdaq, Inc., University of Mannheim, University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 108 (459,127)
Citation 2

Abstract:

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47.

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
University of Tübingen and University of Mannheim - Finance Area
Downloads 101 (481,522)

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Adverse Selection Costs, Execution Quality, Internalization

48.

The Real Effects of Distressed Bank Mergers

Number of pages: 64 Posted: 15 Jun 2021
Valeriya Dinger, Christian Schmidt and Erik Theissen
Universität Osnabrück, University of Mannheim and University of Mannheim - Finance Area
Downloads 99 (487,960)

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Bank distress, merger, growth, real e ects

49.

Call of Duty: Designated Market Maker Participation in Call Auctions

SAFE Working Paper No. 319
Number of pages: 44 Posted: 21 Aug 2021
Erik Theissen and Christian Westheide
University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 85 (537,402)
Citation 2

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Designated market makers, Call auctions

One for the Money, Two for the Show?The Number of Designated Market Makers and Liquidity

Number of pages: 15 Posted: 27 Aug 2022
Erik Theissen and Christian Westheide
University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 56 (685,705)

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Designated market makers, Liquidity

One for the Money, Two for the Show?The Number of Designated Market Makers and Liquidity

Number of pages: 15 Posted: 27 Aug 2022
Erik Theissen and Christian Westheide
University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 19 (985,972)

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Designated market makers, Liquidity

51.

Earnings Announcement Timing in Selected Equity Markets

Brandner, J., Theissen, E., Palan, S., 2023. “Earnings Announcement Timing in Selected Equity Markets”, University of Graz, School of Business, Economics and Social Sciences Working Paper 2023-02.
Number of pages: 22 Posted: 21 Nov 2023
Jürgen Brandner, Erik Theissen and Stefan Palan
University of Graz, University of Mannheim - Finance Area and University of Graz
Downloads 44 (746,259)

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earnings announcement, timing, Friday effect, announcement time switching

52.

Do Design Features Explain the Volatility of Cryptocurrencies?

Number of pages: 15 Posted: 15 Jun 2023 Last Revised: 29 Mar 2024
Karlsruhe Institute of Technology, University of Mannheim, University of Mannheim - Finance Area and Karlsruhe Institute of Technology
Downloads 26 (887,615)

Abstract:

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Blockchains, Cryptocurrencies, Cryptocurrency Design, Volatility, LASSO

53.

The Lower the Better? Revisiting Minimum Tick Size∗

Number of pages: 18 Posted: 22 Jul 2023
Roland Mestel, Erik Theissen and Corinna Uhlenkamp
University of Graz, University of Mannheim - Finance Area and University of Graz
Downloads 20 (944,526)

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minimum tick size, liquidity

54.

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:

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55.

Price Fads in Experimental Asset Markets

Posted: 06 Nov 2000
Jan Pieter Krahnen, Christian Rieck and Erik Theissen
Goethe University Frankfurt, SerCom IBM Global Services and University of Mannheim - Finance Area

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56.

Insider Trading and Portfolio Structure in Experimental Asset Markets

Posted: 22 Oct 2000
Jan Pieter Krahnen, Christian Rieck and Erik Theissen
Goethe University Frankfurt, SerCom IBM Global Services and University of Mannheim - Finance Area

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57.

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:

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58.

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

Posted: 21 Oct 2000
Jan Pieter Krahnen, Christian Rieck and Erik Theissen
Goethe University Frankfurt, SerCom IBM Global Services and University of Mannheim - Finance Area

Abstract:

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