publications

Articles

Dr. Kai Zimmermann

Organizations:

  • E-Finance Lab

Projects:

  • E-Finance Lab - Layer 2

Telephone: +49 69 798 34683

E-Mail: Send email

Homepage: http://www.efinance.wiwi.uni-frankfurt.de/index.php?id=481

Publications | Presentations

Publications:

2017

Clapham, B.; Haferkorn, M.; Zimmermann, K. (2017)

Does Speed Matter? The Role of High-Frequency Trading for Order Book Resiliency

In: 20th Annual Conference of the Swiss Society for Financial Market Research (SGF 2017); Zurich, Switzerland

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-106

2016

Clapham, B.; Zimmermann, K. (2016)

Price Discovery and Convergence in Fragmented Securities Markets

In: International Journal of Managerial Finance, Vol. 12, No. 4, pp. 381-407

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2016-40

Gomber, P.; Haferkorn, M.; Zimmermann, K. (2016)

Securities Transaction Tax and Market Quality - The Case of France

In: European Financial Management, Vol. 22, No. 2, pp. 313-337

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2016-33

2015

Haferkorn, M.; Siering, M.; Zimmermann, K. (2015)

Strategic Competitive Advantages through Enterprise Systems: The Case of Exchange Systems

In: Lecture Notes in Business Information Processing (LNBIP), 217, Ed.: A. Lugmayr, pp. 79-89; Springer International Publishing, Switzerland

Category: Publications in scientific journals [Find it]

Reference No.: 2015-102

Zimmermann, K. (2015)

Market Efficiency and Safeguards in Fragmented Securities Markets

Category: Dissertation thesis

Reference No.: 2015-100

Clapham, B.; Haferkorn, M.; Zimmermann, K. (2015)

The Role of High-Frequency Trading for Order Book Resiliency

In: EFL Quarterly, 4/2015; Frankfurt am Main

Category: Miscellaneous [Find it]

Reference No.: 2015-88

Clapham, B.; Haferkorn, M.; Zimmermann, K. (2015)

Does Speed Matter? The Role of High-Frequency Trading for Order Book Resiliency

In: 13th Paris December Finance Meeting; Paris, France

Category: Proceedings [Find it]

Abstract

Reference No.: 2015-79

Haferkorn, M.; Zimmermann, K. (2015)

The German High Frequency Trading Act

In: 32nd International Conference of the French Finance Association (AFFI 2015); Cergy, France

Category: Proceedings [Find it]

Reference No.: 2015-27

Clapham, B.; Zimmermann, K. (2015)

Follow my Lead? Price Discovery and Convergence in Fragmented Securities Markets

In: 32nd International Conference of the French Finance Association (AFFI 2015); Cergy, France

Category: Proceedings [Find it]

Reference No.: 2015-18

Haferkorn, M.; Zimmermann, K. (2015)

The German High Frequency Trading Act

In: 18th Annual Conference of the Swiss Society for Financial Market Research (SGF 2015); Zurich, Switzerland

Category: Proceedings [Find it]

Reference No.: 2015-14

2014

Haferkorn, M.; Siering, M.; Zimmermann, K. (2014)

Strategic Competitive Advantages through Enterprise Systems: The Case of Exchange Systems

In: Financecom 2014; Sydney; Australia

Category: Proceedings

Reference No.: 2014-2175

Zimmermann, K. (2014)

Effiziente Sicherungsmechanismen im Wertpapierhandel

In: Börsenzeitung Nr. 207

Category: Other publications

Reference No.: 2014-2171

Siering, M.; Zimmermann, K.; Haferkorn, M. (2014)

Read This! How to Boost the Interest towards Research Articles - A Study on SSRN Research Impact

In: Proceedings of the International Conference on Information Systems (ICIS 2014); Auckland, New Zealand

Category: Proceedings

Reference No.: 2014-2152

Glaser, F.; Zimmermann, K.; Haferkorn, M.; Weber, M.; Siering, M. (2014)

