Access Statistics for Erik Theissen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A partially linear approach to modelling the dynamics of spot and futures prices 0 0 0 4 3 4 4 47
A partially linear approach to modelling the dynamics of spot and futures prices 0 0 0 30 0 1 1 73
An analysis of private investors' stock market return forecasts 0 0 0 16 0 0 0 79
Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen 0 0 0 97 0 0 1 944
Call of duty: Designated market maker participation in call auctions 0 0 0 4 0 0 0 14
Call of duty: Designated market maker participation in call auctions 0 0 0 33 0 0 0 90
Competition between equity markets: A review of the consolidation versus fragmentation debate 0 1 2 122 0 2 5 239
Competition between exchanges: Euronext versus Xetra 0 0 0 34 5 25 126 1,773
Competition between exchanges: Euronext versus Xetra 0 0 0 10 0 0 1 64
Der Neue Markt: Eine Bestandsaufnahme# 0 0 0 163 0 0 0 1,045
Determinanten der Aktionärspräsenz auf Hauptversammlungen deutscher Aktiengesellschaften 0 0 0 24 0 1 2 135
Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises 0 0 0 62 1 2 2 206
Dividend announcements reconsidered: Dividend changes versus dividend surprises 0 0 0 50 1 1 3 270
Dividend taxation and DAX futures prices 0 0 1 47 0 1 5 258
Do contented customers make shareholders wealthy? Implications of intangibles for security pricing 0 0 1 4 0 2 3 24
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 177 0 0 0 1,219
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 64 0 0 1 317
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 0 0 0 0 30
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 0 1 29
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 0 1 25
Does anonymity matter in electronic limit order markets ? 0 0 0 165 0 0 0 671
Does anonymity matter in electronic limit order markets? 0 0 2 17 0 0 2 109
Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence 0 1 2 11 0 3 5 21
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 0 344 0 0 1 1,271
Estimating the Probability of Informed Trading: Does Trade Misclassification Matter? 0 0 2 243 0 1 4 953
Estimation of trading costs: Trade indicator models revisited 0 0 2 77 0 0 6 327
Finanzwirtschaftliche Anwendungen der Blockchain-Technologie 0 1 1 27 0 1 4 50
Floor versus Screen Trading: Evidence from the German Stock Market 0 0 0 308 0 1 1 1,576
GDP mimicking portfolios and the cross-section of stock returns 0 1 1 27 0 1 4 105
Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil 0 0 0 8 0 1 5 63
Illiquidity transmission from spot to futures markets 0 0 0 39 0 1 1 147
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 0 0 0 62
Insider Trading and Portfolio Structure in Experimental Asset Markets with a Long Lived Asset 0 0 0 368 0 0 0 1,892
Insider trading and corporate governance: The case of Germany 0 1 1 134 0 1 3 586
Internalisierung und Marktqualität: Was bringt Xetra Best? 0 0 0 7 0 0 2 57
Investment performance and market share: A study of the German mutual fund industry 0 0 1 8 0 0 1 70
Investment performance and market share: A study of the German mutual fund industry 0 0 0 79 1 1 1 354
Is BEST really better? Internalization of orders in an open limit order book 0 0 0 14 0 0 1 65
Is it better to say goodbye? When former executives set executive pay 0 0 0 15 2 4 17 206
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets 0 0 0 0 0 0 0 97
Liquidity dynamics in an electronic open limit order book: An event study approach 0 0 0 176 0 0 3 549
Liquidity in the German stock market 0 1 3 29 0 2 7 56
Liquiditätsmessung auf experimentellen Aktienmärkten# 0 0 0 201 0 0 1 788
Market response to investor sentiment 0 0 0 34 0 1 1 123
Market response to investor sentiment 0 0 0 86 3 3 3 249
Messung individueller Risikoeinstellungen 0 0 0 17 0 0 0 70
Momentum? What Momentum? 0 1 1 27 0 4 6 70
Non-Standard Errors 0 0 1 42 6 12 56 432
Open Market Share Repurchases in Germany - A Conditional Event Study Approach 0 0 0 29 0 0 3 117
Open market share repurchases in Germany: A conditional event study approach 0 0 0 35 1 1 2 136
Organized equity markets in Germany 0 0 0 395 0 0 1 993
Performance and market share: Evidence from the German mutual fund industry 0 0 0 11 0 0 0 59
Performance deutscher Rentenfonds 0 0 1 193 0 0 1 1,235
Price Discovery in Floor and Screen Trading Systems 0 0 0 296 0 0 0 1,229
Price discovery in spot and futures markets: A reconsideration 0 0 0 32 0 0 1 414
Price discovery in spot and futures markets: A reconsideration 0 0 0 26 0 0 2 98
Price discovery in spot and futures markets: A reconsideration 0 2 2 38 0 4 4 120
Setting a Fox to Keep the Geese: Does the comply-or-explain principle work? 0 0 0 39 0 0 0 201
Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory 0 0 0 109 1 1 1 451
Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory 0 0 0 27 1 1 4 145
Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory 0 0 0 8 0 0 1 77
Should I stay or should I go? Former CEOs as monitors 0 0 0 42 0 0 1 150
Small is beautiful? How the introduction of mini futures contracts affects the regular contract 0 0 0 15 2 2 3 31
Sooner or later: delays in trade reporting by corporate insiders 0 0 0 18 0 0 0 101
Spoilt for choice: Order routing decisions in fragmented equity markets 0 0 0 13 1 2 5 38
Spoilt for choice: Order routing decisions in fragmented equity markets 0 0 0 24 0 0 0 58
Strategic Trading and Trade Reporting by Corporate Insiders 0 0 0 25 0 0 0 140
Strategic trading and trade reporting by corporate insiders 0 0 0 7 0 0 0 60
Strategic trading and trade reporting by corporate insiders 0 0 0 6 0 0 0 69
Strategic trading and trade reporting by corporate insiders 0 0 0 13 0 1 1 161
The Lintner model revisited: Dividends versus total payouts 0 0 0 69 2 3 4 247
The cross-Section of German stock returns: New data and new evidence 0 0 0 53 1 1 3 539
Time and price impact of a trade: A structural approach 0 0 0 21 0 0 0 77
Time and the price impact of a trade: A structural approach 0 0 0 16 0 0 0 91
Trader Anonymity, Price Formation and Liquidity 0 0 0 202 0 0 1 828
Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing 0 0 2 56 1 1 5 95
Total Working Papers 0 9 26 5,262 32 93 334 25,860
5 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices 0 0 0 8 0 1 1 36
A test of the accuracy of the Lee/Ready trade classification algorithm 0 0 1 313 0 3 7 816
Algorithmic trading and liquidity: Long term evidence from Austria 0 0 1 10 0 1 3 53
An Index Is An Index Is An Index? 0 0 0 13 1 1 1 132
An analysis of private investors' stock market return forecasts 0 0 0 31 0 0 0 159
Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen 0 0 0 1 0 0 0 6
Beta and returns revisited: Evidence from the German stock market 0 0 2 178 0 1 8 465
COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE 0 0 5 16 0 3 11 77
Call of duty: Designated market maker participation in call auctions 0 0 0 7 0 0 1 27
Competition between Exchanges: Euronext versus Xetra 0 0 0 54 0 0 1 237
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 4 99 0 1 10 300
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 0 0 0 317
Floor versus Screen Trading: Evidence from the German Stock Market 0 0 0 3 1 2 2 442
How to measure the liquidity of cryptocurrency markets? 0 0 1 38 0 1 8 166
Illiquidity transmission from spot to futures markets 0 0 1 4 0 1 2 25
Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study 0 0 0 102 0 0 2 306
Insider Trading and Corporate Governance: The Case of Germany 0 0 7 156 0 1 11 451
Insider trading and portfolio structure in experimental asset markets with a long-lived asset 0 1 1 92 0 1 3 410
Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book 0 0 0 18 0 0 0 49
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 187 0 1 2 531
Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach 0 0 2 10 0 0 2 26
Liquidity in the German Stock Market 0 1 7 67 1 7 21 233
Market Response to Investor Sentiment 0 0 0 15 0 2 3 68
Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets 0 0 2 153 0 1 7 497
Open Market Share Repurchases in Germany: A Conditional Event Study Approach 0 0 0 13 0 0 4 47
Price discovery in floor and screen trading systems 0 0 0 71 1 2 4 271
Price discovery in spot and futures markets: a reconsideration 0 1 1 74 1 4 8 235
Setting a fox to keep the geese -- Does the comply-or-explain principle work? 1 1 2 106 2 3 9 490
Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory 0 0 0 10 1 1 5 60
Should I stay or should I go? Former CEOs as monitors 0 0 2 25 0 0 3 135
Sooner or Later: An Analysis of the Delays in Insider Trading Reporting 1 1 1 4 1 1 1 45
Stealth Trading and Trade Reporting by Corporate Insiders 0 0 0 19 1 1 1 76
The Anatomy of a Call Market 0 0 1 60 0 0 5 295
The Cross-Section of German Stock Returns: New Data and New Evidence 0 0 1 229 1 3 7 522
The Future of Corporate Financing in Europe 0 0 2 13 0 1 3 35
The Information Content of Dividend Surprises: Evidence from Germany 1 3 3 37 2 4 5 84
The Lintner model revisited: Dividends versus total payouts 0 0 1 42 0 1 7 191
Trader Anonymity, Price Formation and Liquidity 0 0 0 1 0 0 0 277
Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing 0 0 5 11 2 3 15 43
What drives the liquidity of cryptocurrencies? A long-term analysis 0 0 2 37 0 0 8 100
Who knows what when? The information content of pre-IPO market prices 0 2 3 72 0 2 3 279
Total Journal Articles 3 10 58 2,510 15 54 194 9,014


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Liquidity measures 0 0 3 87 0 2 14 156
Total Chapters 0 0 3 87 0 2 14 156


Statistics updated 2025-03-03