Squeezing shorts through social media platforms F Allen, M Haas, E Nowak, M Pirovano, A Tengulov Swiss Finance Institute Research Paper, 2021 | 48 | 2021 |
Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze F Allen, MD Haas, E Nowak, A Tengulov Journal of Financial Economics 142 (1), 166-194, 2021 | 46 | 2021 |
Rumors and runs in opaque markets: Evidence from the panic of 1907 C Fohlin, T Gehrig, M Haas Centre for Economic Policy Research, 2015 | 31 | 2015 |
Illiquidity contagion and information spillover from CDS to equity markets M Haas, JE Reynolds | 13 | 2016 |
Speed and learning in high-frequency auctions M Haas, M Khapko, M Zoican Journal of Financial Markets 54, 100583, 2021 | 12 | 2021 |
Beyond the frequency wall: Speed and liquidity on batch auction markets M Haas, MA Zoican HAL Post-Print, 2016 | 11 | 2016 |
Anomalous Trading Prior to Lehman Brothers' Failure T Gehrig, M Haas European Corporate Governance Institute (ECGI)-Finance Working Paper, 2014 | 8* | 2014 |
CDS market transparency and equity market quality M Haas, J Reynolds Available at SSRN 2606164, 2020 | 5 | 2020 |
Discrete or continuous trading? HFT competition and liquidity on batch auction markets M Haas, MA Zoican Université Paris-Dauphine, 2016 | 5 | 2016 |
Equity Short Sales and Options: Complements or Substitutes? M Haas Available at SSRN 2630944, 2017 | 3 | 2017 |
Rumors and runs in opaque markets: Evidence from the panic of 1907 T Gehrig, C Fohlin, M Haas CEPR Discussion Papers, 2015 | 3 | 2015 |
The legal and economic implications from recent UK spoofing cases G Leonard, Y Cao, M Haas, G Mocek Journal of Financial Compliance 4 (2), 179-193, 2020 | 1 | 2020 |
Market efficiency and limits to arbitrage: Evidence from the biggest short squeeze in history F Allen, M Haas, E Nowak, A Tengulov SSRN Electronic Journal. https://doi. org/10.2139/ssrn 2977019, 2017 | 1 | 2017 |
Market Efficiency and Limits to Short-sell Arbitrage: Evidence from the Biggest Short Squeeze in History F Allen, M HAAS, E NOWAK, A TENGULOV Working paper, Imperial College London and SSRN, 2017 | 1 | 2017 |
Order and trade data analysis in recent spoofing investigations G Leonard, M Haas, O Pegden Journal of Financial Compliance 7 (4), 346-352, 2024 | | 2024 |
How Prevalent Are Short Squeezes? Evidence From the US and Europe F Allen, M Haas, M Pirovano, A Tengulov Evidence From the US and Europe (July 30, 2023), 2023 | | 2023 |
Anomalous Trading prior to the Lehman Failure T Gehrig, M Haas | | 2016 |
Stock Trading in the Early 20th Century: The Panic of 1907 C Fohlin, T Gehrig, M Haas, F Daverfeldt | | 2015 |
Transactions Costs at the New York Stock Exchange from 1900-1910 F Daverfeldt, C Fohlin, T Gehrig, M Haas | | 2014 |
In this section T Gehrig, M Haas, C Fohlin | | |