2017

Johann, Thomas ; Theissen, Erik (2017) The best in town : a comparative analysis of low-frequency liquidity estimators. SSRN Working Paper Series Rochester, NY [Working paper]

Betzer, André ; Bongard, Inga van den ; Theissen, Erik ; Volkmann, Christine (2017) All is not lost that is delayed : overconfidence and investment failure. SSRN Working Paper Series Rochester, NY [Working paper]

Gomber, Peter ; Sagade, Satchit ; Theissen, Erik ; Weber, Moritz Christian ; Westheide, Christian (2017) Competition between equity markets : a review of the consolidation versus fragmentation debate. Journal of Economic Surveys Hoboken, NJ 31 3 792-814 [Article]

Atanasov, Victoria ; Nitschka, Thomas (2017) Firm size, economic risks, and the cross-section of international stock returns. The North American journal of economics and finance Amsterdam [u.a.] 39 110-126 [Article]

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2016

Doumet, Markus ; Limbach, Peter ; Theissen, Erik (2016) Ich bin dann mal weg : Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : Zfbf Düsseldorf 68 3 253-277 [Article]

Gomber, Peter ; Sagade, Satchit ; Theissen, Erik ; Weber, Moritz Christian ; Westheide, Christian (2016) Competition between equity markets : a review of the consolidation versus fragmentation debate. SAFE Working Paper Frankfurt am Main 35 [Working paper]

Andres, Christian ; Doumet, Markus ; Fernau, Erik ; Theissen, Erik (2016) Die Auswirkungen der Zulassung von Aktienrückkäufen auf die Dividendenausschüttungen deutscher Aktiengesellschaften. Casper, Matthias Festschrift für Johannes Köndgen zum 70. Geburtstag Köln 637-648 [Book chapter]

Gomber, Peter ; Sagade, Satchit ; Theissen, Erik ; Weber, Moritz Christian ; Westheide, Christian (2016) Spoilt for choice : order routing decisions in fragmented markets. SAFE Working Paper Frankfurt am Main 143 [Working paper]

Theissen, Erik ; Westheide, Christian (2016) Call of duty : designated market maker participation in call auctions. CFR Working Paper Köln 16-05 [Working paper]

Atanasov, Victoria (2016) Conditional interest rate risk and the cross-section of excess stock returns. Review of financial economics Amsterdam [u.a.] 30 23-32 [Article]

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2015

Gomber, Peter ; Schweickert, Uwe ; Theissen, Erik (2015) Liquidity Dynamics in an Electronic Open Limit Order Book: An Event Study Approach. European Financial Management Oxford 21 1 52-78 [Article]

Andres, Christian ; Doumet, Markus ; Fernau, Erik ; Theissen, Erik (2015) The Lintner Model Revisited: Dividends Versus Total Payouts. Journal of Banking & Finance Amsterdam [u.a.] 55 56-69 [Article]

Gaul, Jürgen ; Theissen, Erik (2015) A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices. The Journal of Futures Markets Malden, Mass. [u.a.] 35 4 371-384 [Article]

Gomber, Peter ; Sagade, Satchit ; Theissen, Erik ; Weber, Moritz Christian ; Westheide, Christian (2015) The State of Play in European Over-the-Counter Equities Trading. The Journal of Trading New York, NY 10 2 23-32 [Article]

Betzer, André ; Gider, Jasmin ; Metzger, Daniel ; Theissen, Erik (2015) Stealth Trading and Trade Reporting by Corporate Insiders. Review of Finance Oxford 19 2 865-905 [Article]

Fink, Christopher ; Raatz, Katharina ; Weigert, Florian (2015) Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence. Mannheim [u.a.] [Working paper]

2014

Betzer, André ; Gider, Jasmin ; Metzger, Daniel ; Theissen, Erik (2014) Stealth Trading and Trade Reporting by Corporate Insiders. SSRN working papers series Rochester, NY [Working paper]

Kasch, Maria ; Sarkar, Asani (2014) Is There an S&P 500 Index Effect? SSRN Working Paper Series Rochester, NY [Working paper]

Kroencke, Tim A. ; Schindler, Felix ; Schrimpf, Andreas (2014) International Diversification Benefits with Foreign Exchange Investment Styles. Review of Finance Oxford 18 5 1847-1883 [Article]

Theissen, Erik ; Fellner, Gerlinde (2014) Short sale constraints, divergence of opinion and asset prices: Evicence from the Laboratory. Journal of Economic Behavior and Organisation : JEBO Amsterdam [u.a.] 101 113-127 [Article]

Andres, Christian ; Fernau, Erik ; Theissen, Erik (2014) Should I Stay or Should I Go? Former CEOs as Monitors. Journal of Corporate Finance Amsterdam [u.a.] 28 26-47 [Article]

