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 High-Frequency Analysis of Bitcoin Markets 1 4 15 56 4 11 76 142
A partially linear approach to modelling the dynamics of spot and futures prices 0 0 1 26 0 2 10 59
A partially linear approach to modelling the dynamics of spot and futures prices 0 0 0 4 0 0 8 38
Algorithmic Trading and Liquidity: Long Term Evidence from Austria 0 1 5 21 1 4 38 72
An analysis of private investors' stock market return forecasts 0 0 0 15 2 2 6 70
Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen 0 0 1 96 0 2 4 937
Call of duty: Designated market maker participation in call auctions 0 0 7 31 4 8 30 76
Competition between equity markets: A review of the consolidation versus fragmentation debate 0 1 2 111 2 5 28 190
Competition between exchanges: Euronext versus Xetra 0 1 1 10 0 2 6 53
Competition between exchanges: Euronext versus Xetra 1 2 7 26 27 97 377 643
Der Neue Markt: Eine Bestandsaufnahme# 0 0 1 163 0 0 3 1,045
Determinanten der Aktionärspräsenz auf Hauptversammlungen deutscher Aktiengesellschaften 0 0 1 23 0 0 1 125
Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises 0 1 5 58 3 6 18 193
Dividend announcements reconsidered: Dividend changes versus dividend surprises 0 0 2 50 0 0 7 259
Dividend taxation and DAX futures prices 0 1 9 34 3 12 50 188
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 1 64 0 0 7 300
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 1 176 0 0 7 1,216
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 0 0 0 2 23
Does anonymity matter in electronic limit order markets ? 0 0 1 165 1 1 8 665
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 1 6 20
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 0 3 22
Does anonymity matter in electronic limit order markets? 0 0 3 10 0 1 18 88
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 2 342 1 1 5 1,261
Estimating the Probability of Informed Trading: Does Trade Misclassification Matter? 0 0 0 240 0 1 6 938
Estimation of trading costs: Trade indicator models revisited 2 2 5 69 6 8 28 213
Finanzwirtschaftliche Anwendungen der Blockchain-Technologie 0 1 21 21 1 5 17 17
Floor versus Screen Trading: Evidence from the German Stock Market 0 0 1 308 1 3 9 1,555
GDP mimicking portfolios and the cross-section of stock returns 0 0 0 25 2 3 12 94
Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil 0 0 1 7 0 0 8 46
Illiquidity transmission from spot to futures markets 0 0 4 39 1 1 13 127
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 0 0 3 58
Insider Trading and Portfolio Structure in Experimental Asset Markets with a Long Lived Asset 0 0 3 365 14 27 38 1,870
Insider trading and corporate governance: The case of Germany 1 4 6 127 3 9 21 564
Internalisierung und Marktqualität: Was bringt Xetra Best? 0 0 0 3 2 2 5 45
Investment performance and market share: A study of the German mutual fund industry 0 0 0 7 0 0 7 64
Investment performance and market share: A study of the German mutual fund industry 0 0 1 79 0 2 10 346
Is BEST really better? Internalization of orders in an open limit order book 1 1 1 9 1 2 7 51
Is it better to say goodbye? When former executives set executive pay 0 0 0 15 3 6 15 138
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets 0 0 0 0 0 0 7 89
Liquidity dynamics in an electronic open limit order book: An event study approach 0 1 5 166 1 6 16 508
Liquidity in the German stock market 0 0 0 18 0 1 12 31
Liquiditätsmessung auf experimentellen Aktienmärkten# 0 0 1 200 0 0 3 785
Market response to investor sentiment 0 0 1 83 0 1 6 230
Market response to investor sentiment 0 0 2 30 1 1 14 105
Messung individueller Risikoeinstellungen 1 1 1 15 1 3 6 61
Open Market Share Repurchases in Germany - A Conditional Event Study Approach 0 1 2 22 1 4 15 84
Open market share repurchases in Germany: A conditional event study approach 0 0 3 35 0 1 10 127
Organized equity markets in Germany 0 0 2 392 2 3 20 974
Performance and market share: Evidence from the German mutual fund industry 0 0 0 11 1 4 9 52
Performance deutscher Rentenfonds 0 0 0 191 0 1 7 1,229
Price Discovery in Floor and Screen Trading Systems 1 1 1 295 1 3 7 1,222
Price discovery in spot and futures markets: A reconsideration 0 0 0 32 1 3 17 380
Price discovery in spot and futures markets: A reconsideration 0 0 3 25 2 3 19 89
Price discovery in spot and futures markets: A reconsideration 0 0 3 36 1 2 14 107
Setting a Fox to Keep the Geese: Does the comply-or-explain principle work? 0 1 1 36 2 4 16 187
Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory 0 0 0 109 0 2 5 442
Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory 0 0 0 27 0 0 3 136
Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory 0 0 0 7 0 1 8 69
Should I stay or should I go? Former CEOs as monitors 0 0 1 38 1 4 11 128
Small is beautiful? How the introduction of mini futures contracts affects the regular contract 0 0 9 9 0 4 8 8
Sooner or later: delays in trade reporting by corporate insiders 0 0 0 18 0 2 9 96
Spoilt for choice: Order routing decisions in fragmented equity markets 0 0 0 22 0 2 11 46
Spoilt for choice: Order routing decisions in fragmented equity markets 0 0 0 12 1 2 8 23
Strategic Trading and Trade Reporting by Corporate Insiders 0 0 1 25 0 0 7 134
Strategic trading and trade reporting by corporate insiders 0 0 0 13 0 0 3 156
Strategic trading and trade reporting by corporate insiders 0 0 1 6 0 0 3 65
Strategic trading and trade reporting by corporate insiders 0 0 1 7 1 1 7 58
The Lintner model revisited: Dividends versus total payouts 0 0 1 64 1 4 14 222
The cross-Section of German stock returns: New data and new evidence 0 0 0 53 1 1 17 516
Time and price impact of a trade: A structural approach 0 1 2 20 0 1 8 70
Time and the price impact of a trade: A structural approach 0 0 1 16 0 0 6 83
Trader Anonymity, Price Formation and Liquidity 0 0 0 201 0 0 3 627
Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing 0 0 5 46 0 2 23 63
Total Working Papers 8 25 155 5,075 101 290 1,269 23,013


