Markus Baldaufl

Markus Baldauf


Assistant Professor of Finance

Sauder School of Business

University of British Columbia


Curriculum Vitae

Faculty Profile

Google Scholar Profile

Working Papers

[*] Principal Trading Arrangements: When Are Common Contracts Optimal? (with Christoph Frei and Joshua Mollner)

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

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

Published and Forthcoming Papers

[5] Trading in Fragmented Markets (with Joshua Mollner), Journal of Financial and Quantitative Analysis, forthcoming.

    • Best Market Microstructure Paper (Northern Finance Association, 2015)

[4] High-Frequency Trading and Market Performance (with Joshua Mollner), Journal of Finance, Vol. 75, No. 3 (June 2020), pp. 1495-1526. [Internet Appendix] [SSRN]

[3] 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.

[2] Pedaling Peers: The Effect of Targets on Performance (with Joshua Mollner), Journal of Economic Behavior and Organization, Vol. 167 (November 2019), pp. 90-103. [SSRN]

[1] On the Use of Robust Regression in Econometrics (with João M.C. Santos Silva), Economics Letters, Vol. 114, No. 1 (January 2012), 124-127.

Older Work

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

[*] 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, 369-392 (ch.12).