Markus Baldauf

Assistant Professor of Finance
Sauder School of Business
University of British Columbia

Markus Baldaufl

Curriculum Vitae

Working Papers

High-Frequency Trading and Market Performance (with Joshua Mollner) 

  • Revise & Resubmit, Journal of Finance

Contracting for Financial Execution (with Christoph Frei and Joshua Mollner) 

  • Best Paper in Asset Pricing (SFS Cavalcade North America, 2019)

Trading in Fragmented Markets (with Joshua Mollner) 
  • Best Market Microstructure Paper (Northern Finance Association, 2015)
  • Revise & Resubmit, Journal of Financial and Quantitative Analysis

Fast Trading on Fake News: The Role of Speed in Liquidity Provision (with Joshua Mollner)

  • Revise & Resubmit, Journal of Financial Markets

Peloton Peers: The Effect of Targets on Performance (with Joshua Mollner) 

  • Revise & Resubmit,  Journal of Economic Behavior and Organization

Supergames with States (with Kenneth L. Judd, Joshua Mollner, and Şevin Yeltekin)


Does Climate Change Affect Real Estate Prices? Only If You Believe in it (with Lorenzo Garlappi and Constantine Yannelis), Review of Financial Studies, forthcoming.

On the Use of Robust Regression in Econometrics (with João M.C. Santos Silva), Economics Letters, 114(1), 2012, pp. 124-127. 
Dave Giles mentioned us on his blog

Microsoft v Commission: A Pricing Perspective on Non-Price Abuses (with Derek Ridyard) 
Microsoft on Trial: Legal and Economic Analysis of a Transatlantic Antitrust Case 
Luca Rubini, ed., 2010, pp. 369-392 (ch.12).