Erik Theissen

University of Mannheim - Finance Area

Mannheim, 68131

Germany

SCHOLARLY PAPERS

55

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Scholarly Papers (55)

1.
Downloads 5,756 ( 1,817)

Non-Standard Errors

University of St.Gallen, School of Finance Research Paper No. 2021/17
Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 08 Apr 2022
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 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 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 Schürhoff, 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 Z. 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, 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, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, 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 Banking and Finance, Universite de Toulouse 1 Capitole, 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), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, 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, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, 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, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, 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 Tuebingen, 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 Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - 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, University of Utah - David Eccles 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, Pontifical Catholic University of Chile, HEC Montreal, University of Adelaide, Queen's University Belfast - Queen's Management School, 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 Consultant, 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, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, 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, Financial Conduct Authority, 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, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, 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, Paderborn University, 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), VU University Amsterdam, University of Verona - Department of Economics, 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 Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, 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, 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 University Amsterdam, 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, UNSW Australia Business School, School of Banking and Finance, 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 - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, 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, University of Essex, 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, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics, 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 - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, VU University Amsterdam, INSEAD - Finance, 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, VU University Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS), University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA CentreLeibniz Universität Hannover - Faculty of Economics and Management, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 5,756 (1,892)

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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 1,481 (18,053)
Citation 13

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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 850 (39,789)
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 503 (78,695)

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

4.

Momentum? What Momentum?

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 14 Oct 2020 Last Revised: 29 Jan 2021
Erik Theissen and Can Yilanci
University of Mannheim - Finance Area and University of Mannheim - Finance Area
Downloads 1,167 (25,757)

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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 1,072 (29,084)
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 Tuebingen and University of Mannheim - Finance Area
Downloads 936 (34,781)
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 Tuebingen, 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 807 (43,345)
Citation 24

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Liquidity, intraday event study, resiliency

8.
Downloads 800 ( 43,811)
Citation 4

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 799 (43,275)
Citation 4

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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
University of Bonn - The Bonn Graduate School of Economics, University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 1 (928,575)

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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 711 (51,234)

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

10.

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 709 (51,449)
Citation 5

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11.

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 573 (67,612)
Citation 2

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cryptocurrencies, liquidity, horse race

12.

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 552 (70,859)
Citation 6

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13.

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 547 (71,676)
Citation 15

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

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 321 (131,915)
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 215 (197,349)
Citation 1

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Dividend Announcements, Market Efficiency, Ownership Structure, Agency Theory

15.

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 Tuebingen
Downloads 511 (77,970)
Citation 2

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

16.

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 470 (86,250)
Citation 6

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

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, 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 414 (99,153)
Citation 1

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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
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 3 (897,433)
Citation 8

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Competition, Fragmentation, Liquidity, Market Structure, Price Discovery

18.

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 353 (119,819)
Citation 4

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19.

Organized Equity Markets in Germany

Number of pages: 36 Posted: 26 Aug 2003
Erik Theissen
University of Mannheim - Finance Area
Downloads 325 (131,002)
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 279 (152,695)

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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 (613,108)
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.

Trader Anonymity, Price Formation and Liquidity

Number of pages: 39 Posted: 11 Dec 2000
Erik Theissen
University of Mannheim - Finance Area
Downloads 311 (137,111)
Citation 8

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22.

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 296 (144,378)
Citation 4

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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
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Repurchases, Event Study, Selection Bias

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
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
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Event study, Repurchases, Selection bias

24.

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, 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 294 (145,406)
Citation 4

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Dark Trading, Fragmentation, Anonymity, Immediacy

25.

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 293 (145,915)
Citation 2

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

26.

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 289 (148,096)
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

27.

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 Bielefeld and University of Mannheim - Finance Area
Downloads 289 (148,096)

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Delisting, Downlisting, Frosta Decision, Liquidity

28.

GDP Mimicking Portfolios and the Cross-Section of Stock Returns

Number of pages: 65 Posted: 01 May 2013
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 280 (152,850)

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

29.

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 280 (152,850)

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Insider trading, directors' dealings, accounting standards

30.

Is Best Really Better? Internalization in Xetra Best

Number of pages: 32 Posted: 05 Apr 2005
Joachim Grammig and Erik Theissen
University of Tuebingen and University of Mannheim - Finance Area
Downloads 256 (167,317)
Citation 2

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Internalization, execution quality, adverse selection costs

31.

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 226 (188,443)

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Corporate announcements, disclosure, event studies

32.

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 226 (188,443)
Citation 3

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Behavioral Finance, Weekend effect, Weather effect

33.
Downloads 211 (201,100)
Citation 8

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 106 (350,722)
Citation 10

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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: 19 Jan 2011
Jördis Hengelbrock and Erik Theissen
University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area
Downloads 105 (353,023)
Citation 11

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Competition for Order Flow, Trading Volume, Liquidity

34.

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 208 (203,842)
Citation 2

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

35.

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 207 (204,778)
Citation 2

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

36.

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 207 (204,778)
Citation 5

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overvaluation hypothesis, short selling constraints, divergence of opinion

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 112 (337,504)
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 92 (384,797)
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 188 (223,164)
Citation 1

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

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 104 (355,300)

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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 3 (897,433)

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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 105 (350,629)

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Intangible Capital, Customer Satisfaction, Innovativity, ESG-Investing

41.

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 84 (403,272)

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

42.

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 81 (411,840)
Citation 1

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

43.

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 Tuebingen and University of Mannheim - Finance Area
Downloads 75 (430,282)

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Adverse Selection Costs, Execution Quality, Internalization

44.

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
Goethe University Frankfurt - Department of Finance, University of Mannheim, University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 71 (443,238)
Citation 2

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45.

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 47 (537,312)

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Designated market makers, Call auctions

46.

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 40 (571,812)

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Bank distress, merger, growth, real e ects

47.

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
University of Wuppertal - Schumpeter School of Business and Economics and University of Mannheim - Finance Area
Downloads 3 (861,533)

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48.

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
University of Wuppertal - Schumpeter School of Business and Economics and University of Mannheim - Finance Area
Downloads 3 (861,533)
Citation 4

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49.

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 2 (874,405)
Citation 4

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liquidity, limit order book, resiliency

50.

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
University of Wuppertal - 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
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 dividend announcements, market efficiency, ownership structure, agency theory

51.

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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52.

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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53.

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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54.

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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55.

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

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