Frank Sensenbrenner

Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)

Fellow, Center for Transatlantic Relations

SCHOLARLY PAPERS

13

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934

CITATIONS

1

Scholarly Papers (13)

1.

Implementing Dodd-Frank Act Stress Testing

DePaul Business and Commercial Law Journal, Vol. 14, No. 3, pp. 323-356, 2016
Number of pages: 36 Posted: 22 Mar 2016 Last Revised: 12 Mar 2017
Margaret Ryznar, Frank Sensenbrenner and Michael Jacobs
Indiana University Robert H. McKinney School of Law, Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and Accenture Consulting
Downloads 187 (158,006)

Abstract:

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2.

Fragmentation and Price Discovery: A Comparison of Reg NMS and MiFID1

Number of pages: 54 Posted: 29 Jul 2014 Last Revised: 09 Aug 2014
Wake Forest University, University of Memphis - Fogelman College of Business and Economics, Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and University of Memphis - Fogelman College of Business and Economics
Downloads 139 (203,415)
Citation 1

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Reg NMS, MiFID1, fragmentation, Chi-X, ARCA, price discovery

3.

Foreign Direct Investment in the UK: Flows, Attitudes, and Implications

Journal of Interdisciplinary Economics, 2005, Vol. 16(1), 5-30
Number of pages: 26 Posted: 14 Apr 2013 Last Revised: 07 Sep 2013
Forrest Capie, Geoffrey Wood and Frank Sensenbrenner
Bank of England, Cass Business School and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 109 (244,536)

Abstract:

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foreign invesment, UK, British economy

4.

The Law and Economics of Insider Trading

Wake Forest Law Review, Vol. 50, No. 5, pp. 1155-1179, 2015
Number of pages: 26 Posted: 09 May 2015 Last Revised: 28 Feb 2016
Frank Sensenbrenner and Margaret Ryznar
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and Indiana University Robert H. McKinney School of Law
Downloads 91 (275,825)

Abstract:

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insider trading, white collar crime, SEC, law and economics, criminal law

5.

Three Essays on Informed Trading

Number of pages: 230 Posted: 17 Aug 2013
Frank Sensenbrenner
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 88 (281,675)

Abstract:

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finance, economics, insider trading, informed trading, financial markets, asset pricing, securities, UK, European Union, Markets in Financial Instruments Directive, transaction costs, regulators, trading, traders

6.

Strategic Illegal Insider Trading Prior to Price Sensitive Announcements

Journal of Financial Crime, 2011, 18(3), 247-253
Number of pages: 7 Posted: 14 Apr 2013 Last Revised: 14 Aug 2013
Thomas H. McInish, Alex Frino and Frank Sensenbrenner
University of Memphis - Fogelman College of Business and Economics, The University of Sydney - Discipline of Finance and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 82 (294,165)

Abstract:

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Insider trading, Stock markets, Financial information

7.

The Sovereign Debt Crisis in Europe: Impacts on Prices, Stability and Growth

Universita Cattolica del Sacro Cuore Occassional Paper No. 104
Number of pages: 27 Posted: 08 Feb 2015
Angelo Arcelli and Frank Sensenbrenner
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 79 (300,709)

Abstract:

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Convergence, Economic Growth, Globalization, Growth, US, EU

8.

Stress Testing and the Quantification of the Dependency Structure Amongst Portfolio Segments

Number of pages: 44 Posted: 14 Aug 2015
Michael Jacobs and Frank Sensenbrenner
Accenture Consulting and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 73 (314,858)

Abstract:

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Stress Testing, Correlation, CCAR, DFAST, Credit Risk, Financial Crisis, Model Risk, Vector Autoregression

9.

Market Makers and Liquidity

Market Microstructure in Emerging and Developed Markets, H. Kent Baker & Halil Kiymaz, eds., 2013
Number of pages: 17 Posted: 14 Apr 2013 Last Revised: 08 Nov 2013
Frank Sensenbrenner
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 69 (324,690)

Abstract:

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market structure, trading, securities markets

10.

Catching Insider Trading

Columbia Law School Blue Sky Blog, June 11, 2015, Indiana University Robert H. McKinney School of Law Research Paper
Number of pages: 2 Posted: 31 Mar 2019
Margaret Ryznar and Frank Sensenbrenner
Indiana University Robert H. McKinney School of Law and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 17 (526,843)

Abstract:

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insider trading, regulation

11.

Stress Testing and Model Validation: Application of the Bayesian Approach to a Credit Risk Portfolio

Journal of Risk Model Validation, 2015, Vol. 9(3), 41-70
Posted: 01 Nov 2015
Michael Jacobs, Ahmet K Karagozoglu and Frank Sensenbrenner
Accenture Consulting, Hofstra University, Zarb School of Business and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)

Abstract:

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stress testing; model validation; model risk; credit risk; Bayesian analysis; CCAR

12.

Bond Market Micro-Structure During the Euro-Zone Crisis

Posted: 14 Aug 2013
Frank Sensenbrenner
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)

Abstract:

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13.

Price Discovery in Liquid UK Shares Pre and Post MiFID

Posted: 14 Apr 2013
Michael J. Aitken, Frederick H. deB. Harris and Frank Sensenbrenner
Macquarie Graduate School of Management, Wake Forest University and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)

Abstract:

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MiFId, High Frequency Trading