Підписатись
Erik Theissen
Erik Theissen
Professor of Finance, University of Mannheim
Підтверджена електронна адреса в uni-mannheim.de - Домашня сторінка
Назва
Посилання
Посилання
Рік
Does anonymity matter in electronic limit order markets?
T Foucault, S Moinas, E Theissen
The Review of Financial Studies 20 (5), 1707-1747, 2007
3062007
Insider trading and corporate governance: The case of Germany
A Betzer, E Theissen
European Financial Management 15 (2), 402-429, 2009
271*2009
Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets
E Theissen
Journal of financial markets 3 (4), 333-363, 2000
2022000
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets
J Grammig, D Schiereck, E Theissen
Journal of Financial Markets 4 (4), 385-412, 2001
1872001
Beta and returns revisited: evidence from the German stock market
R Elsas, M El-Shaer, E Theissen
Journal of International Financial Markets, Institutions and Money 13 (1), 1-18, 2003
1862003
Estimating the probability of informed trading—does trade misclassification matter?
E Boehmer, J Grammig, E Theissen
Journal of Financial Markets 10 (1), 26-47, 2007
1732007
Price discovery in floor and screen trading systems
E Theissen
Journal of Empirical Finance 9 (4), 455-474, 2002
1702002
Liquidity dynamics in an electronic open limit order book: An event study approach
P Gomber, U Schweickert, E Theissen
European Financial Management 21 (1), 52-78, 2015
156*2015
Price discovery in spot and futures markets: A reconsideration
E Theissen
High Frequency Trading and Limit Order Book Dynamics, 249-268, 2016
1282016
How to measure the liquidity of cryptocurrency markets?
A Brauneis, R Mestel, R Riordan, E Theissen
Journal of Banking & Finance 124, 106041, 2021
1262021
A test of the accuracy of the Lee/Ready trade classification algorithm
E Theissen
Journal of International Financial Markets, Institutions and Money 11 (2 …, 2001
1052001
Setting a fox to keep the geese—does the comply-or-explain principle work?
C Andres, E Theissen
Journal of Corporate Finance 14 (3), 289-301, 2008
972008
The anatomy of a call market
CH Kehr, JP Krahnen, E Theissen
Journal of Financial Intermediation 10 (3-4), 249-270, 2001
95*2001
Insider trading and portfolio structure in experimental asset markets with a long-lived asset
JP Krahnen, C Rieck, E Theissen
The European Journal of Finance 5 (1), 29-50, 1999
95*1999
The information content of dividend surprises: Evidence from Germany
C Andres, A Betzer, I Van den Bongard, C Haesner, E Theissen
Journal of Business Finance & Accounting 40 (5-6), 620-645, 2013
93*2013
The cross-section of German stock returns: new data and new evidence
S Artmann, P Finter, A Kempf, S Koch, E Theissen
Schmalenbach Business Review 64, 20-43, 2012
922012
Nonstandard Errors
A Dreber, F Holzmeister, J Huber, M Johannesson, M Leippold, ...
Journal of Finance 79 (3), 2339-2390, 2024
90*2024
Market response to investor sentiment
J Hengelbrock, E Theissen, C Westheide
Journal of Business Finance & Accounting 40 (7-8), 901-917, 2013
842013
Competition between equity markets: A review of the consolidation versus fragmentation debate
P Gomber, S Sagade, E Theissen, MC Weber, C Westheide
Journal of economic surveys 31 (3), 792-814, 2017
782017
Bitcoin unchained: Determinants of cryptocurrency exchange liquidity
A Brauneis, R Mestel, R Riordan, E Theissen
Journal of Empirical Finance 69, 106-122, 2022
77*2022
У даний момент система не може виконати операцію. Спробуйте пізніше.
Статті 1–20