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 30 1 1 2 75
A partially linear approach to modelling the dynamics of spot and futures prices 0 0 0 5 2 2 7 56
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 2 2 4 948
Call of duty: Designated market maker participation in call auctions 0 0 0 4 1 3 15 29
Call of duty: Designated market maker participation in call auctions 0 0 0 33 1 2 10 100
Competition between equity markets: A review of the consolidation versus fragmentation debate 0 0 1 123 3 6 18 258
Competition between exchanges: Euronext versus Xetra 0 0 0 10 1 2 7 71
Competition between exchanges: Euronext versus Xetra 0 0 0 35 13 46 121 1,916
Der Neue Markt: Eine Bestandsaufnahme# 0 0 0 163 1 1 6 1,051
Determinanten der Aktionärspräsenz auf Hauptversammlungen deutscher Aktiengesellschaften 0 0 0 24 1 1 3 138
Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises 0 0 2 64 2 2 8 214
Dividend announcements reconsidered: Dividend changes versus dividend surprises 0 0 1 51 4 8 19 289
Dividend taxation and DAX futures prices 0 0 0 47 2 5 9 269
Do contented customers make shareholders wealthy? Implications of intangibles for security pricing 0 0 1 5 0 1 10 34
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 177 0 0 8 1,227
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 0 2 5 13 43
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 64 1 1 10 327
Does anonymity matter in electronic limit order markets ? 0 0 0 0 1 3 8 37
Does anonymity matter in electronic limit order markets ? 0 0 0 0 1 2 7 32
Does anonymity matter in electronic limit order markets ? 0 0 0 165 1 11 22 694
Does anonymity matter in electronic limit order markets? 0 0 0 17 1 2 11 121
Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence 0 0 1 12 0 2 16 38
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 0 344 1 3 13 1,284
Estimating the Probability of Informed Trading: Does Trade Misclassification Matter? 0 0 1 244 2 5 14 967
Estimation of trading costs: Trade indicator models revisited 0 0 0 77 4 6 14 343
Finanzwirtschaftliche Anwendungen der Blockchain-Technologie 0 0 0 27 0 1 8 58
Floor versus Screen Trading: Evidence from the German Stock Market 0 0 0 308 3 4 10 1,586
GDP mimicking portfolios and the cross-section of stock returns 0 0 0 28 2 3 10 119
Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil 0 0 0 8 1 3 9 72
Illiquidity transmission from spot to futures markets 0 0 0 39 0 0 5 153
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 4 5 11 73
Insider Trading and Portfolio Structure in Experimental Asset Markets with a Long Lived Asset 0 0 2 371 2 4 18 1,913
Insider trading and corporate governance: The case of Germany 0 0 0 134 2 2 10 596
Internalisierung und Marktqualität: Was bringt Xetra Best? 0 0 0 7 2 2 5 63
Investment performance and market share: A study of the German mutual fund industry 0 0 0 79 3 4 6 360
Investment performance and market share: A study of the German mutual fund industry 0 0 0 10 1 5 10 82
Is BEST really better? Internalization of orders in an open limit order book 0 0 0 14 0 3 15 81
Is it better to say goodbye? When former executives set executive pay 0 0 0 15 2 4 31 238
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 0 0 0 176 2 4 14 563
Liquidity in the German stock market 0 0 0 29 5 8 19 75
Liquiditätsmessung auf experimentellen Aktienmärkten# 0 0 0 201 2 2 10 798
Market response to investor sentiment 0 0 0 86 3 4 8 258
Market response to investor sentiment 0 0 0 34 2 4 11 135
Messung individueller Risikoeinstellungen 0 0 0 17 0 0 5 75
Momentum? What Momentum? 0 0 0 27 2 3 11 81
Non-Standard Errors 0 0 0 44 5 10 38 476
Open Market Share Repurchases in Germany - A Conditional Event Study Approach 0 1 1 30 6 9 15 132
Open market share repurchases in Germany: A conditional event study approach 0 0 1 36 0 2 6 142
Organized equity markets in Germany 0 0 0 395 1 2 11 1,005
Performance and market share: Evidence from the German mutual fund industry 0 0 0 11 2 4 9 68
Performance deutscher Rentenfonds 0 0 0 193 0 1 7 1,242
Price Discovery in Floor and Screen Trading Systems 0 0 0 296 1 3 13 1,242
Price discovery in spot and futures markets: A reconsideration 0 0 0 32 1 2 6 420
Price discovery in spot and futures markets: A reconsideration 0 0 1 39 2 4 12 132
Price discovery in spot and futures markets: A reconsideration 0 0 0 26 3 8 18 116
Setting a Fox to Keep the Geese: Does the comply-or-explain principle work? 0 0 0 39 1 2 5 206
Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory 0 0 0 109 2 4 16 468
Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory 0 0 0 27 1 1 7 152
Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory 0 0 0 8 1 9 16 93