Andres, Christian ; Betzer, André ; Doumet, Markus ; Theissen, Erik (2014) Open Market Share Repurchases in Germany: A Conditional Event Study Approach. Schumpeter discussion papers Wuppertal 14-010 [Working paper]

Theissen, Erik ; Zehnder, Lars Simon (2014) Estimation of Trading Costs : Trade Indicator Models Revisited. CFR Working Paper Köln 14-09 [Working paper]

Korn, Olaf ; Krischak, Paolo Karl Robert ; Theissen, Erik (2014) Illiquidity Transmission from Spot to Futures Markets. CFR Working Paper Köln 14-10 [Working paper]

Fink, Christopher ; Raatz, Katharina ; Weigert, Florian (2014) Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence. Working papers on finance / University of St.Gallen, School of Finance Research Paper St. Gallen 14/15 [Working paper]

2013

Andres, Christian ; Betzer, André ; Doumet, Markus ; Limbach, Peter (2013) Auswirkungen guter Corporate Governance auf den Unternehmenswert. Kölner Schrift zum Wirtschaftsrecht : KSzW Köln 13 1 92-96 [Article]

Betzer, André ; Bongard, Inga van den ; Goergen, Marc (2013) Index Membership vs. Loss of Control: The Unification of Dual-Class Shares. SSRN Working Paper Series Rochester, NY [Working paper]

Johann, Thomas ; Theissen, Erik (2013) Liquidity Measures. Bell, Adrian R. Handbook of Research Methods and Applications in Empirical Finance Cheltenham 238-255 [Book chapter]

Kasch, Maria ; Caporin, Massimiliano (2013) Volatility Threshold Conditional Correlations: An International Analysis. Journal of Financial Econometrics Oxford 11 4 706-742 [Article]

Fernau, Erik (2013) Essays on Empirical Corporate Finance and Corporate Governance. Mannheim [Doctoral dissertation]

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Hengelbrock, Jördis ; Theissen, Erik ; Westheide, Christian (2013) Market Response to Investor Sentiment. Journal of Business Finance & Accounting : JBFA Oxford 40 7/8 901-917 [Article]

Koch, Stefan ; Westheide, Christian (2013) The Conditional Relation between Fama-French Betas and Return. Schmalenbach business review : Sbr Düsseldorf 65 Oct. 334-358 [Article]

Andres, Christian ; Betzer, André ; Bongard, Inga van den ; Haesner, Christian ; Theissen, Erik (2013) The Information Content of Dividend Surprises: Evidence from Germany. Journal of Business Finance & Accounting : JBFA Oxford 40 5/6 620-645 [Article]

Andres, Christian ; Bongard, Inga van den ; Lehmann, Mirko (2013) Is Busy Really Busy? Board Governance Revisited. Journal of Business Finance & Accounting : JBFA Oxford 40 9/10 1221-1246 [Article]

Gomber, Peter ; Sagade, Satchit ; Theissen, Erik ; Weber, Moritz Christian ; Westheide, Christian (2013) Competition/Fragmentation in Equities Markets: A Literature Survey. SAFE Working Paper Rochester, NY 35 [Working paper]

Theissen, Erik ; Voigt, Christian ; Westheide, Christian (2013) Designated Market Makers in Electronic Limit Order Books - A Closer Look. SSRN Working Paper Series Berlin [u.a.] [Working paper]

2012

Artmann, Sabine ; Finter, Philipp ; Kempf, Alexander ; Koch, Stefan ; Theissen, Erik (2012) The Cross-Section of German Stock Returns: New Data and New Evidence. Schmalenbach business review : Sbr Düsseldorf [u.a.] 64 1 20-43 [Article]

Grammig, Joachim ; Theissen, Erik (2012) Is BEST Really Better? Internalization of Orders in an Open Limit Order Book. Schmalenbach business review : Sbr Düsseldorf [u.a.] 64 4 82-100 [Article]

Theissen, Erik (2012) Price discovery in spot and futures markets: a reconsideration. The European Journal of Finance London 18 10 969-987 [Article]

Dettenrieder, Dominik ; Theissen, Erik (2012) The Market Reaction to Corporate Disclosure: Evidence from Germany. Midwest Finance Association 2013 Annual Meeting Paper Mannheim ; Münster [Working paper]

Kasch, Maria ; Caporin, Massimiliano (2012) Volatility Threshold Dynamic Conditional Correlations: An International Analysis. SSRN Working Paper Series Rochester, NY [Working paper]

Kasch, Maria ; Sarkar, Asani Is There an S&P 500 Index Effect? (2012) 1st Luxembourg Asset Management Summit (Luxembourg) [Conference presentation]

Betzer, André ; Doumet, Markus ; Rinne, Ulf (2012) How policy changes affect shareholder wealth: the case of the Fukushima Dai-ichi nuclear disaster. Applied Economics Letters Abingdon 20 8 799-803 [Article]

