Christian Westheide

University of Vienna - Department of Finance

Bruennerstrasse 72

Vienna, 1210

Austria

Leibniz Institute for Financial Research SAFE

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

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

12

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3,143

SSRN CITATIONS
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SSRN RANKINGS

Top 19,275

in Total Papers Citations

26

CROSSREF CITATIONS

29

Scholarly Papers (12)

1.
Downloads 766 ( 40,824)
Citation 4

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 766 (40,247)
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
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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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 441 (82,381)
Citation 3

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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 398 (92,029)
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 1 (824,527)
Citation 8
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Competition, Fragmentation, Liquidity, Market Structure, Price Discovery

4.

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 390 (95,038)
Citation 4

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

5.

High-Frequency Trading and Price Informativeness

SAFE Working Paper No. 248
Number of pages: 70 Posted: 24 Mar 2019 Last Revised: 28 Nov 2020
Jasmin Gider, Simon Schmickler and Christian Westheide
Tilburg University - Tilburg University School of Economics and Management, Princeton University and University of Vienna - Department of Finance
Downloads 311 (122,266)
Citation 4

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

6.

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 275 (139,192)
Citation 4

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Dark Trading, Fragmentation, Anonymity, Immediacy

7.

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 - Tilburg University School of Economics and Management and University of Vienna - Department of Finance
Downloads 210 (180,982)
Citation 1

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insider trading, information asymmetry, idiosyncratic volatility

8.

Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk

SAFE Working Paper No. 234
Number of pages: 49 Posted: 05 Nov 2018 Last Revised: 02 Jul 2020
Universidad de Chile, University of Chile, Goethe University Frankfurt - Department of Finance, Pontificia Universidad Católica de Chile and University of Vienna - Department of Finance
Downloads 115 (296,855)
Citation 6

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Fragmentation, Competition, Liquidity, Price Efficiency

9.

Corporate Insider Trading and Return Skewness

Journal of Corporate Finance, Forthcoming
Number of pages: 49 Posted: 29 Jan 2018 Last Revised: 22 Nov 2019
Wolfgang Drobetz, Emil Mussbach and Christian Westheide
University of Hamburg, University of Hamburg - Institute of Finance and University of Vienna - Department of Finance
Downloads 95 (337,648)
Citation 1

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insider trading, skewness

10.

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 64 (423,822)
Citation 1

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

11.

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
Satchit Sagade, Stefan Scharnowski, Erik Theissen and Christian Westheide
Goethe University Frankfurt - Department of Finance, University of Mannheim, University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 57 (448,607)
Citation 2

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12.

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 20 (637,349)

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Designated market makers, Call auctions