Marlene Haas

Independent

SCHOLARLY PAPERS

8

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3,727

SSRN CITATIONS
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Top 29,435

in Total Papers Citations

6

CROSSREF CITATIONS

23

Scholarly Papers (8)

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1.

Market Efficiency and Limits to Arbitrage: Evidence from the Volkswagen Short Squeeze

Journal of Financial Economics (Forthcoming)
Number of pages: 100 Posted: 01 Jun 2017 Last Revised: 09 Feb 2021
Franklin Allen, Marlene Haas, Eric Nowak and Angel Tengulov
Imperial College London, Independent, Swiss Finance Institute and Vanderbilt University - Finance
Downloads 1,249 (19,240)
Citation 4

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Limits to arbitrage, short selling, stock cornering, disclosure and securities regulation.

2.

Anomalous Trading Prior to Lehman Brothers' Failure

Downloads 704 ( 43,287)

Anomalous Trading Prior to Lehman Brothers' Failure

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 424/2014
Number of pages: 48 Posted: 15 Mar 2014 Last Revised: 30 Mar 2016
Thomas Gehrig and Marlene Haas
University of Vienna - Faculty of Business, Economics, and Statistics and Independent
Downloads 449 (75,941)

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Price Discovery, Price Impact, Trading Volume, Low-Latency Trading

Lehman Brothers: Did Markets Know?

Number of pages: 74 Posted: 17 Jul 2014
Thomas Gehrig and Marlene Haas
University of Vienna - Faculty of Business, Economics, and Statistics and Independent
Downloads 118 (280,327)

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Lehman Brothers, Equity Bid-Ask Spread Decomposition, Informed Trading

Lehman Brothers: Did Markets Know?

Number of pages: 73 Posted: 12 May 2014
Thomas Gehrig and Marlene Haas
University of Vienna - Faculty of Business, Economics, and Statistics and Independent
Downloads 73 (382,771)

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Lehman Brothers: Did Markets Know?

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 74 Posted: 02 Jul 2014 Last Revised: 18 Jul 2014
Thomas Gehrig and Marlene Haas
University of Vienna - Faculty of Business, Economics, and Statistics and Independent
Downloads 64 (411,369)

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Lehman Brothers, bid-ask spread decomposition, informed trading, information contagion

Anomalous Trading Prior to Lehman Brothers' Failure

CEPR Discussion Paper No. DP11194
Number of pages: 51 Posted: 18 Apr 2016
Thomas Gehrig and Marlene Haas
University of Vienna - Faculty of Business, Economics, and Statistics and Independent
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low latency trading, price discovery, price impact, trading volume

3.

Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907

Downloads 525 ( 63,200)
Citation 9

Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907

Number of pages: 54 Posted: 08 Apr 2015 Last Revised: 08 Aug 2016
Caroline Fohlin, Thomas Gehrig and Marlene Haas
Emory University, University of Vienna - Faculty of Business, Economics, and Statistics and Independent
Downloads 525 (62,524)
Citation 13

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Microstructure, Panic, Information Asymmetry, Funding Illiquidity, Market Illiquidity, Fire Sales, Price Discovery

Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907

CEPR Discussion Paper No. DP10497
Number of pages: 46 Posted: 24 Mar 2015
Caroline Fohlin, Thomas Gehrig and Marlene Haas
Emory University, University of Vienna - Faculty of Business, Economics, and Statistics and Independent
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information risk, liquidity risk, price discovery, rumour-based panic

4.

Equity Short Sales and Options: Complements or Substitutes?

Downloads 419 ( 83,229)

Equity Short Sales and Options: Complements or Substitutes?

Number of pages: 84 Posted: 16 Jul 2015 Last Revised: 15 Jan 2017
Marlene Haas
Independent
Downloads 298 (121,246)

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Trading restrictions, Short selling, Derivatives, Regulation

Equity Short Sales and Options: Complements or Substitutes?

Number of pages: 84 Posted: 14 Jan 2017
Marlene Haas
Independent
Downloads 67 (401,492)

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Trading restrictions, Short selling, Derivatives, Regulation

Equity Short Sales and Options: Complements or Substitutes?

28th Australasian Finance and Banking Conference
Number of pages: 57 Posted: 20 Aug 2015 Last Revised: 14 Jan 2017
Marlene Haas
Independent
Downloads 54 (447,719)

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Equity Short Sales, Bearish Option Strategies, Financial Market Stability

5.

Speed and Learning in High-Frequency Auctions

Journal of Financial Markets, Forthcoming, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 32 Posted: 02 Mar 2016 Last Revised: 27 Apr 2020
Marlene Haas, Mariana Khapko and Marius Zoican
Independent, University of Toronto - Finance Area and University of Toronto at Mississauga - Department of Management
Downloads 401 (87,524)
Citation 4

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high-frequency trading, batch auction markets, liquidity, adverse selection

6.

CDS Market Transparency and Equity Market Quality

Number of pages: 32 Posted: 15 May 2015 Last Revised: 27 Aug 2020
Marlene Haas and Julia Reynolds
Independent and U.S. Securities and Exchange Commission
Downloads 285 (127,749)
Citation 2

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Market Transparency, Credit Default Swaps, Market Quality, Information Spillovers, Market Regulation

7.

Rumors and Runs in Opaque Markets: Evidence from Panic of 1907

CESifo Working Paper Series No. 6048
Number of pages: 55 Posted: 11 Oct 2016
Caroline Fohlin, Thomas Gehrig and Marlene Haas
Emory University, University of Vienna - Faculty of Business, Economics, and Statistics and Independent
Downloads 142 (242,355)

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microstructure, panic, information asymmetry, funding illiquidity, market illiquidity, fire sales, price discovery

8.

Lehman Brothers: What Did Markets Know?

CEPR Discussion Paper No. DP9893
Number of pages: 74 Posted: 02 Jun 2014
Thomas Gehrig and Marlene Haas
University of Vienna - Faculty of Business, Economics, and Statistics and Independent
Downloads 2 (745,106)
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adverse selection costs, bid ask spreads, contagion, systemic risk