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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).