Markus Baldauf
BSc MSc (LSE), PhD (Stanford)
Associate Professor, Finance Division
Selected publications
- Siphoned Apart: A Portfolio Perspective on Order Flow Segmentation (with Joshua Mollner and Bart Zhou Yueshen), Journal of Financial Economics, forthcoming.
- Competition and Information Leakage (with Joshua Mollner), Journal of Political Economy, forthcoming.
- Principal Trading Arrangements: When Are Common Contracts Optimal? (with Christoph Frei and Joshua Mollner), Management Science, Vol. 68, No. 4 (April 2022), pp. 3112–3128.
- Fast Traders Make a Quick Buck: The Role of Speed in Liquidity Provision (with Joshua Mollner), Journal of Financial Markets, Vol. 58 (March 2022), Art. 100621. Lead article.
- "Trading in Fragmented Markets" (with Joshua Mollner), Journal of Financial and Quantitative Analysis, Vol. 56, No. 1 (February 2021), pp. 93-121.
- "High-Frequency Trading and Market Performance" (with Joshua Mollner), Journal of Finance, Vol. 75, No. 3 (June 2020), pp. 1495-1526.
- "Does Climate Change Affect Real Estate Prices? Only if You Believe In it" (with Lorenzo Garlappi and Constantine Yannelis), Review of Financial Studies, Vol. 33 (March 2020), pp. 1256-1295.