Artikel in Fachzeitschriften
- Bitcoin unchained: Determinants of Cryptocurrency Exchange Liquidity (with A. Brauneis, R. Mestel & E. Theissen), Journal of Empirical Finance, 69 (6) (2022).
- How to measure the Liquidity of Cryptocurrency Markets? (with A. Brauneis, R. Mestel & E. Theissen), Journal of Banking and Finance, 124 (12) (2021).
- The Market Microstructure of Central Bank Bond Purchases (with K. Schlepper, H. Hofer & A. Schrimpf), Journal of Financial and Quantitative Analysis, 55 (1) (2020).
- Price Discovery without Trading: Evidence from Limit Orders (with J. Brogaard & T. Hendershott), Journal of Finance, 74 (4) (2019).
- The Effects of Uncertainty on Market Liquidity: Evidence from Hurricane Sandy (with D. Rehse, N. Rottke & J. Zietz), Journal of Financial Economics, 134 (2) (2019).
- High Frequency Trading and extreme Price Movements (with J. Brogaard, A. Carrion, T. Moyaert, A. Shkilko & K. Sokolov), Journal of Financial Economics, 128 (2) (2018).
- High Frequency Trading and the 2008 Short-Sale Ban (with J. Brogaard & T. Hendershott), Journal of Financial Economics, 124 (1) (2017).
- Trading fast and slow: Colocation and Liquidity (with J. Brogaard, B. Hagstromer & L. Norden), Review of Financial Studies, 28 (12) (2015).
- The impact of computerized Agents on immediate Emotions, overall Arousal and bidding Behavior in electronic Auctions (with T. Teubner & M. Adam), Journal of the Association of Information Systems, 16 (10) (2015).
- High Frequency Trading and Price Discovery (J. Brogaard & T. Hendershott), Review of Financial Studies, 27 (8) (2014).
- Algorithmic Trading and the Market for Liquidity (with T. Hendershott), Journal of Financial and Quantitative Analysis, 48 (2013).
- Public Information Arrival: Price Discovery and Liquidity in electronic Limit Order Markets (with A. Storkenmaier, M. Wagener), Journal of Banking and Finance, 37 (4) (2013).
- Latency, Liquidity and Price Discovery (with A. Storkenmaier), Journal of Financial Markets, 15 (4) (2012).
- High Frequency Trading (with C. Lattemann, P. Loos, J. Gomolka, H.P. Burghof, A. Breuer, P. Gomber, M. Krogmann, J. Nagel, R. Riess & R. Zajonz), Business & Information Systems Engineering 4 (2) (2012).