Christian Westheide

University of Vienna - Department of Finance

Bruennerstrasse 72

Vienna, 1210

Austria

Goethe University Frankfurt - Research Center SAFE

(http://www.safe-frankfurt.de)

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

10

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CITATIONS
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23

Scholarly Papers (10)

1.
Downloads 728 ( 33,353)
Citation 2

Market Response to Investor Sentiment

Number of pages: 26 Posted: 16 Feb 2009 Last Revised: 04 May 2010
Jördis Hengelbrock, Erik Theissen and Christian Westheide
University of Bonn - The Bonn Graduate School of Economics, University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 728 (32,848)

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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
Jördis Hengelbrock, Erik Theissen and Christian Westheide
University of Bonn - The Bonn Graduate School of Economics, University of Mannheim - Finance Area and University of Vienna - Department of Finance
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Citation 2
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investor sentiment, event study, return predictability

2.

The Conditional Relation between Fama-French Betas and Return

Schmalenbach Business Review, Forthcoming
Number of pages: 30 Posted: 14 Oct 2008 Last Revised: 30 Sep 2013
Stefan Koch and Christian Westheide
University of Bonn and University of Vienna - Department of Finance
Downloads 414 (68,867)
Citation 4

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Empirical Asset Pricing, Beta Risk, Fama-French, Asymmetric Risk, Bootstrap

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 365 (79,189)
Citation 7

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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 1 (674,836)
Citation 6
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Competition, Fragmentation, Liquidity, Market Structure, Price Discovery

4.

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 204 (147,065)
Citation 5

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Dark Trading, Fragmentation, Anonymity, Immediacy

5.

Relative Idiosyncratic Volatility and the Timing of Corporate Insider Trading

Journal of Corporate Finance, Vol. 39, 2016
Number of pages: 56 Posted: 06 Nov 2014 Last Revised: 15 Aug 2016
Jasmin Gider and Christian Westheide
Tilburg University - School of Economics and Management and University of Vienna - Department of Finance
Downloads 179 (165,811)

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insider trading, information asymmetry, idiosyncratic volatility

6.

High-Frequency Trading and Price Informativeness

SAFE Working Paper No. 248
Number of pages: 68 Posted: 24 Mar 2019 Last Revised: 15 Jul 2019
Jasmin Gider, Simon Schmickler and Christian Westheide
Tilburg University - School of Economics and Management, Princeton University, Department of Economics and University of Vienna - Department of Finance
Downloads 143 (200,616)
Citation 3

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High-Frequency Trading, Price Efficiency, Information Acquisition, Information Production

7.

Quasi-Dark Trading: The Effects of Banning Dark Pools in a World of Many Alternatives

SAFE Working Paper No. 253
Number of pages: 62 Posted: 28 May 2019 Last Revised: 25 Jun 2019
University of Mannheim - Finance Area, University of Technology Sydney (UTS), Goethe University Frankfurt - Department of Finance and University of Vienna - Department of Finance
Downloads 76 (310,370)

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Dark Pools, Dark Trading, Liquidity, Price Efficiency, MiFID II, Double Volume Caps

8.

Corporate Insider Trading and Return Skewness

Number of pages: 47 Posted: 29 Jan 2018
Wolfgang Drobetz, Emil Mussbach and Christian Westheide
Hamburg University, University of Hamburg - Institute of Finance and University of Vienna - Department of Finance
Downloads 66 (335,395)

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insider trading, skewness

9.

The Conditional Relation between Fama-French Betas and Return

Schmalenbach Business Review, Vol. 65, October 2013, pp. 334-358
Number of pages: 25 Posted: 15 Oct 2013 Last Revised: 16 Oct 2013
Stefan Koch and Christian Westheide
University of Bonn and University of Vienna - Department of Finance
Downloads 59 (354,896)

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Asymmetric Risk, Bootstrap, Beta Risk, Empirical Asset Pricing, Fama-French

10.

A Tale of One Exchange and Two Order Books: Effects of Fragmentation in the Absence of Competition

SAFE Working Paper No. 234
Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 16 Apr 2019
Universidad de Chile, University of Chile, Goethe University Frankfurt - Department of Finance, University of Chile and University of Vienna - Department of Finance
Downloads 51 (379,855)
Citation 1

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Fragmentation, Competition, Liquidity, Price Efficiency