Should I stay or should I go? Former CEOs as monitors 0 0 0 42 3 6 14 164
Small is beautiful? How the introduction of mini futures contracts affects the regular contract 0 0 1 16 2 8 19 50
Sooner or later: delays in trade reporting by corporate insiders 0 0 0 18 1 1 6 107
Spoilt for choice: Order routing decisions in fragmented equity markets 0 0 0 13 1 2 6 44
Spoilt for choice: Order routing decisions in fragmented equity markets 0 0 0 24 1 1 11 69
Strategic Trading and Trade Reporting by Corporate Insiders 0 0 0 25 2 2 4 144
Strategic trading and trade reporting by corporate insiders 0 0 0 6 0 1 8 77
Strategic trading and trade reporting by corporate insiders 0 0 0 13 1 1 5 166
Strategic trading and trade reporting by corporate insiders 0 0 0 7 5 6 13 73
The Lintner model revisited: Dividends versus total payouts 0 0 0 69 2 11 17 266
The cross-Section of German stock returns: New data and new evidence 0 0 0 53 3 4 19 559
Time and price impact of a trade: A structural approach 0 1 1 22 1 3 10 87
Time and the price impact of a trade: A structural approach 0 0 0 16 1 5 16 107
Trader Anonymity, Price Formation and Liquidity 0 0 0 202 2 5 6 834
Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing 0 0 1 57 3 7 17 112
Total Working Papers 0 2 15 5,285 140 311 958 26,876
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 4 6 10 47
A test of the accuracy of the Lee/Ready trade classification algorithm 0 0 1 314 7 14 38 854
Algorithmic trading and liquidity: Long term evidence from Austria 0 0 1 11 11 14 26 79
An Index Is An Index Is An Index? 0 0 0 13 0 3 10 143
An analysis of private investors' stock market return forecasts 0 0 0 31 5 8 16 175
Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen 0 0 0 1 1 2 4 10
Beta and returns revisited: Evidence from the German stock market 0 0 0 180 1 3 5 472
COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE 0 0 2 18 4 5 17 95
Call of duty: Designated market maker participation in call auctions 0 0 0 7 8 8 11 39
Competition between Exchanges: Euronext versus Xetra 0 0 0 54 3 7 9 248
Does Anonymity Matter in Electronic Limit Order Markets? 0 1 1 100 0 2 9 309
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 3 15 26 343
Floor versus Screen Trading: Evidence from the German Stock Market 0 0 0 3 2 3 12 454
How to measure the liquidity of cryptocurrency markets? 0 1 5 45 12 24 57 228
Illiquidity transmission from spot to futures markets 0 1 1 5 3 6 10 35
Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study 0 0 0 102 3 5 7 313
Insider Trading and Corporate Governance: The Case of Germany 0 0 5 162 1 2 22 475
Insider trading and portfolio structure in experimental asset markets with a long-lived asset 0 0 1 94 1 2 9 420
Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book 0 0 0 18 1 2 4 54
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 187 0 1 7 539
Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach 0 0 1 11 1 3 9 35
Liquidity in the German Stock Market 1 1 4 72 7 10 25 259
Market Response to Investor Sentiment 0 0 0 15 3 3 12 81
Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets 0 0 1 155 1 1 5 503
Open Market Share Repurchases in Germany: A Conditional Event Study Approach 0 1 2 15 0 2 12 60
Price discovery in floor and screen trading systems 0 0 1 72 2 5 14 285
Price discovery in spot and futures markets: a reconsideration 0 0 2 76 3 4 16 253
Setting a fox to keep the geese -- Does the comply-or-explain principle work? 0 0 0 106 2 3 12 503
Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory 0 0 0 10 2 4 8 68
Should I stay or should I go? Former CEOs as monitors 0 0 0 25 2 2 6 141
Sooner or Later: An Analysis of the Delays in Insider Trading Reporting 0 0 0 4 3 3 17 62
Stealth Trading and Trade Reporting by Corporate Insiders 1 1 1 21 2 2 8 85
The Anatomy of a Call Market 0 0 0 60 1 2 8 303
The Cross-Section of German Stock Returns: New Data and New Evidence 0 0 1 230 3 4 12 535
The Future of Corporate Financing in Europe 0 0 1 14 2 3 9 44
The Information Content of Dividend Surprises: Evidence from Germany 1 1 2 39 5 6 14 99
The Lintner model revisited: Dividends versus total payouts 0 0 1 43 5 6 23 214
Trader Anonymity, Price Formation and Liquidity 0 0 0 1 2 2 4 281
Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing 1 1 5 16 1 3 25 68
What drives the liquidity of cryptocurrencies? A long-term analysis 2 2 5 44 9 13 28 130
Who knows what when? The information content of pre-IPO market prices 0 1 1 73 1 3 12 292
Total Journal Articles 6 11 45 2,566 127 216 588 9,633


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 3 9 27 185
Total Chapters 0 0 2 89 3 9 27 185


Statistics updated 2026-05-06