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Dr. rer. oec. Michael Weigerding

Market liquidity dynamics
PhD-Thesis, September 2016 until August 2020 (finished)

In several segments of financial markets, trading books shrink, passive investment strategies become more important and the execution risk shifts from dealers to investors. As a result, liquidity has ... more ...

  • Weigerding, M., & Hanke, M. (2018). Drivers of seasonal return patterns in German stocks. Business Research (BuR), 11(1), 173-196. (VHB_3: B)

  • Hanke, M., & Weigerding, M. (2015). Order flow imbalance effects on the German stock market. Business Research (BuR), 8(2), 213-238. (VHB_3: B)