Bitcoin – Asset or Currency? Revealing Users’ Hidden Intentions

In: EFL Quarterly, 3/2014; Frankfurt am Main

Category: Publications in journals

Reference No.: 2014-2138

Zimmermann, K. (2014)

Price Discovery in European Volatility Interruptions

In: EFMA 2014 Meetings; Rome, Italy

Category: Proceedings

Reference No.: 2014-2124

Zimmermann, K. (2014)

Price Discovery in European Volatility Interruptions

In: European FMA 2014 Meetings; Maastricht, The Netherlands

Category: Proceedings

Reference No.: 2014-2123

Glaser, F.; Zimmermann, K.; Haferkorn, M.; Weber, M.; Siering, M. (2014)

Bitcoin - Asset or Currency? Revealing Users' Hidden Intentions

In: Proceedings of the 22nd European Conference on Information Systems (ECIS 2014); Tel Aviv, Israel

Category: Proceedings [Find it]

Reference No.: 2014-2116

Glaser, F.; Haferkorn, M.; Weber, M.; Zimmermann, K. (2014)

How to price a Digital Currency? Empirical Insights on the Influence of Media Coverage on the Bitcoin Bubble

In: Banking and Information Technology, Volume 15, Issue 1

Category: Publications in journals

Reference No.: 2014-2113

Gomber, P.; Haferkorn, M.; Zimmermann, K. (2014)

Securities Transaction Tax and Market Quality: The Case of France

In: Social Science Research Conference (Best Paper Award); Dubai, UAE

Category: Proceedings

Reference No.: 2014-2109

Gomber, P.; Zimmermann, K. (2014)

Algorithmic Trading

In: Shu-Heng Chen and Mak Kaboudan. OUP Handbook on Computational Economics and Finance. Oxford University Press.

Category: Chapter in book

Reference No.: 2014-2091

Gomber, P.; Haferkorn, M.; Zimmermann, K. (2014)

Securities Transaction Tax in France: Impact on Market Quality and Inter-Market Price Coordination

In: Policy Letter No. 11

Category: Miscellaneous [Find it]

Reference No.: 2014-2085

Glaser, F.; Haferkorn, M.; Weber, M.; Zimmermann, K. (2014)

How to price a digital currency? Empirical insights on the influence of media coverage on the Bitcoin bubble

In: Proceedings of the Multikonferenz Wirtschaftsinformatik (MKWI); Paderborn, Germany

Category: Proceedings

Reference No.: 2014-2084

2013

Haferkorn, M.; Zimmermann, K. (2013)

Assessing the Financial Transaction Tax in France

In: EFL Quarterly, 2/2013; Frankfurt am Main

Category: Miscellaneous [Find it]

Reference No.: 2013-2126

Haferkorn, M.; Zimmermann, K. (2013)

Securities Transaction Tax and Market Quality - The Case of France

In: SFA 2013 Annual Meeting; Fajardo, USA

Category: Proceedings

Reference No.: 2013-2095

Haferkorn, M.; Zimmermann, K. (2013)

Securities Transaction Tax and Market Quality - The Case of France

In: 40th EFA Annual Meeting; Cambridge; UK

Category: Proceedings [Find it]

Reference No.: 2013-2059

Gomber, P.; Wolf-Haack, B.; Zimmermann, K. (2013)

Die Umsetzung der MiFID II in der deutschen Finanzindustrie

In: BIT - Banking and Information Technology

Category: Publications in scientific journals

Reference No.: 2013-2044

Haferkorn, M.; Zimmermann, K. (2013)

Securities Transaction Tax and Market Quality - The Case of France

In: EFMA 2013 Meetings; Reading, U.K.

