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Dr. Martin Wagener


Boerse Stuttgart Holding GmbH
Börsentraße 4
Stuttgart



Publikationen

 

Monographien/Herausgeberschaften

1
Wagener, M. 2011
Trading in European Equity Markets: Fragmentation and Market Quality. Karlsruhe: KIT Scientific Publishing.
http://digbib.ubka.uni-karlsruhe.de/volltexte/1000025014

Begutachtete Beiträge in Fachzeitschriften

1
Meyer, S.; Wagener, M.; Weinhardt, C. 2014
Politically Motivated Taxes in Financial Markets: The Case of the French Financial Transaction Tax. Journal of Financial Services Research.
http://link.springer.com/article/10.1007/s10693-013-0189-8

 
2
Riordan, R.; Storkenmaier, A.; Wagener, M.; Zhang, S. 2013
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

 
3
Storkenmaier, A.; Wagener, M.; Weinhardt, C. 2012
Public Information in Fragmented Markets. Journal of Financial Markets and Portfolio Management 26(2). 179–215.
doi:10.1007/s11408-012-0185-2

 
4
Wagener, M.; Kundisch, D.; Riordan, R.; Rabhi, F.; Herrmann, P.; Weinhardt, C. 2010
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

Begutachtete Beiträge in Konferenz- und Sammelbänden

1
Zhang, S. S.; Wagener, M.; Storkenmaier, A.; Weinhardt, C. 2011
The Quality of Electronic Markets. Proceedings of the Forty-Fourth Annual Hawaii International Conference on System Sciences. (Koloa, Kauai, Hawaii). 1–10.
doi:http://doi.ieeecomputersociety.org/10.1109/HICSS.2011.426

 
2
Lammersdorf, C.; Burghardt, M.; Wagener, M. 2010
Euwax - das Marktmodell für den Handel mit verbrieften Derivaten. in: Löhndorf, N.; Naumann, S. (eds.), Zertifikate Reloaded: Transparenz, Vertrauen, Rendite - eine Anlagenklasse positioniert sich neu. 247–265. Gabler Verlag.
http://www.springerlink.com/content/mx33071871230649/

 
3
Wagener, M.; Kundisch, D.; Riordan, R.; Rabhi, F.; Weinhardt, C. 2010
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

 
4
Wagener, M.; Riordan, R. 2009
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

Sonstige Veröffentlichungen

1
Storkenmaier, A.; Wagener, M. 2010
Research on Competition and Regulation in European Equities Trading: An Executive Summary. White Paper.
http://ssrn.com/abstract=1626105

 
2
Riordan, R.; Scheuble, F.; Wagener, M.; Weinhardt, C. 2010
Discount-Zertifikate an der Börse Stuttgart: Marktqualität und Preissetzung. Zeitschrift für das allgemeine Kreditwesen 63(11). 38–42.
Available at: click here

 
3
Riordan, R.; Wagener, M. 2009
The Battle for Milliseconds - Attracting Algorithmic Order Flow. Karlsruher Transfer 21(38). 30–34.
Available at: click here

Arbeitspapiere

1
Burghof, H.-P.; Spankowksi, U. P.; Wagener, M. 2012
The Role of Traditional Exchanges in Fragmented Markets. Presented at the 2012 Midwest Finance Association Annual Meeting, Presented at the 51st Annual Meeting of the Southwestern Finance Association, Accepted for presentation at the 2012 Eastern Finance Association Annual Meeting, Presented at the Conference of the Swiss Society for Financial Market Research (SGF) 2012.
http://ssrn.com/abstract=1980951

 
2
Storkenmaier, A.; Wagener, M. 2011
Do we need a European "National Market System''? Competition, arbitrage, and suboptimal executions. Previous title: European Market Integrity: Regulating Equity Trading in Fragmented Markets; Presented at the Stuttgart Stock Exchange Research Colloquium, Presented at the 2011 European Financial Management Association Meeting, Accepted for presentation at the 28th International Conference of the French Finance Association, Presented at the 12th Symposium on Finance, Banking, and Insurance, Presented at the Conference of the Swiss Society for Financial Market Research (SGF) 2012.
http://ssrn.com/abstract=1760778

 
3
Riordan, R.; Storkenmaier, A.; Wagener, M. 2010
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

 
4
Riordan, R.; Storkenmaier, A.; Wagener, M. 2010
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

 
5
Mlynczak, P.; Wagener, M. 2010
Arbitrage Potential in the Eurex Order Book – Evidence from the Financial Crisis in 2008. Presented at the 49th Annual Meeting of the Southwestern Finance Association.