Markus Baldauf
Associate Professor, Finance Division
B.I. Ghert Family Foundation Professorship in Finance and Policy
Selected Publications
- Markus Baldauf, Christoph Frei and Joshua Mollner (2024), "Block Trade Contracting ", Journal of Financial Economics, Vol. 160 (October 2024), Art. 103901.
- Markus Baldauf and Joshua Mollner (2024), "Competition and Information Leakage ", Journal of Political Economy, Vol. 132, No. 5 (May 2024), pp. 1603–1641.
- Markus Baldauf, Joshua Mollner and Bart Zhou Yueshen (2024), "Siphoned Apart: A Portfolio Perspective on Order Flow Segmentation ", Journal of Financial Economics, Vol. 154 (April 2024), Art. 103807.
- Markus Baldauf and Joshua Mollner (2022), "High-Frequency Trading and Market Performance" , Journal of Finance, Vol. 75, No. 3 (June 2020), pp. 1495-1526.
- Markus Baldauf , Lorenzo Garlappi and Constantine Yannelis (2020), "Does Climate Change Affect Real Estate Prices? Only if You Believe In it" , Review of Financial Studies, Vol. 33 (March 2020), pp. 1256-1295.