Lehrstuhlinhaber | Universität Mannheim

Prof. Dr. Erik Theissen

Universität Mannheim
Fakultät für Betriebswirtschaftslehre
Lehrstuhl für ABWL & Finanzierung
D – 68161 Mannheim

Büro: L 9, 1-2, Raum 313
Tel.: +49 (0) 621 181–1517
Fax: +49 (0) 621 181–1519
Email: theissen uni-mannheim.de

Sprechstunde:
Während der Vorlesungszeit:
Montags 14.00 bis 15.00 Uhr
Außerhalb der Vorlesungszeit:
nach Vereinbarung
Aktuell: siehe News

Kurzprofil

seit 09/2009	Professor der Finance Area an der Universität Mannheim
10/2000-08/2009	Professor am Fachbereich für Volkswirtschaftslehre, Universität Bonn
10/2004-03/2005	Gastprofessor an der Thammasat University, Bangkok, Thailand
04/1999-04/2000	Gastprofessor an der Groupe HEC, Jouy-en-Josas, Frankreich
06/1998-09/2000	Assistenzprofessor am Department of Economics and Business Administration, Universität Frankfurt

Forschungsinteressen

Markmikrostruktur
Empirical Asset Pricing
Blockchainanwendungen & Kryptowährungen

Schuster, P., Theissen, E. und Uhrig-Homburg, M. (2020). Finanzwirtschaftliche Anwendungen der Blockchain-Technologie. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : Zfbf, 72, 125-147.
Theissen, E. und Westheide, C. (2020). Call of duty: Designated market maker participation in call auctions. Journal of Financial Markets, 49, Article 100530.
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, 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.
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.
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.
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.
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.
Hengelbrock, J., Theissen, E. und Westheide, C. (2013). Market Response to Investor Sentiment. Journal of Business Finance & Accounting : JBFA, 40, 901-917.
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.
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.
Theissen, E. (2012). Price discovery in spot and futures markets: A reconsideration. The European Journal of Finance, 18, 969-987.
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.
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.
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?The 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 : ZfB, 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.

Brauneis, A., Mestel, R., Riordan, R. und Theissen, E. (2020). How to measure the liquidity of cryptocurrencies?SSRN Working Paper Series. Rochester, NY.
Dinger, V., Schmidt, C. und Theissen, E. (2020). The real effects of distressed bank mergers. Seattle, WA: Semantic Scholar, Allen Institute for Artificial Intelligence (AI2).
Fink, J., Palan, S. und Theissen, E. (2020). Earnings autocorrelation and the post-earnings-announcement drift – experimental evidence. Working Paper Series, 2020-03. Graz: Karl-Franzens-Universität Graz, Sozial- und Wirtschaftswissenschaftliche Fakultät.
Theissen, E. und Yilanci, C. (2020). Momentum? What momentum?CFR Working Paper, 20-09. Köln: Universität Köln, Centre for Financial Research.
Greppmair, S. und Theissen, E. (2019). Small is beautiful? How the introduction of mini futures contracts affects the regular contract. CFR Working Paper, 19-06. Köln: Universität Köln, Centre for Financial Research.
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.
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.
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.
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.
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.
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.
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.

Kurzprofil

Forschungs­interessen

Publikationen

Forschungsinteressen