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 7 0 0 1 32
A test of the accuracy of the Lee/Ready trade classification algorithm 0 0 3 300 0 4 22 740
Algorithmic trading and liquidity: Long term evidence from Austria 0 0 0 3 1 3 17 35
An Index Is An Index Is An Index? 0 0 0 12 0 0 2 125
An analysis of private investors' stock market return forecasts 0 0 1 31 1 2 5 155
Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen 0 1 1 1 0 2 2 5
Beta and returns revisited: Evidence from the German stock market 1 1 5 161 3 6 18 417
COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE 0 1 1 7 1 4 11 49
Call of duty: Designated market maker participation in call auctions 0 2 3 3 2 4 6 6
Competition between Exchanges: Euronext versus Xetra 0 0 1 49 0 3 7 219
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 2 81 1 5 22 248
Estimating the probability of informed trading--does trade misclassification matter? 0 0 1 107 0 1 5 304
Floor versus Screen Trading: Evidence from the German Stock Market 0 0 1 2 1 8 24 401
Illiquidity transmission from spot to futures markets 0 0 0 1 0 0 4 9
Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study 0 0 2 100 2 2 7 297
Insider Trading and Corporate Governance: The Case of Germany 1 4 11 133 2 7 28 382
Insider trading and portfolio structure in experimental asset markets with a long-lived asset 0 0 3 85 0 2 7 389
Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book 0 0 0 11 0 0 0 37
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 1 185 0 0 7 520
Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach 0 0 1 3 1 1 6 8
Liquidity in the German Stock Market 1 3 24 29 2 13 83 106
Market Response to Investor Sentiment 0 0 2 12 0 1 10 57
Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets 1 2 4 145 1 5 20 428
Open Market Share Repurchases in Germany: A Conditional Event Study Approach 0 1 6 9 1 4 12 23
Price discovery in floor and screen trading systems 0 0 1 69 0 1 6 260
Price discovery in spot and futures markets: a reconsideration 0 0 0 71 0 1 9 214
Setting a fox to keep the geese -- Does the comply-or-explain principle work? 0 0 1 95 0 2 20 444
Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory 0 0 2 10 0 0 3 50
Should I stay or should I go? Former CEOs as monitors 0 0 2 20 2 5 14 114
Sooner or Later: An Analysis of the Delays in Insider Trading Reporting 0 0 0 0 0 0 2 3
Stealth Trading and Trade Reporting by Corporate Insiders 0 0 1 17 1 2 8 56
The Anatomy of a Call Market 0 0 1 57 1 1 7 274
The Cross-Section of German Stock Returns: New Data and New Evidence 5 6 18 198 8 15 48 435
The Future of Corporate Financing in Europe 0 0 1 7 0 0 4 16
The Information Content of Dividend Surprises: Evidence from Germany 0 1 3 26 2 3 6 58
The Lintner model revisited: Dividends versus total payouts 0 1 4 32 2 4 17 141
Trader Anonymity, Price Formation and Liquidity 0 0 0 0 0 1 5 9
Who knows what when? The information content of pre-IPO market prices 0 1 2 67 1 3 11 261
Total Journal Articles 9 24 109 2,146 36 115 486 7,327


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Liquidity measures 0 0 2 64 0 1 10 103
Total Chapters 0 0 2 64 0 1 10 103


Statistics updated 2021-01-03