Patrik Sandås

University of Virginia

Associate Professor

McIntire School of Commerce

Charlottesville, VA 22904

United States

http://www.comm.virginia.edu/faculty_research/staff_directory/sandas.html

SCHOLARLY PAPERS

5

DOWNLOADS
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SSRN RANKINGS

Top 29,165

in Total Papers Downloads

1,629

SSRN CITATIONS
Rank 21,676

SSRN RANKINGS

Top 21,676

in Total Papers Citations

3

CROSSREF CITATIONS

33

Scholarly Papers (5)

1.

The Impact of Iceberg Orders in Limit Order Books

AFA 2009 San Francisco Meetings Paper
Number of pages: 49 Posted: 27 Mar 2008 Last Revised: 02 Jun 2009
Stefan Frey and Patrik Sandås
Leibniz Universität Hannover and University of Virginia
Downloads 850 (28,263)
Citation 19

Abstract:

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Hidden Liquidity, Iceberg Orders, Limit Order Markets, Transparency

What Broker Charges Reveal About Mortgage Credit Risk

AFA 2011 Denver Meetings Paper
Number of pages: 61 Posted: 22 Mar 2010 Last Revised: 26 Sep 2014
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 413 (71,755)
Citation 7

Abstract:

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Mortgage brokers, Loan performance, Subprime crisis, Credit risk retention, Qualified residential mortgages

The Role of Mortgage Brokers in the Subprime Crisis

NBER Working Paper No. w16175
Number of pages: 67 Posted: 12 Jul 2010 Last Revised: 09 Nov 2013
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 49 (410,442)

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What Broker Charges Reveal about Mortgage Credit Risk

Sveriges Riksbank Working Paper Series No. 336, Riksbank Research Paper Series No. 160
Number of pages: 63 Posted: 07 Mar 2017
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 40 (446,553)

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Mortgage Brokers, Loan Performance, Subprime Crisis, Credit Risk Retention, Qualied Residential Mortgages

How Subprime Borrowers and Mortgage Brokers Shared the Pie

Number of pages: 74 Posted: 15 Oct 2013 Last Revised: 30 Jul 2014
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 86 (303,426)

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Mortgage broker compensation; Borrower valuation; Borrower informedness

How Subprime Borrowers and Mortgage Brokers Shared the Pie

Riksbank Research Paper Series No. 117, Sveriges Riksbank Working Paper Series No. 286
Number of pages: 76 Posted: 13 Feb 2015
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 24 (530,067)

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Mortgage broker compensation, Borrower Valuation, Borrower Informedness

How Subprime Borrowers and Mortgage Brokers Shared the Pie

Real Estate Economics, Vol. 44, Issue 1, pp. 87-154, 2016
Number of pages: 68 Posted: 20 Jan 2016
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 0
Citation 1
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How Subprime Borrowers and Mortgage Brokers Shared the Pie

Real Estate Economics, Forthcoming
Posted: 28 Sep 2014
Antje Berndt, Burton Hollifield and Patrik Sandås
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia

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Mortgage broker compensation, Borrower valuation, Borrower informedness

Does Trading Anonymously Enhance Liquidity?

Number of pages: 53 Posted: 01 Nov 2014 Last Revised: 16 May 2019
Patrick J. Dennis and Patrik Sandås
University of Virginia - McIntire School of Commerce and University of Virginia
Downloads 104 (267,571)

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Anonymity, Transparency, Post-trade reporting, Liquidity, Broker ID

Does Trading Anonymously Enhance Liquidity?

Riksbank Research Paper Series No. 119, Sveriges Riksbank Working Paper Series No. 288
Posted: 15 Feb 2015 Last Revised: 13 Oct 2017
Patrick J. Dennis and Patrik Sandås
University of Virginia - McIntire School of Commerce and University of Virginia

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Anonymity, Transparency, Liquidity, Broker ID

5.

Latency Arbitrage When Markets Become Faster

Riksbank Research Paper Series No. 162, Sveriges Riksbank Working Paper Series No. 338
Number of pages: 32 Posted: 26 Jan 2018
Burton Hollifield, Patrik Sandås and Andrew Todd
Carnegie Mellon University - David A. Tepper School of Business, University of Virginia and University of Virginia
Downloads 63 (358,641)

Abstract:

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Cross-market Arbitrage, Information Efficiency, High Frequency Trading