BWL an der Universität Mannheim: Publikationen und Forschungspapiere

Publikationen und Forschungspapiere

Artikel
Forschungspapiere

Scharnowski, S. (2020). Understanding bitcoin liquidity. Finance Research Letters, Article 101477.
Haselmann, R. und Theissen, E. (2019). Jan Krahnen zum 65. Geburtstag. Zeitschrift für betriebswirtschaftliche Forschung : ZfbF, 71, 415-417.
Johann, T., Scharnowski, S., Theissen, E., Westheide, C. und Zimmermann, L. (2019). Liquidity in the German stock market. Schmalenbach Business Review : SBR, 71, 443-473.
Korn, O., Krischak, P. K. R. und Theissen, E. (2019). Illiquidity transmission from spot to futures markets. The Journal of Futures Markets, 39, 1228-1249.
Mestel, R., Nießen, L., Theissen, E., Uhlenkamp, C. und Wagner, D. (2019). Liquidität am österreichischen Aktienmarkt: Datenbank „FiRe Graz DS“. Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen, 67, 620-629.
Theissen, E. (2019). What can we learn from stock prices?: Cash flow, risk, and shareholder welfare : Comment. Journal of Institutional and Theoretical Economics : JITE, 175, 200-204.
Andres, C., Betzer, A., Doumet, M. und Theissen, E. (2018). Open market share repurchases in Germany: A conditional event study approach. Abacus : A Journal of Accounting, Finance and Business, 54, 417-444.
Mestel, R., Murg, M. und Theissen, E. (2018). Algorithmic trading and liquidity: Long term evidence from Austria. Finance Research Letters, 26, 198-203.
Atanasov, V. und Nitschka, T. (2017). Firm size, economic risks, and the cross-section of international stock returns. The North American journal of economics and finance, 39, 110-126.
Fahlenbrach, R., Hackbarth, D., Rocholl, J., Theissen, E. und Uhrig-Homburg, M. (2017). The future of corporate financing in Europe. Schmalenbach Business Review : SBR, 18, 179-180.
Gomber, P., Sagade, S., Theissen, E., Weber, M. C. und Westheide, C. (2017). Competition between equity markets : a review of the consolidation versus fragmentation debate. Journal of Economic Surveys, 31, 792-814.
Atanasov, V. (2016). Conditional interest rate risk and the cross-section of excess stock returns. Review of financial economics, 30, 23-32.
Doumet, M., Limbach, P. und Theissen, E. (2016). Ich bin dann mal weg : Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : Zfbf, 68, 253-277.
Andres, C., Doumet, M., Fernau, E. und Theissen, E. (2015). The Lintner model revisited: Dividends versus total payouts. Journal of Banking & Finance, 55, 56-69.
Atanasov, V. und Nitschka, T. (2015). Foreign currency returns and systematic risks. Journal of Financial and Quantitative Analysis : JFQA, 50, 231-250.
Betzer, A., Gider, J., Metzger, D. und Theissen, E. (2015). Stealth trading and trade reporting by corporate insiders. Review of Finance, 19, 865-905.
Gaul, J. und Theissen, E. (2015). A partially linear approach to modeling the dynamics of spot and futures prices. The Journal of Futures Markets, 35, 371-384.
Gomber, P., Sagade, S., Theissen, E., Weber, M. C. und Westheide, C. (2015). The state of play in European over-the-counter equities trading. The Journal of Trading, 10, 23-32.
Gomber, P., Schweickert, U. und Theissen, E. (2015). Liquidity dynamics in an electronic open limit order book: An event study approach. European Financial Management, 21, 52-78.
Andres, C., Fernau, E. und Theissen, E. (2014). Should I Stay or Should I Go? Former CEOs as Monitors. Journal of Corporate Finance, 28, 26-47.
Atanasov, V. und Nitschka, T. (2014). Currency excess returns and global downside market risk. Journal of International Money and Finance, 47, 268-285.
Kroencke, T. A., Schindler, F. und Schrimpf, A. (2014). International Diversification Benefits with Foreign Exchange Investment Styles. Review of Finance, 18, 1847-1883.
Theissen, E. und Fellner, G. (2014). Short sale constraints, divergence of opinion and asset prices: Evicence from the Laboratory. Journal of Economic Behavior & Organization : JEBO, 101, 113-127.
Andres, C., Betzer, A., van den Bongard, I. ., Haesner, C. und Theissen, E. (2013). The Information Content of Dividend Surprises: Evidence from Germany. Journal of Business Finance & Accounting : JBFA, 40, 620-645.
Andres, C., Betzer, A., Doumet, M. und Limbach, P. (2013). Auswirkungen guter Corporate Governance auf den Unternehmenswert. Kölner Schrift zum Wirtschaftsrecht : KSzW, 13, 92-96.
