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Erik Theissen
Erik Theissen
Professor of Finance, University of Mannheim
Bestätigte E-Mail-Adresse bei uni-mannheim.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Does anonymity matter in electronic limit order markets?
T Foucault, S Moinas, E Theissen
The Review of Financial Studies 20 (5), 1707-1747, 2007
2942007
Insider trading and corporate governance: The case of Germany
A Betzer, E Theissen
European Financial Management 15 (2), 402-429, 2009
253*2009
Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets
E Theissen
Journal of financial markets 3 (4), 333-363, 2000
1972000
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets
J Grammig, D Schiereck, E Theissen
Journal of Financial Markets 4 (4), 385-412, 2001
1792001
Beta and returns revisited: evidence from the German stock market
R Elsas, M El-Shaer, E Theissen
Journal of International Financial Markets, Institutions and Money 13 (1), 1-18, 2003
1772003
Price discovery in floor and screen trading systems
E Theissen
Journal of Empirical Finance 9 (4), 455-474, 2002
1672002
Estimating the probability of informed trading—does trade misclassification matter?
E Boehmer, J Grammig, E Theissen
Journal of Financial Markets 10 (1), 26-47, 2007
1642007
Liquidity dynamics in an electronic open limit order book: An event study approach
P Gomber, U Schweickert, E Theissen
European Financial Management 21 (1), 52-78, 2015
149*2015
Price discovery in spot and futures markets: A reconsideration
E Theissen
High Frequency Trading and Limit Order Book Dynamics, 249-268, 2016
1162016
A test of the accuracy of the Lee/Ready trade classification algorithm
E Theissen
Journal of International Financial Markets, Institutions and Money 11 (2 …, 2001
962001
The cross-section of German stock returns: New data and new evidence
S Artmann, P Finter, A Kempf, S Koch, E Theissen
Schmalenbach Business Review 64, 20-43, 2012
912012
Insider trading and portfolio structure in experimental asset markets with a long-lived asset
JP Krahnen, C Rieck, E Theissen
The European Journal of Finance 5 (1), 29-50, 1999
91*1999
The anatomy of a call market
CH Kehr, JP Krahnen, E Theissen
Journal of Financial Intermediation 10 (3-4), 249-270, 2001
90*2001
Setting a fox to keep the geese—does the comply-or-explain principle work?
C Andres, E Theissen
Journal of Corporate Finance 14 (3), 289-301, 2008
852008
The information content of dividend surprises: Evidence from Germany
C Andres, A Betzer, I Van den Bongard, C Haesner, E Theissen
Journal of Business Finance & Accounting 40 (5-6), 620-645, 2013
84*2013
Who knows what when? The information content of pre-IPO market prices
G Löffler, PF Panther, E Theissen
Journal of Financial Intermediation 14 (4), 466-484, 2005
78*2005
Trader anonymity, price formation and liquidity
E Theissen
Review of Finance 7 (1), 1-26, 2003
752003
Floor versus screen trading: Evidence from the German stock market
E Theissen
Journal of Institutional and Theoretical Economics (JITE)/Zeitschrift für …, 2002
752002
How to measure the liquidity of cryptocurrency markets?
A Brauneis, R Mestel, R Riordan, E Theissen
Journal of Banking & Finance 124, 106041, 2021
74*2021
Competition between equity markets: A review of the consolidation versus fragmentation debate
P Gomber, S Sagade, E Theissen, MC Weber, C Westheide
Journal of economic surveys 31 (3), 792-814, 2017
68*2017
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