Andres, Christian ; Fernau, Erik ; Theissen, Erik (2012) Is It Better To Say Goodbye? When Former Executives Set Executive Pay. CFR Working Paper Köln 12-02 [Working paper]

Theissen, Erik ; Zaehres, Meta (2012) The Price Pressure Hypothesis Revisited: Evidence from Tax-Induced Selling. SSRN Working Paper Series Rochester, NY [Working paper]

Andres, Christian ; Betzer, André ; Bongard, Inga van den ; Haesner, Christian ; Theissen, Erik (2012) Dividend Announcements Reconsidered: Dividend Changes Versus Dividend Surprises. SSRN Working Paper Series Rochester, NY [Working paper]

Kroencke, Tim A. ; Schindler, Felix (2012) International diversification with securitized real estate and the veiling glare from currency risk. Journal of International Money and Finance Amsterdam [u.a.] 31 7 1851-1866 [Article]

2011

Grammig , Joachim ; Theissen, Erik ; Wünsche, Oliver (2011) Time and the Price Impact of a Trade: A Structural Approach. Working paper Mannheim ; Tübingen [Working paper]

Gomber, Peter ; Schweickert, Uwe ; Theissen, Erik (2011) Liquidity Dynamics in an Electronic Open Limit Order Book: An Event Study Approach. CFR Working Paper Köln 11-14 [Working paper]

Siewert, Jan B. ; Vonhoff, Volker (2011) Liquidity and Credit Risk Premia in the Pfandbrief Market. Mannheim [Working paper]

Bühler, Wolfgang ; Vonhoff, Volker (2011) The Term Structure of Liquidity Premia in the U.S. Treasury Market. SSRN Working Paper Series Rochester, NY [Working paper]

Kasch, Maria ; Rangel, Jose Gonzalo ; Weigand, Moritz (2011) Market Crashes. SSRN Working Paper Series Rochester, NY [Working paper]

Andres, Christian ; Betzer, André ; Bongard, Inga van den ; Haesner, Christian ; Theissen, Erik (2011) Dividend Announcements Reconsidered: Dividend Changes versus Dividend Surprises. SSRN Working Paper Series Rochester, NY [Working paper]

Andres, Christian ; Betzer, André ; Bongard, Inga van den (2011) Das Ende der Deutschland AG. Kredit und Kapital Berlin 44 2 185-216 [Article]

2010

Vonhoff, Volker ; Bühler, Wolfgang The Term Structure of Liquidity Premia in the U.S. Treasury Market. (2010) Deutsche Gesellschaft für Finanzwirtschaft (DGF) (Hamburg, Deutschland) [Conference presentation]

Vonhoff, Volker ; Bühler, Wolfgang The Term Structure of Liquidity Premia in the U.S. Treasury Market. (2010) European Finance Assocation (EFA) (Frankfurt, Deutschland) [Conference presentation]

Vonhoff, Volker ; Bühler, Wolfgang The Term Structure of Liquidity Premia in the U.S. Treasury Market. (2010) European Financial Management Association (EFMA) (Aarhus, Dänemark) [Conference presentation]

Vonhoff, Volker ; Bühler, Wolfgang The Term Structure of Liquidity Premia in the U.S. Treasury Market. (2010) Campus for Finance Research Conference (Vallendar, Deutschland) [Conference presentation]

Vonhoff, Volker ; Siewert, Jan Credit and Liquidity Premia in the German Pfandbrief Market. (2010) HVB Doctoral Seminar (Augsburg, Deutschland) [Conference presentation]

Speck, Christian Credit Risk and the Macro Economy. (2010) DGF PhD Workshop (Hamburg, Germany) [Conference presentation]

Siewert, Jan B. ; Vonhoff, Volker Liquidity and Credit Risk Premia in the Pfandbrief Market. (2010) International Tor Vergata Conference on Money, Banking and Finance (Rome, Italy) [Conference presentation]

Theissen, Erik Strategic Trading and Trade Reporting by Corporate Insiders. (2010) CRSP Forum (Chicago, USA) [Conference presentation]

Theissen, Erik Strategic Trading and Trade Reporting by Corporate Insiders. (2010) 2010 FMA Annual Meeting (New York, USA) [Conference presentation]

Theissen, Erik Strategic Trading and Trade Reporting by Corporate Insiders. (2010) 37th Annual Meeting of the European Finance Association (Frankfurt/M., Deutschland) [Conference presentation]

Theissen, Erik Fourteen at One Blow: The Market Entry of Turquoise. (2010) CREATES Symposium Market Microstructure (Aarhus, Dänemark) [Conference presentation]

Betzer, André ; Theissen, Erik (2010) Sooner or Later: An Analysis of the Delays in Insider Trading Reporting. Journal of Business Finance & Accounting : JBFA Oxford 37 1/2 130-147 [Article]

