Publikationen
Beiträge in begutachteten Fachzeitschriften |
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Public Information Arrival: Price Discovery and Liquidity in Electronic Limit Order Markets. Journal of Banking and Finance 37(4). 1148–1159. doi:10.1016/j.jbankfin.2012.11.008 http://www.sciencedirect.com/science/article/pii/S037842661200355X |
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Latency, Liquidity and Price Discovery. Journal of Financial Markets 15(4). 416–437. doi:10.1016/j.finmar.2012.05.003 |
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Price Efficiency in Futures and Spot Trading: The Role of Information Technology. Electronic Commerce Research and Applications 9(5). 400–409. doi:10.1016/j.elerap.2010.04.002 |
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Arbeitspapiere |
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International Stock Market Comovement and News. Working Paper. |
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Public Information Arrival: Price Discovery and Liquidity in Electronic Limit Order Markets. Presented at the Northern Finance Association Meeting 2010, Presented at HEC Montréal. http://ssrn.com/abstract=1620425 |
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Do Multilateral Trading Facilities Contribute to Market Quality?. Previous title: Fragmentation, Competition and Market Quality: A Post-MiFID Analysis; Presented at the 2nd Center for Financial Studies International Conference: The Industrial Organisation of Securities Markets: Competition, Liquidity and Network Externalities, Presented at the 2010 European Financial Management Association Meeting, Presented at the Doctoral Symposium of the 3rd Erasmus Liquidity Conference, Presented at the 17th Annual Meeting of the German Finance Association (DGF), Presented at the Campus for Finance Research Conference, 2011. http://papers.ssrn.com/abstract_id=1852769 |
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Algorithmic Trading and Information. Net Institute Working Paper. |
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Beiträge in Konferenz- und Sammelbänden |
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Interactive Data: Technology and Cost of Capital. in: Mancini, D.; Vaassen, E. H. J.; Dameri, R. P. (eds.), Accounting Information Systems for Decision Making. Vol. 3, Lecture Notes in Information Systems and Organisation. Springer Berlin Heidelberg. 233–247. doi:10.1007/978-3-642-35761-9_14 |
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Interactive Data: Technology and Cost of Capital. Proceedings of the 20th European Conference on Information Systems. (Barcelona, Spain). http://aisel.aisnet.org/ecis2012/153/ |
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Participation, Feedback & Incentives in a Competitive Forecasting Community. Proceedings of the International Conference on Information Systems (ICIS). (Shanghai, China). Paper 16. 1–14. http://aisel.aisnet.org/icis2011/proceedings/onlinecommunity/16 |
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The Impact of Economic News on Information and Liquidity in Electronic Futures Trading. in: Dreier, T.; Krämer, J.; Studer, R.; Weinhardt, C. (eds.), Information Management and Market Engineering: Vol II. Studies on eOrganisation and Market Engineering. KIT Scientific Publishing. 37–54. Available at: click here |
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Technology and Market Quality: The case of High Frequency Trading. Proceedings of the 19th European Conference on Information Systems. (Helsinki, Finland). http://aisel.aisnet.org/ecis2011/95 |
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Market Responses to the Introduction of Interactive Data: The Case of XBRL. in: Dreier, T.; Krämer, J.; Studer, R.; Weinhardt, C. (eds.), Information Management and Market Engineering: Vol II. Studies on eOrganisation and Market Engineering. KIT Scientific Publishing. 55–62. Available at: click here |
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Mispricing and Exchange Market Systems: The Effect of Infrastructure Upgrades. in: Sprague, R. H. (ed.), Proceedings of the Forty-Third Annual Hawaii International Conference on System Sciences. (Koloa, Kauai, Hawaii). IEEE Computer Society. 259–269. doi:10.1109/HICSS.2010.275 |
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System Latency in Linked Spot and Futures Markets. in: Nelson, M. L.; Shaw, M. J.; Strader, T. J. (eds.), Value Creation in e-Business Management - 15th Americas Conference on Information Systems. LNBIP 36. Springer. 231–245. http://aisel.aisnet.org/amcis2009/722 |
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Know the Flow: Sentiment Extraction from Retail Order Flow Data. D. Kundisch et al. (eds.): FinanceCom 2008, LNBIP 23, pp. 11-30, Springer Verlag. Springer. 31–46. |
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Financial News and Data Service. The 18th Workshop on Information Technologies and Systems (WITS). |
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The Effect of Automated Trading on Market Quality: Evidence from the New York Stock Exchange. in: Kundisch, D.; Veit, D. J.; Weitzel, T.; Weinhardt, C. (eds.), FinanceCom 2008, LNBIP 23. Springer Verlag. 11–30. http://www.springerlink.com/content/q470h64156j21082/ |
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Collaborative Continuous Service Engineering - A Case Study in a Financial Service Environment. Proceedings of the 41st Hawaii International Conference on System Sciences (HICSS). (Waikoloa, Big Island, Hawaii). |
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Information Flow in Financial Markets. Proceedings of the Sixth Workshop on E-business (WeB 2007). |
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Sonstige Konferenzbeiträge (Auswahl) |
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A Measure of Investor Confidence: Evidence from the European Warrant Exchange. Campus For Finance Research Conference. |
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Investment Decisions and Investor Behaviour. Annual Conference of the Northern Finance Association (NFA). (Toronto, Canada). |
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Sonstige Veröffentlichungen |
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Discount-Zertifikate an der Börse Stuttgart: Marktqualität und Preissetzung. Zeitschrift für das allgemeine Kreditwesen 63(11). 38–42. Available at: click here |
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The Battle for Milliseconds - Attracting Algorithmic Order Flow. Karlsruher Transfer 21(38). 30–34. Available at: click here |