Get started
Author

Philipp Schuster

Observed names: PHILIPP SCHUSTER, Schuster, Philipp
ORCID: 0000-0002-9734-8593
Observed ORCID: 0000-0002-9734-8593
OpenAlex ID: A5102714223
Measuring Liquidity in Bond Markets
2013 · Raphael Schestag, Philipp Schuster, et al. · Review of Financial Studies · 238
Nonstandard Errors
2024 · ALBERT J. MENKVELD, ANNA DREBER, et al. · The Journal of Finance · 121
The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds
2012 · Philipp Schuster, Marliese Uhrig-Homburg · SSRN Electronic Journal · 23
PDF
Size-adapted bond liquidity measures and their asset pricing implications
2022 · Michael Reichenbacher, Philipp Schuster · Journal of Financial Economics · 22
Limits to arbitrage and the term structure of bond illiquidity premiums
2015 · Philipp Schuster, Marliese Uhrig-Homburg · Journal of Banking & Finance · 19
The Term Structure of Bond Liquidity
2018 · Monika Gehde-Trapp, Philipp Schuster, et al. · Journal of Financial and Quantitative Analysis · 18
Non-Standard Errors
2021 · Albert J. Menkveld, Anna Dreber, et al. · SSRN Electronic Journal · 17
PDF
The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds
2012 · Philipp Schuster, Marliese Uhrig-Homburg · SSRN Electronic Journal · 11
Finanzwirtschaftliche Anwendungen der Blockchain-Technologie
2020 · Philipp Schuster, Erik Theissen, et al. · Schmalenbach Journal of Business Research · 7
PDF
Expected Bond Liquidity
2020 · Michael Reichenbacher, Philipp Schuster, et al. · SSRN Electronic Journal · 4
Mismarking Fraud in Mutual Funds
2019 · Vladimir Atanasov, John J. Merrick, et al. · Management Science · 4
Why Do Dealers Buy High and Sell Low? An Analysis of Persistent Crossing in Extremely Segmented Markets
2016 · Vladimir Atanasov, John J. Merrick, et al. · European Finance Review · 4
Option Trade Classification
2022 · Caroline Grauer, Philipp Schuster, et al. · SSRN Electronic Journal · 2
Liquidity in Bond Markets
2014 · Schuster, Philipp · Repository KITopen (Karlsruhe Institute of Technology) · 1
c3infer/cloud-hypervisor: First mica release for ATC '26.
2026 · Rob Bradford, Bo Chen, et al. · Zenodo (CERN European Organization for Nuclear Research)
Drawing the Line between Bond Dealer and Bandit
2025 · John J. Merrick, Jr., Vladimir A. Atanasov, et al. · SSRN Electronic Journal
Asset Pricing Results in Option Markets: True, Spurious, or Overlooked?
2025 · Jelena Eberbach, Matthias Molnar, et al. · SSRN Electronic Journal
Measuring Option Liquidity
2025 · Alexander Götz, Ryan Riordan, et al. · SSRN Electronic Journal
Intermediation Dynamics in Corporate Bond Markets
2025 · Marius Schmidt, Philipp Schuster, et al. · SSRN Electronic Journal
Once a Trader, Always a Trader: The Role of Traders in Fund Management
2024 · Gjergji Cici, Philipp Schuster, et al. · SSRN Electronic Journal
Liquidity Forecasts and Stock Returns
2023 · Claus Schmitt, Philipp Schuster · SSRN Electronic Journal
How Times of Stress Change the Behavior of Illiquidity Premiums
2016 · Philipp Schuster, Marliese Uhrig‐Homburg
A heterogeneous agents equilibrium model for the term structure of bond market liquidity
2013 · Philipp Schuster, Monika Trapp, et al. · RePEc: Research Papers in Economics
PDF
Works count: 24
Citation count: 491
H-index: 8
I10-index: 8
Year
Topic
Type