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 5 0 0 5 56
A partially linear approach to modelling the dynamics of spot and futures prices 0 0 0 30 0 0 2 75
An analysis of private investors' stock market return forecasts 0 0 0 16 0 0 2 81
Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen 0 0 0 97 0 0 5 949
Call of duty: Designated market maker participation in call auctions 0 0 0 33 0 0 10 100
Call of duty: Designated market maker participation in call auctions 0 0 0 4 2 3 19 33
Competition between equity markets: A review of the consolidation versus fragmentation debate 0 0 1 123 0 8 24 267
Competition between exchanges: Euronext versus Xetra 0 0 0 35 4 5 114 1,934
Competition between exchanges: Euronext versus Xetra 0 0 0 10 0 0 6 71
Der Neue Markt: Eine Bestandsaufnahme# 0 0 0 163 0 0 7 1,052
Determinanten der Aktionärspräsenz auf Hauptversammlungen deutscher Aktiengesellschaften 0 0 0 24 1 1 5 140
Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises 0 0 1 64 2 3 10 217
Dividend announcements reconsidered: Dividend changes versus dividend surprises 0 1 2 52 1 2 21 293
Dividend taxation and DAX futures prices 0 1 1 48 0 1 14 274
Do contented customers make shareholders wealthy? Implications of intangibles for security pricing 0 0 1 5 0 1 11 36
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 0 0 1 14 44
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 177 0 2 11 1,231
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 64 0 0 11 329
Does anonymity matter in electronic limit order markets ? 0 0 0 165 0 0 23 695
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 0 7 32
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 1 9 39
Does anonymity matter in electronic limit order markets? 0 0 0 17 0 0 12 123
Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence 0 0 0 12 1 3 16 43
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 0 344 0 0 18 1,292
Estimating the Probability of Informed Trading: Does Trade Misclassification Matter? 0 0 1 245 1 1 19 974
Estimation of trading costs: Trade indicator models revisited 0 0 0 77 0 1 18 348
Finanzwirtschaftliche Anwendungen der Blockchain-Technologie 0 0 0 27 0 1 11 61
Floor versus Screen Trading: Evidence from the German Stock Market 0 0 0 308 0 2 13 1,589
GDP mimicking portfolios and the cross-section of stock returns 0 0 0 28 1 1 9 120
Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil 1 1 1 9 1 2 9 74
Illiquidity transmission from spot to futures markets 0 0 0 39 0 0 6 154
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 0 0 11 73
Insider Trading and Portfolio Structure in Experimental Asset Markets with a Long Lived Asset 0 0 0 371 0 1 15 1,915
Insider trading and corporate governance: The case of Germany 0 0 0 134 0 2 11 599
Internalisierung und Marktqualität: Was bringt Xetra Best? 0 0 0 7 0 0 4 63
Investment performance and market share: A study of the German mutual fund industry 0 0 0 10 1 1 12 84
Investment performance and market share: A study of the German mutual fund industry 0 0 0 79 0 2 8 362
Is BEST really better? Internalization of orders in an open limit order book 0 0 1 15 1 1 15 83
Is it better to say goodbye? When former executives set executive pay 0 0 0 15 0 2 20 241
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets 0 0 0 0 0 0 5 102
Liquidity dynamics in an electronic open limit order book: An event study approach 1 1 1 177 2 4 18 567
Liquidity in the German stock market 0 0 0 29 0 0 18 76
Liquiditätsmessung auf experimentellen Aktienmärkten# 0 0 0 201 0 0 10 798
Market response to investor sentiment 0 0 0 86 0 1 10 261
Market response to investor sentiment 0 0 0 34 0 2 14 138
Messung individueller Risikoeinstellungen 0 0 0 17 0 1 8 78
Momentum? What Momentum? 0 0 0 27 1 1 12 83
Non-Standard Errors 0 1 1 45 0 2 39 485
Open Market Share Repurchases in Germany - A Conditional Event Study Approach 0 0 1 30 1 1 16 133
Open market share repurchases in Germany: A conditional event study approach 0 0 1 36 1 1 8 145
Organized equity markets in Germany 0 0 0 395 0 0 9 1,005
Performance and market share: Evidence from the German mutual fund industry 0 0 0 11 1 1 8 69
Performance deutscher Rentenfonds 0 0 0 193 0 0 6 1,242
Price Discovery in Floor and Screen Trading Systems 0 0 0 296 1 2 15 1,244
Price discovery in spot and futures markets: A reconsideration 0 0 0 26 0 1 19 118
Price discovery in spot and futures markets: A reconsideration 0 0 0 32 0 1 6 421
Price discovery in spot and futures markets: A reconsideration 0 0 0 39 1 1 12 135
Setting a Fox to Keep the Geese: Does the comply-or-explain principle work? 0 0 0 39 0 0 6 207
Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory 0 0 0 27 0 1 7 153
Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory 0 0 0 8 0 1 17 95
Should I stay or should I go? Former CEOs as monitors 0 0 0 42 1 2 13 166
Small is beautiful? How the introduction of mini futures contracts affects the regular contract 0 0 1 16 1 2 22 53
Sooner or later: delays in trade reporting by corporate insiders 0 0 0 18 1 1 7 109
Spoilt for choice: Order routing decisions in fragmented equity markets 0 0 0 24 1 3 13 73
Spoilt for choice: Order routing decisions in fragmented equity markets 0 0 0 13 1 2 9 47
Strategic Trading and Trade Reporting by Corporate Insiders 0 0 0 25 1 1 4 145
Strategic trading and trade reporting by corporate insiders 0 0 0 6 0 0 7 77
Strategic trading and trade reporting by corporate insiders 0 0 0 13 0 0 5 166
Strategic trading and trade reporting by corporate insiders 0 0 0 7 0 1 14 74
The Lintner model revisited: Dividends versus total payouts 0 0 0 69 0 2 19 269
The cross-Section of German stock returns: New data and new evidence 0 0 0 53 1 2 18 563
Time and price impact of a trade: A structural approach 0 0 1 22 4 4 16 93
Time and the price impact of a trade: A structural approach 0 0 0 16 1 1 14 108
Trader Anonymity, Price Formation and Liquidity 0 0 0 202 0 1 8 836
Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing 0 0 0 57 0 2 18 116
Total Working Papers 2 5 15 5,183 36 93 1,007 26,596
6 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 0 9 47
A test of the accuracy of the Lee/Ready trade classification algorithm 1 2 3 317 2 8 50 867
Algorithmic trading and liquidity: Long term evidence from Austria 0 0 1 11 1 3 27 85
An Index Is An Index Is An Index? 0 0 0 13 0 1 11 144
An analysis of private investors' stock market return forecasts 0 0 0 31 2 4 20 180
Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen 0 0 0 1 0 0 4 10
Beta and returns revisited: Evidence from the German stock market 0 0 0 180 0 1 6 473
COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE 1 1 2 19 1 1 18 98
Call of duty: Designated market maker participation in call auctions 0 0 0 7 1 2 13 41
Competition between Exchanges: Euronext versus Xetra 0 0 0 54 1 2 14 253
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 1 100 2 3 14 314
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 2 4 30 348
Floor versus Screen Trading: Evidence from the German Stock Market 0 0 0 3 1 1 13 456
How to measure the liquidity of cryptocurrency markets? 0 0 7 48 1 5 64 247
Illiquidity transmission from spot to futures markets 0 0 1 5 0 1 10 37
Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study 0 0 0 102 0 1 8 314
Insider Trading and Corporate Governance: The Case of Germany 0 1 4 163 1 3 20 480
Insider trading and portfolio structure in experimental asset markets with a long-lived asset 0 0 0 94 2 30 35 450
Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book 0 0 0 18 0 0 5 55
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 187 1 1 8 541
Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach 0 0 0 11 5 7 14 44
Liquidity in the German Stock Market 0 0 3 72 0 2 25 263
Market Response to Investor Sentiment 0 0 1 16 0 0 13 82
Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets 0 1 1 156 0 2 7 507
Open Market Share Repurchases in Germany: A Conditional Event Study Approach 0 0 1 15 0 2 13 62
Price discovery in floor and screen trading systems 0 0 1 72 1 3 17 289
Price discovery in spot and futures markets: a reconsideration 0 1 2 77 0 2 18 258
Setting a fox to keep the geese -- Does the comply-or-explain principle work? 0 0 0 106 0 16 25 521
Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory 0 0 0 10 0 1 11 73
Should I stay or should I go? Former CEOs as monitors 0 0 0 25 0 4 9 146
Sooner or Later: An Analysis of the Delays in Insider Trading Reporting 0 0 0 4 0 0 17 62
Stealth Trading and Trade Reporting by Corporate Insiders 0 0 3 23 1 1 10 89
The Anatomy of a Call Market 0 0 0 60 0 0 8 303
The Cross-Section of German Stock Returns: New Data and New Evidence 0 0 1 230 0 1 11 536
The Future of Corporate Financing in Europe 0 0 0 14 0 0 8 44
The Information Content of Dividend Surprises: Evidence from Germany 0 0 1 39 0 0 14 102
The Lintner model revisited: Dividends versus total payouts 0 0 0 43 0 1 19 215
Trader Anonymity, Price Formation and Liquidity 0 0 0 1 0 0 5 282
Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing 0 0 4 16 2 6 28 74
What drives the liquidity of cryptocurrencies? A long-term analysis 1 3 8 49 3 10 44 151
Who knows what when? The information content of pre-IPO market prices 0 0 1 73 0 4 19 300
Total Journal Articles 3 9 46 2,584 30 133 714 9,843


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Liquidity measures 0 0 2 89 1 3 25 188
Total Chapters 0 0 2 89 1 3 25 188


Statistics updated 2026-10-11