team

E-Finance Lab Team

Dipl.-Volkswirt Uwe Schweickert

Organizations:

  • E-Finance Lab

Projects:

  • E-Finance Lab - Layer 2

E-Mail: Send email

Publications | Presentations

Publications:

2015

Gomber, P.; Schweickert, U.; Theissen, E. (2015)

Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach

In: European Financial Management, Vol. 21, No. 1, pp. 52-78

Category: Publications in scientific journals [Find it]

Reference No.: 2015-16

2009

Schweickert, U.; Budimir, M. (2009)

Latency in Electronic Securities Trading - A Proposal for Systematic Measurement

In: Journal of Trading, Volume 4, No. 3, pp. 47-55

Category: Publications in journals

Reference No.: 2009-1238

2008

Gomber, P.; Rohr, P.; Schweickert, U. (2008)

Sports betting as a new asset class – current market organization and options for development

In: Financial Markets and Portfolio Management, No. 2/2008, pp. 169-192; Springer, Boston

Category: Publications in scientific journals [Password Protected Download] (Please contact the author)

Reference No.: 2008-894

2007

Budimir, M.; Schweickert, U. (2007)

Benchmarking Latency in Securities Trading - An In Depth View on Trading at Light Speed

In: Pre-Conference Proceedings of the 1st Special Focus Symposium on Market Microstructure: From Orders to Prices – Best Execution in the Age of Algo Trading and Event Stream Processing, 1st International Conference on Advances and Systems Research; Zadar, Croatia

Category: Proceedings [Password Protected Download] (Please contact the author)

Reference No.: 2007-852

2006

Riess, R.; Schweickert, U. (2006)

The Use of Limit and Market Orders

In: The Equity Trader Course, John Wiley & Sons

Category: Publications in journals

Reference No.: 2006-92

Gomber, P.; Budimir, M.; Schweickert, U. (2006)

Volume Discovery: Leveraging Liquidity in the Depth of an Order Driven Market

In: Electronic Markets – The International Journal, Vol. 16, No. 2, pp.101-111; St. Gallen

Category: Publications in scientific journals [Password Protected Download] (Please contact the author)

Reference No.: 2006-80

2004

Gomber, P.; Schweickert, U.; Theissen, E. (2004)

Zooming in on Liquidity

In: Beitrag zum "31st Annual Meeting of the European Finance Association", Maastricht, 2004 und zur "11. Jahrestagung Deutsche Gesellschaft für Finanzwirtschaft (DGF)"; Tübingen

Category: Proceedings

Reference No.: 2004-214

2002

Gomber, P.; Schweickert, U. (2002)

Der Market Impact: Liquiditätsmaß im elektronischen Wertpapierhandel

In: Die Bank 7, S. 485-489

Category: Publications in journals

Reference No.: 2002-131

Gomber, P.; Theissen, E.; Schweickert, U. (2002)

Die Vierte Dimension: Erneuerungskraft im Handel auf Xetra

In: Beitrag zur "9. Tagung Finanzwirtschaft, Banken, Versicherungen"; Karlsruhe

Category: Proceedings

Reference No.: 2002-130

2001

Gomber, P.; Schweickert, U. (2001)

Transaktionskosten im institutionellen Wertpapierhandel

In: IF-News, Newsletter der Fachgruppe Informationssysteme in der Finanzwirtschaft, No. 10, 2001, S. 13-16

Category: Miscellaneous

Reference No.: 2001-90

1999

Schweickert, U. (1999)

Versicherungsmarktmodelle bei adverser Selektion: eine Synthese einperiodischer Gleichgewichtskonzepte

In: Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin: Volkswirtschaftliche Reihe 20; Berlin

Category: Miscellaneous

Reference No.: 1999-64

Presentations:

2009

06. June

Schweickert, U.

Best Execution and transaction cost analysis in wholesale equity trading

In: Jour Fixe Institute of Business Informatics; Frankfurt

2008

15. September

Schweickert, U.

Best Execution and transaction cost analysis in wholesale equity trading

In: Herbsttagung des E-Finance Lab; Darmstadt

2007

24. October

Budimir, M.; Schweickert, U.

Benchmarking Latency in Securities Trading - An In Depth View on Trading at Light Speed

In: 1st Special Focus Symposium on "Market Microstructure: From Orders to Prices – Best Execution in the Age of Algo Trading and Event Stream Processing", 1st International Conference on Advances and Systems Research; Zadar, Croatia

25. September

Schweickert, U.

Benchmarking Latency in Securities Trading

In: Herbsttagung des E-Finance Lab; Frankfurt am Main 2007

2006

28. September

Schweickert, U.

Elektronischer Blockhandel von Aktien - Struktur und innovative Potentiale

In: E-Finance Lab Herbsttagung; Frankfurt am Main