Erik Theissen

Erik Theissen

Universität Mannheim

H-index: 35

Europe-Germany

About Erik Theissen

Erik Theissen, With an exceptional h-index of 35 and a recent h-index of 20 (since 2020), a distinguished researcher at Universität Mannheim, specializes in the field of Empirical Finance, Market Microstructure.

His recent articles reflect a diverse array of research interests and contributions to the field:

The lower the better? Revisiting minimum tick size

Spoilt for choice: Determinants of market shares in fragmented equity markets

One for the money, two for the show? The number of designated market makers and liquidity

The Crypto World Trades at Tea Time. Intraday Evidence from Centralized Exchanges across the Globe

Do design features explain the volatility of cryptocurrencies?

Earnings Announcement Timing in Selected Equity Markets

Earnings Autocorrelation and the Post-Earnings-Announcement Drift: Experimental Evidence

All is not lost that is delayed: overconfidence and investment outcomes

Erik Theissen Information

University

Position

Professor of Finance

Citations(all)

4021

Citations(since 2020)

1088

Cited By

3184

hIndex(all)

35

hIndex(since 2020)

20

i10Index(all)

59

i10Index(since 2020)

33

Email

University Profile Page

Universität Mannheim

Google Scholar

View Google Scholar Profile

Erik Theissen Skills & Research Interests

Empirical Finance

Market Microstructure

Top articles of Erik Theissen

Title

Journal

Author(s)

Publication Date

The lower the better? Revisiting minimum tick size

Applied Economics Letters

Roland Mestel

Erik Theissen

Corinna Uhlenkamp

2024/4/3

Spoilt for choice: Determinants of market shares in fragmented equity markets

Journal of Financial Markets

Peter Gomber

Satchit Sagade

Erik Theissen

Moritz Christian Weber

Christian Westheide

2023/6/1

One for the money, two for the show? The number of designated market makers and liquidity

Economics Letters

Erik Theissen

Christian Westheide

2023/3/1

The Crypto World Trades at Tea Time. Intraday Evidence from Centralized Exchanges across the Globe

Intraday Evidence from Centralized Exchanges across the Globe (February 4, 2023)

Alexander Brauneis

Roland Mestel

Erik Theissen

2023/2/4

Do design features explain the volatility of cryptocurrencies?

Available at SSRN 4479538

Yanghua Shi

Fabian E Eska

Erik Theissen

Marliese Uhrig-Homburg

2023

Earnings Announcement Timing in Selected Equity Markets

Brandner, J., Theissen, E., Palan, S

Jürgen Brandner

Erik Theissen

Stefan Palan

2023/10/18

Earnings Autocorrelation and the Post-Earnings-Announcement Drift: Experimental Evidence

Journal of Financial and Quantitative Analysis

Josef Fink

Stefan Palan

Erik Theissen

2023

All is not lost that is delayed: overconfidence and investment outcomes

Review of Managerial Science

André Betzer

Inga van den Bongard

Felix Schweder

Erik Theissen

Christine Volkmann

2023/10

Payment for Order Flow and Market Quality: A Field Experiment

Available at SSRN 4304916

Ralf Elsas

Lutz Johanning

Erik Theissen

2022/11/17

The anatomy of a fee change—evidence from cryptocurrency markets

Journal of Empirical Finance

Alexander Brauneis

Roland Mestel

Ryan Riordan

Erik Theissen

2022/6/1

Small is beautiful? How the introduction of mini futures contracts affects the regular contracts

Journal of Empirical Finance

Stefan Greppmair

Erik Theissen

2022/6/1

Design and valuation of cryptocurrencies

Available at SSRN 3978904

Fabian E Eska

Yanghua Shi

Erik Theissen

Marliese Uhrig‐Homburg

2022/5/12

Heroes, just for one day: the impact of Donald Trump’s tweets on stock prices

Journal of behavioral and experimental finance

Tobias Machus

Roland Mestel

Erik Theissen

2022/3/1

Bitcoin unchained: Determinants of cryptocurrency exchange liquidity

Journal of Empirical Finance

Alexander Brauneis

Roland Mestel

Ryan Riordan

Erik Theissen

2022/12/1

Non-Standard Errors

Anna Dreber

Albert J Menkveld

Felix Holzmeister

Magnus Johannesson

Juergen Huber

...

2021/11/11

Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing

Journal of Financial Intermediation

Tobias Rischen

Erik Theissen

2021/4/1

How to measure the liquidity of cryptocurrency markets?

Journal of Banking & Finance

Alexander Brauneis

Roland Mestel

Ryan Riordan

Erik Theissen

2021/3/1

What drives the liquidity of cryptocurrencies? A long-term analysis

Finance Research Letters

Alexander Brauneis

Roland Mestel

Erik Theissen

2021/3/1

Trading frictions and the post-earnings-announcement drift

Available at SSRN 3788093

Josef Fink

Stefan Palan

Erik Theissen

2021/2/17

Do contented customers make shareholders wealthy?-Implications of intangibles for security pricing

Implications of Intangibles for Security Pricing (November 17, 2020)

Erik Theissen

Lukas Zimmermann

2020/11/17

See List of Professors in Erik Theissen University(Universität Mannheim)

Co-Authors

H-index: 41
Ekkehart Boehmer

Ekkehart Boehmer

Singapore Management University

H-index: 36
Dirk Schiereck

Dirk Schiereck

Technische Universität Darmstadt

H-index: 32
Alexander Kempf

Alexander Kempf

Universität zu Köln

H-index: 30
Peter Gomber

Peter Gomber

Goethe-Universität Frankfurt am Main

H-index: 23
Ryan Riordan

Ryan Riordan

Queen's University

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