Theissen, Erik Fourteen at One Blow: The Market Entry of Turquoise. (2010) 17. Jahrestagung der Deutschen Gesellschaft für Finanzwirtschaft (Hamburg, Deutschland) [Conference presentation]

Westheide, Christian Idiosyncratic Volatility and the Timing of Corporate Insider Trading. (2010) Annual meeting of the Financial Management Association International (New York, NY) [Conference presentation]

Kasch, Maria Are Comovements Excessive? (2010) Financial Management Association (New York, USA) [Conference presentation]

Kasch, Maria Are Comovements Excessive? (2010) University of Rotterdam, Research Seminar (Rotterdam, Netherlands) [Conference presentation]

Kasch, Maria Are Comovements Excessive? (2010) Federal Reserve Bank of New York, Research Seminar (New York, USA) [Conference presentation]

Kasch, Maria Market Crashes, Order Imbalance and Stock Returns: Evidence from NYSE. (2010) Financial Management Association, European Meeting (Hamburg, Germany) [Conference presentation]

Andres, Christian ; Betzer, André ; Goergen, Marc ; Metzger, Daniel (2010) Corporate Governance Systems. Baker, Harold Kent Corporate Governance : a synthesis of theory, research, and practice Chichester [u.a.] 37-56 [Book chapter]

Hengelbrock, Jördis ; Theissen, Erik ; Westheide, Christian (2010) Market Response to Investor Sentiment. SSRN Working Paper Series Rochester, NY [Working paper]

2009

Betzer, André ; Theissen, Erik (2009) Insider Trading and Corporate Governance: The Case of Germany. European Financial Management Oxford 15 2 402-429 [Article]

Kasch, Maria ; Theissen, Erik (2009) Competition Between Exchanges: Euronext versus Xetra. European Financial Management Oxford 15 1 181-207 [Article]

Betzer, André ; Andres, Christian ; Goergen, Marc ; Renneboog, Luc (2009) Dividend Policy of German Firms - A Panel Data Analysis of Partial Adjustment Models. Journal of Empirical Finance Amsterdam [u.a.] 16 2 175-187 [Article]

Betzer, André ; Schüssler, Manuel (2009) Corporate Governance, Aktionärsstruktur und Unternehmensperformance in Europa. Tschochohei, Heinrich Governance und Marktdesign : auf der Suche nach den besten Spielregeln - Perspektiven aus Wissenschaft, Praxis und Politik Frankfurt a.M. [u.a.] 309-334 [Book chapter]

Vonhoff, Volker ; Bühler, Wolfgang The Term Structure of Liquidity Premia in the U.S. Treasury Market. (2009) HVB Doctoral Seminar (Ulm, Deutschland) [Conference presentation]

Theissen, Erik Fourteen at One Blow: The Market Entry of Turquoise. (2009) Conference on Individual Decision Making, High Frquency Econometrics and Limit Order Book Dynamics (Warwick, Großbritannien) [Conference presentation]

Theissen, Erik Strategic Trading and Trade Reporting by Corporate Insiders. (2009) 7th International Conference on Corporate Governance (Birmingham, Großbritannien) [Conference presentation]

Paschke, Raphael ; Prokopczuk, Marcel (2009) Integrating multiple commodities in a model of stochastic price dynamics. Journal of Energy Markets London 2 3 47-82 [Article]

Prokopczuk, Marcel Integrating Multiple Commodities in a Model of Stochastic Price Dynamics. (2009) Econometric Society Meeting (Tokio, Japan) [Conference presentation]

Prokopczuk, Marcel Intra-Industry Contagion Effects of Earnings Surprises in the Banking Sector. (2009) INFINITI Annual Conference on International Finance (Dublin, Irland) [Conference presentation]

Prokopczuk, Marcel Intra-Industry Contagion Effects of Earnings Surprises in the Banking Sector. (2009) Financial Management Association (FMA) Annual European Meeting (Turin, Italien) [Conference presentation]

Prokopczuk, Marcel Intra-Industry Contagion Effects of Earnings Surprises in the Banking Sector. (2009) 12th Conference of the Swiss Society for Financial Market Research (sgf) (Genf, Schweiz) [Conference presentation]

Bühler, Wolfgang Valuation of Electricity Futures: Reduced-Form vs. Dynamic Equilibrium Models. (2009) 36th Annual Meeting of the European Finance Association (Bergen, Norwegen) [Conference presentation]

Bühler, Wolfgang ; Trapp, Monika (2009) Explaining the Bond-CDS Basis - The Role of Credit Risk and Liquidity. Schäfer, Klaus Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift für Bernd Rudolph zum 65. Geburtstag Frankfurt a.M. 375-397 [Book chapter]