Measuring Liquidity in Bond Markets R Schestag, P Schuster, M Uhrig-Homburg The Review of Financial Studies, 2016 | 250 | 2016 |
Limits to arbitrage and the term structure of bond illiquidity premiums P Schuster, M Uhrig-Homburg Journal of Banking & Finance 57, 143-159, 2015 | 52* | 2015 |
Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... Tinbergen Institute Discussion Paper 2021-102/IV, 2021 | 20 | 2021 |
The term structure of bond liquidity M Gehde-Trapp, P Schuster, M Uhrig-Homburg Journal of Financial and Quantitative Analysis 53 (5), 2161-2197, 2018 | 18* | 2018 |
Why Do Dealers Buy High and Sell Low? An Analysis of Persistent Crossing in Extremely Segmented Markets V Atanasov, J Merrick, P Schuster Review of Finance, 2016 | 14* | 2016 |
Finanzwirtschaftliche Anwendungen der Blockchain-Technologie P Schuster, E Theissen, M Uhrig-Homburg Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung 72 (2), 125-147, 2020 | 10 | 2020 |
Size-adapted bond liquidity measures and their asset pricing implications M Reichenbacher, P Schuster Journal of Financial Economics 146 (2), 425-443, 2022 | 6 | 2022 |
Expected bond liquidity M Müller, M Reichenbacher, P Schuster, M Uhrig‐Homburg Available at SSRN 3642604, 2023 | 5 | 2023 |
Mismarking in Mutual Funds V Atanasov, JJ Merrick Jr, P Schuster Management Science, 2022 | 4* | 2022 |
Applications of Blockchain Technology in Finance P Schuster, E Theissen, M Uhrig-Homburg Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung 72, 125-147, 2020 | 1 | 2020 |
Trade-size Related Frictions in Bond Markets P Schuster Karlsruher Institut für Technologie (KIT), 2020 | 1 | 2020 |
Liquidity Forecasts and Stock Returns C Schmitt, P Schuster Available at SSRN, 2023 | | 2023 |
Option Trade Classification C Grauer, P Schuster, M Uhrig-Homburg Available at SSRN 4098475, 2022 | | 2022 |
Review of Financial Studies J Tsai, JA Wachter, R Schestag, P Schuster, M Uhrig-Homburg, ... | | 2016 |