Andres, C., van den Bongard, I. . und Lehmann, M. (2013). Is Busy Really Busy? Board Governance Revisited. Journal of Business Finance & Accounting : JBFA, 40, 1221-1246.
Atanasov, V. (2013). Good times, bad times : inflation uncertainty and equity returns. Quantitative Finance, 13, 1331-1342.
Hengelbrock, J., Theissen, E. und Westheide, C. (2013). Market Response to Investor Sentiment. Journal of Business Finance & Accounting : JBFA, 40, 901-917.
Kasch, M. und Caporin, M. (2013). Volatility Threshold Conditional Correlations: An International Analysis. Journal of Financial Econometrics, 11, 706-742.
Koch, S. und Westheide, C. (2013). The Conditional Relation between Fama-French Betas and Return. Schmalenbach business review : Sbr, 65, 334-358.
Artmann, S., Finter, P., Kempf, A., Koch, S. und Theissen, E. (2012). The Cross-Section of German Stock Returns: New Data and New Evidence. Schmalenbach Business Review : SBR, 64, 20-43.
Atanasov, V. (2012). Downside risk of international stock returns. Journal of Banking & Finance, 36, 2379-2388.
Betzer, A., Doumet, M. und Rinne, U. (2012). How policy changes affect shareholder wealth: the case of the Fukushima Dai-ichi nuclear disaster. Applied Economics Letters, 20, 799-803.
Grammig, J. und Theissen, E. (2012). Is BEST Really Better? Internalization of Orders in an Open Limit Order Book. Schmalenbach Business Review : SBR, 64, 82-100.
Kroencke, T. A. und Schindler, F. (2012). International diversification with securitized real estate and the veiling glare from currency risk. Journal of International Money and Finance, 31, 1851-1866.
Theissen, E. (2012). Price discovery in spot and futures markets: A reconsideration. The European Journal of Finance, 18, 969-987.
Andres, C., Betzer, A. und van den Bongard, I. . (2011). Das Ende der Deutschland AG. Kredit und Kapital, 44, 185-216.
Atanasov, V. (2010). The cross-section of equity returns and assets’ fundamental cash-flow risk. Financial Markets and Portfolio Management, 24, 327-351.
Betzer, A. und Theissen, E. (2010). Sooner or later: An analysis of the delays in insider trading reporting. Journal of Business Finance & Accounting : JBFA, 37, 130-147.
Andres, C., Betzer, A., Goergen, M. und Renneboog, L. (2009). Dividend policy of German firms: A panel data analysis of partial adjustment models. Journal of Empirical Finance, 16, 175-187.
Betzer, A. und Theissen, E. (2009). Insider Trading and Corporate Governance: The Case of Germany. European Financial Management, 15, 402-429.
Kasch, M. und Theissen, E. (2009). Competition Between Exchanges: Euronext versus Xetra. European Financial Management, 15, 181-207.
Paschke, R. und Prokopczuk, M. (2009). Integrating multiple commodities in a model of stochastic price dynamics. Journal of Energy Markets, 2, 47-82.
Andres, C. und Theissen, E. (2008). Setting a fox to keep the geese: Does the comply-or-explain principle work?Journal of Corporate Finance, 14, 289-301.
Andres, C. und Theissen, E. (2007). Eine empirische Untersuchung der individualisierten Veröffentlichung der Vorstandsvergütung. Die Betriebswirtschaft : DBW, 67, 167-178.
Boehmer, E., Grammig, J. und Theissen, E. (2007). Estimating the probability of informed trading - does trade misclassification matter?Journal of Financial Markets, 10, 26-47.
Foucault, T., Moinas, S. und Theissen, E. (2007). Does anonymity matter in electronic limit order markets?Review of Financial Studies, 20, 1707-1747.
Theissen, E. (2007). An analysis of private investors’ stock market return forecasts. Applied Financial Economics, 17, 35-43.
Löffler, G., Panther, P. F. und Theissen, E. (2006). Der vorbörsliche Handel mit IPOs. Betriebswirtschaftliche Forschung und Praxis : BFuP, 58, 481-494.
Löffler, G., Panther, P. F. und Theissen, E. (2005). Who knows what when? The information content of pre-IPO market prices. Journal of Financial Intermediation, 14, 466-484.
Elsas, R., El-Shaer, M. und Theissen, E. (2003). Beta and returns revisited: Evidence from the German stock market. Journal of International Financial Markets, Institutions & Money, 13, 1-18.
Köndgen, J. und Theissen, E. (2003). Internalisierter Wertpapierhandel zu Börsenpreisen?Wertpapier-Mitteilungen : WM ; Fachorgan für das gesamte Wertpapierwesen. Teil 4, Zeitschrift für Wirtschafts- und Bankrecht, 57, 1497-1509.
