Innovations in Secondary Markets and their Impact on Market Quality
| Project Start: | 01/2016 |
| Status: | Ongoing |
| Researchers: | Alejandro Bernales, Jasmin Gider, Peter Gomber, Martin Haferkorn, Satchit Sagade, Stefan Scharnowski, Simon N. M. Schmickler, Erik Theissen, Christian Westheide |
| Category: | Financial Markets |
| Funded by: | LOEWE |
This project is part of the team project "The Dynamics of Finance, Competition and Information Production ".
Related Published Papers
| Author/s | Title | Year | Program Area | Keywords |
|---|---|---|---|---|
| Martin Haferkorn | High-Frequency Trading and its Role in Fragmented Markets Journal of Information Technology | 2017 | Financial Markets | Eelectronic market hypothesis, High-frequency trading, Market efficiency, Regulation, Securities trading |
| Micha Bender, Tino Cestonaro, Peter Gomber, Jascha-Alexander Koch | Research Unbundling and COVID-19: Will Europe's Capital Markets Recovery Package Help? Journal of Investing | 2021 | Financial Markets | |
| Benjamin Clapham, Peter Gomber, Michael Siering | Popular News Are Relevant News! How Investor Attention Affects Algorithmic Decision-Making and Decision Support in Financial Markets Information Systems Frontiers | 2021 | Financial Markets | |
| Micha Bender, Benjamin Clapham, Peter Gomber, Jascha-Alexander Koch | To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling Financial Analysts Journal | 2021 | Financial Markets |
Related Working Papers
| No. | Author/s | Title | Year | Program Area | Keywords |
|---|---|---|---|---|---|
| 248 | Jasmin Gider, Peter Gomber, Simon N. M. Schmickler, Christian Westheide | High-Frequency Trading and Price Informativeness | 2019 | Financial Markets | High-Frequency Trading, Price Efficiency, Information Acquisition, Information Production |
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