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Ass.-Prof. Dr. Sarah Zhang


Karlsruhe Institute of Technology (KIT)
Fakultät für Wirtschaftswissenschaften
Institut für Informationswirtschaft und Marketing
Kaiserstraße 89, 76133 Karlsruhe


Tätigkeiten

Research

  • Market Microstructure, Market Quality
  • High Frequency Trading and Algorithmic Trading
  • Experimental and Behavioral Finance
  • Human-Computer-Interaction

Teaching

  • Course: eFinance (WS1213) (with S. Meyer and C. Weinhardt)

Lebenslauf

Curriculum Vitae

Publikationen

Begutachtete Beiträge in Fachzeitschriften

1
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

Begutachtete Beiträge in Konferenz- und Sammelbänden

1
Zhang, S. S.; Riordan, R.; Weinhardt, C. 2013
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

 
2
Zhang, S. S.; Adam, M. T. P.; Weinhardt, C. 2012
Humans versus Agents: Competition in Financial Markets of the 21st Century. Proceedings of the International Conference on Information Systems (ICIS). (Orlando, USA).
http://aisel.aisnet.org/icis2012/proceedings/ResearchInProgress/54/

 
3
Zhang, S. S.; Riordan, R.; Weinhardt, C. 2012
Interactive Data: Technology and Cost of Capital. Proceedings of the 20th European Conference on Information Systems. (Barcelona, Spain).
http://aisel.aisnet.org/ecis2012/153/

 
4
Zhang, S. S.; Riordan, R. 2011
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

 
5
Zhang, S.; Weinhardt, C.; Riordan, R. 2010
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

 
6
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

Sonstige Konferenzbeiträge (Auswahl)

1
Riordan, R.; Zhang, S. S. 2010
Interactive Data: Technology, Liquidity and Cost of Capital. Presented at the 49th Annual Meeting of the Southwestern Finance Association. (Dallas, United States).

Arbeitspapiere

1
Zhang, S. S.. Need for Speed: An Empirical Analysis of Hard and Soft Information in a High Frequency World. Working Paper. Presented at AFFI 2012, 5th Erasmus Liquidity Conference Doctoral Symposium, EFA Doctoral Tutorial 2012, CQA Annual Fall Conference 2012, FMA Annual Meeting 2012, University of Toronto.
http://ssrn.com/abstract=1985951

Betreute Abschlussarbeiten

Algorithmic Trading in Mid Cap Stocks
[Diplomarbeit, Masterarbeit]
Status: abgeschlossen
Human and Algorithmic Trading in Financial Markets
Experiment and Simulation
[Diplomarbeit]
Status: abgeschlossen
Marktstudie zu Hochfrequenzhandelssystemen
[Bachelorarbeit]
Status: abgeschlossen
Börsenplätze und Marktqualität – Eine Fallstudie zur NASDAQ
[Bachelorarbeit, Diplomarbeit, Masterarbeit, Studienarbeit]
Status: abgeschlossen
HFT and Hidden Liquidity in the Limit Order Book
[Bachelorarbeit]
Status: abgeschlossen
Handelsstrategien im Hochfrequenzhandel
[Bachelorarbeit]
Status: abgeschlossen