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

4

DOWNLOADS
Rank 27,443

SSRN RANKINGS

Top 27,443

in Total Papers Downloads

1,267

CITATIONS
Rank 19,328

SSRN RANKINGS

Top 19,328

in Total Papers Citations

16

Scholarly Papers (4)

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 544 (28,410)
Citation 5

Abstract:

Hidden Liquidity, Iceberg Orders, Limit Order Markets, Transparency

2.
Downloads 432 ( 51,430)
Citation 11

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
Poole College of Management, NC State University, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 398 (56,288)
Citation 10

Abstract:

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
Antje Berndt, Burton Hollifield and Patrik Sandås
Poole College of Management, NC State University, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 34 (371,878)
Citation 11

Abstract:

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
Poole College of Management, NC State University, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 69 (269,572)

Abstract:

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
Poole College of Management, NC State University, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 17 (457,503)

Abstract:

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
Poole College of Management, NC State University, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Downloads 0

Abstract:

How Subprime Borrowers and Mortgage Brokers Shared the Pie

Real Estate Economics, Forthcoming
Posted: 28 Sep 2014
Antje Berndt, Burton Hollifield and Patrik Sandås
Poole College of Management, NC State University, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia

Abstract:

Mortgage broker compensation, Borrower valuation, Borrower informedness

Does Trading Anonymously Enhance Liquidity?

Number of pages: 32 Posted: 01 Nov 2014
Patrick J. Dennis and Patrik Sandås
University of Virginia - McIntire School of Commerce and University of Virginia
Downloads 38 (356,746)

Abstract:

Does Trading Anonymously Enhance Liquidity?

Riksbank Research Paper Series No. 119, Sveriges Riksbank Working Paper Series No. 288
Number of pages: 46 Posted: 15 Feb 2015 Last Revised: 13 Dec 2016
Patrick J. Dennis and Patrik Sandås
University of Virginia - McIntire School of Commerce and University of Virginia
Downloads 30 (388,405)

Abstract:

Anonymity, Transparency, Liquidity, Broker ID