Theissen, E. (2003). Trader anonymity, price formation and liquidity. European Finance Review, 7, 1-26.
Theissen, E. (2002). Empirische Untersuchungen zum Vergleich von Parketthandel und elektronischen Handelssystemen. Rer.pol. : Zeitschrift für die Mitglieder der Frankfurter Wirtschaftswissenschaftlichen Gesellschaft e.V., 2002, 19-15.
Theissen, E. (2002). Floor versus screen trading: Evidence from the German stock market. Journal of Institutional and Theoretical Economics : JITE, 158, 32-54.
Theissen, E. (2002). Internalisierung und Marktqualität: Was bringt Xetra Best?Kredit und Kapital, 35, 550-571.
Theissen, E. (2002). Price discovery in floor and screen trading systems. Journal of Empirical Finance, 9, 455-474.
Theissen, E. (2002). Underpricing und Anlegerdiskriminierung bei Aktienemissionen. Journal of Business Economics : JBE = Zeitschrift für Betriebswirtschaft, 72, 1025-1044.
Freihube, T. und Theissen, E. (2001). An Index Is an Index Is an Index?Schmalenbach Business Review : SBR, 53, 295-320.
Grammig, J., Schiereck, D. und Theissen, E. (2001). Knowing me, knowing you: Trader anonymity and informed trading in parallel markets. Journal of Financial Markets, 4, 385-412.
Kehr, C.-H., Krahnen, J. P. und Theissen, E. (2001). The anatomy of a call market. Journal of Financial Intermediation, 10, 276-305.
Theissen, E. (2001). A test of the accuracy of the Lee/Ready trade classification algorithm. Journal of International Financial Markets, Institutions & Money, 11, 147-165.
Grammig, J., Schiereck, D. und Theissen, E. (2000). Informationsbasierter Aktienhandel über IBIS. Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung : Zfbf, 52, 619-642.
Theissen, E. (2000). Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets. Journal of Financial Markets, 3, 333-363.
Baums, T. und Theissen, E. (1999). Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen. Zeitschrift für Bankrecht und Bankwirtschaft : ZBB, 11, 125-134.
Krahnen, J. P., Rieck, C. und Theissen, E. (1999). Insider trading and portfolio structure in experimental asset markets with a long-lived asset. The European Journal of Finance, 5, 29-50.
Theissen, E. (1999). Liquiditätsmessung auf experimentellen Aktienmärkten. Kredit und Kapital, 32, 225-264.
Theissen, E., Freihube, T., Kehr, C.-H. und Krahnen, J. P. (1999). Was leisten Kursmakler? Eine empirische Untersuchung am Beispiel der Frankfurter Wertpapierbörse. Kredit und Kapital, 32, 426-460.
Theissen, E. und Greifzu, M. (1999). Performance deutscher Rentenfonds: Replik zur Stellungnahme von Schwetzler/Darijtschuk. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : Zfbf, 51, 876-882.
Theissen, E. (1998). Der Neue Markt: eine Bestandsaufnahme. Zeitschrift für Wirtschafts- und Sozialwissenschaften : ZWS, 118, 623-652.
Theissen, E. und Greifzu, M. (1998). Performance deutscher Rentenfonds. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : Zfbf, 50, 436-461.
Krahnen, J. P., Rieck, C. und Theissen, E. (1997). Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study. Journal of Economic Psychology, 18, 469-486.
Theissen, E. (1995). Performancemessung bei Rentenfonds. Rer.pol. : Zeitschrift für die Mitglieder der Frankfurter Wirtschaftswissenschaftlichen Gesellschaft e.V., 1995, 11-13.

Brauneis, A., Mestel, R., Riordan, R. und Theissen, E. (2020). How to measure the liquidity of cryptocurrencies?SSRN Working Paper Series. Rochester, NY.
Scharnowski, S., Theissen, E., Westheide, C. und Satchit, S. (2019). A tale of two cities. SSRN Working Paper Series. Rochester, NY.
Brauneis, A., Mestel, R., Riordan, R. und Theissen, E. (2018). Bitcoin exchange rates: How integrated are markets?SSRN Working Paper Series. Rochester, NY.
Betzer, A., van den Bongard, I. ., Theissen, E. und Volkmann, C. (2017). All is not lost that is delayed : overconfidence and investment failure. SSRN Working Paper Series. Rochester, NY.
Johann, T. und Theissen, E. (2017). The best in town : a comparative analysis of low-frequency liquidity estimators. SSRN Working Paper Series. Rochester, NY.
Rischen, T. und Theissen, E. (2017). Underpricing in the European corporate bond market. SSRN Working Paper Series. Rochester, NY.
Gomber, P., Sagade, S., Theissen, E., Weber, M. C. und Westheide, C. (2016). Competition between equity markets : a review of the consolidation versus fragmentation debate. SAFE Working Paper, 35. Frankfurt am Main: University of Frankfurt.