Category: Proceedings [Find it]

Reference No.: 2013-2042

Gomber, P.; Haferkorn, M.; Lutat, M.; Zimmermann, K. (2013)

The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets

In: Lecture Notes in Business Information Processing (LNBIP), 135, Eds.: F. A. Rabhi & P. Gomber, pp. 71-87; Springer, Berlin

Category: Publications in journals

Reference No.: 2013-2033

Gomber, P.; Zimmermann, K. (2013)

Wertpapierhandel im Kontext des technologischen Wandels - der algorithmische Handel

Category: Chapter in book

Reference No.: 2013-2012

Haferkorn, M.; Zimmermann, K.; Siering, M. (2013)

The Impact of IT-Based Trading on Securities Markets

In: Proceedings of the Internationale Tagung Wirtschaftsinformatik 2013; Leipzig, Germany

Category: Proceedings [Find it]

Reference No.: 2013-2011

2012

Gomber, P.; Zimmermann, K. (2012)

Fachbeitrag: Internalisierung

In: Gabler Banklexikon

Category: Miscellaneous

Reference No.: 2012-2016

Gomber, P.; Uhle, T.; Zimmermann, K. (2012)

Geld rast um die Welt - Der Wertpapierhandel im 21. Jahrhundert

In: Forschung Frankfurt, 2/2012

Category: Other publications

Reference No.: 2012-1985

Gomber, P.; Haferkorn, M.; Lutat, M.; Zimmermann, K. (2012)

Single Stock Circuit Breakers - Issues in Fragmented Markets

In: Frontiers of Finance 2012; Warwick, U.K.

Category: Proceedings

Reference No.: 2012-1965

Haferkorn, M.; Lutat, M.; Zimmermann, K. (2012)

The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets

In: FinanceCom 2012; Barcelona, Spain

Category: Proceedings

Reference No.: 2012-1939

Gomber, P.; Lutat, M.; Haferkorn, M.; Zimmermann, K. (2012)

Circuit Breakers in Fragmented Markets – An Assessment

In: 9th International Conference on Business and Finance; Hyderabad, India

Category: Proceedings [Find it]

Reference No.: 2012-1891

Gomber, P.; Lutat, M.; Haferkorn, M.; Zimmermann, K. (2012)

Circuit Breakers - Evidence on Trading Migration in Fragmented Markets

In: BIT - Banking and Information Technology

Category: Publications in scientific journals

Reference No.: 2012-1913

Presentations:

2015

14. September

Zimmermann, K.

Market Efficiency and Safeguards in Fragmented Securities Markets

In: Disputation; Frankfurt am Main

16. June

Zimmermann, K.

Price Discovery in European Volatility Interruptions

In: Jour Fixe Department of Business Informatics and Information Economics; Frankfurt am Main

2014

19. June

Zimmermann, K.

Discussant: The determinants of ETF liquidity: Theory and evidence from European markets

In: EFMA 2014 Meetings; Rome, Italy

17. June

Zimmermann, K.

Price Discovery in European Volatility Interruptions

In: European FMA 2014 Meeting; Maastricht, The Netherlands

16. June

Zimmermann, K.

Discussant: Liquidity, Market Efficiency and the Influence of Noise Traders: a Quasi-Experiment In Betting Markets

In: European FMA 2014 Meetings; Maastricht, The Netherlands

14. June

Zimmermann, K.

Price Discovery in European Volatility Interruptions

In: EFMA 2014 Meetings; Rome, Italy

2013

22. August

Zimmermann, K.

Securities Transaction Tax and Market Quality - The Case of France

In: 40th EFA Annual Meeting; Cambridge; UK 2013

01. July

Zimmermann, K.

Securities Transaction Tax and Market Quality - The Case of France

In: EFL Jour Fixe; Frankfurt am Main

26. June

Zimmermann, K.

Securities Transaction Tax and Market Quality - The Case of France

In: EFMA 2013 Meetings; Reading, U.K. 2013

25. June

Zimmermann, K.

Discussant: What determines CABS ratings and do the ratings matter on average?

In: EFMA 2013 Annual Meeting; Reading, UK

2012

December

Zimmermann, K.

Trading Beyond Human Capabilities - Live Algorithms

In: 7. e-Learning Netzwerktag; Frankfurt, Germany

10. June

Zimmermann, K.

The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets

In: FinanceCom 2012; Barcelona, Spain