Erik Theissen

Finance · 2001–2009

A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Erik Theissen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. H. Bessembinder
  2. J. Gonzalo

Who trusts Erik Theissen overall

  1. Bingcheng Yan
  2. Joachim Grammig
  3. Eric Zivot
  4. Michael Melvin
  5. Christian Schlag
  6. Daniel Rittler

Papers from Erik Theissen's perspective

Ordered by how strongly the researchers Erik Theissen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Issues in Assessing Trade Execution Costs
  2. Crossing Networks and Dealer Markets: Competition and Performance
  3. The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
  4. Order aggressiveness in limit order book markets
  5. The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
  6. Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues
  7. (IAM Series No 001) On the Out-Of-Sample Importance of Skewness and Asymetric Dependence for Asset Allocation
  8. What are Stock Investors' Actual Historical Returns? Evidence from Dollar-Weighted Returns
  9. Institutional Trading and Stock Resiliency: Evidence from the 2007-2009 Financial Crisis
  10. Stock Market Declines and Liquidity

Their papers