Gomber, P., Sagade, S., Theissen, E., Weber, M. C. und Westheide, C. (2016). Spoilt for choice : order routing decisions in fragmented markets. SAFE Working Paper, 143. Frankfurt am Main: University of Frankfurt.
Theissen, E. und Westheide, C. (2016). Call of duty : designated market maker participation in call auctions. CFR Working Paper, 16-05. Köln: Centre for Financial Research.
Fink, C., Raatz, K. und Weigert, F. (2015). Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence. Mannheim [u.a.].
Andres, C., Betzer, A., Doumet, M. und Theissen, E. (2014). Open Market Share Repurchases in Germany: A Conditional Event Study Approach. Schumpeter discussion papers, 14-010. Wuppertal.
Betzer, A., Gider, J., Metzger, D. und Theissen, E. (2014). Stealth Trading and Trade Reporting by Corporate Insiders. SSRN working papers series. Rochester, NY.
Kasch, M. und Sarkar, A. (2014). Is There an S&P 500 Index Effect?SSRN Working Paper Series. Rochester, NY.
Korn, O., Krischak, P. K. R. und Theissen, E. (2014). Illiquidity transmission from spot to futures markets. CFR Working Paper, 14-10. Köln.
Theissen, E. und Zehnder, L. S. (2014). Estimation of Trading Costs : Trade Indicator Models Revisited. CFR Working Paper, 14-09. Köln.
Betzer, A., van den Bongard, I. . und Goergen, M. (2013). Index Membership vs. Loss of Control: The Unification of Dual-Class Shares. SSRN Working Paper Series. Rochester, NY.
Gomber, P., Sagade, S., Theissen, E., Weber, M. C. und Westheide, C. (2013). Competition/Fragmentation in Equities Markets: A Literature Survey. SAFE Working Paper, 35. Rochester, NY.
Kroencke, T. A., Schindler, F., Sebastian, S. und Theissen, E. (2013). GDP mimicking portfolios and the cross-section of stock returns. ZEW Discussion Papers, 13-026. Mannheim.
Theissen, E., Voigt, C. und Westheide, C. (2013). Designated Market Makers in Electronic Limit Order Books - A Closer Look. SSRN Working Paper Series. Berlin [u.a.].
Andres, C., Betzer, A., van den Bongard, I. ., Haesner, C. und Theissen, E. (2012). Dividend Announcements Reconsidered: Dividend Changes Versus Dividend Surprises. SSRN Working Paper Series. Rochester, NY.
Andres, C., Fernau, E. und Theissen, E. (2012). Is It Better To Say Goodbye? When Former Executives Set Executive Pay. CFR Working Paper, 12-02. Köln.
Dettenrieder, D. und Theissen, E. (2012). The Market Reaction to Corporate Disclosure: Evidence from Germany. Midwest Finance Association 2013 Annual Meeting Paper. Mannheim ; Münster.
Kasch, M. und Caporin, M. (2012). Volatility Threshold Dynamic Conditional Correlations: An International Analysis. SSRN Working Paper Series. Rochester, NY.
Theissen, E. und Zaehres, M. (2012). The Price Pressure Hypothesis Revisited: Evidence from Tax-Induced Selling. SSRN Working Paper Series. Rochester, NY.
Andres, C., Betzer, A., van den Bongard, I. ., Haesner, C. und Theissen, E. (2011). Dividend Announcements Reconsidered: Dividend Changes versus Dividend Surprises. SSRN Working Paper Series. Rochester, NY.
Bühler, W. und Vonhoff, V. (2011). The Term Structure of Liquidity Premia in the U.S. Treasury Market. SSRN Working Paper Series. Rochester, NY.
Gomber, P., Schweickert, U. und Theissen, E. (2011). Liquidity Dynamics in an Electronic Open Limit Order Book: An Event Study Approach. CFR Working Paper, 11-14. Köln.
Grammig, J., Theissen, E. und Wünsche, O. (2011). Time and the Price Impact of a Trade: A Structural Approach. Working paper. Mannheim ; Tübingen.
Kasch, M., Rangel, J. G. und Weigand, M. (2011). Market Crashes. SSRN Working Paper Series. Rochester, NY.
Siewert, J. B. und Vonhoff, V. (2011). Liquidity and Credit Risk Premia in the Pfandbrief Market. Mannheim.
Hengelbrock, J., Theissen, E. und Westheide, C. (2010). Market Response to Investor Sentiment. SSRN Working Paper Series. Rochester, NY.
Krahnen, J. P., Schmid, F. A. und Theissen, E. (2006). Investment Performance and Market Share : Evidence from the German Mutual Fund Industry. CFR Working Paper, 06-06. Frankfurt a. M.: Centre for Financial Research.