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Jakub Rojcek - Publikationen

Assistent Prof. M. Habib



Publikationen Betreute Arbeiten

Kapitel in Büchern (1)

Bankruptcy triggering asset value–continuous time finance approach
Jakub Rojcek, Karel Janda
Herausgeber: Alberto Adrego Pinto, David Zilberman
In: Modelling, Dynamics, Optimization and Bioeconomics I, Springer, Porto, Portugal, p. 357-382, 2014.


Dissertationen (1)

Market quality and price impact of high-frequency trading and its regulation
Jakub Rojcek
Betreuer: Thorsten Hens
University of Zurich, 2016.


Working Papers (2)

Price Impact of Aggressive Liquidity Provision
Jakub Rojcek, Ramazan Gençay, Soheil Mahmoodzadeh, Michael C Tseng
Swiss Finance Institute Research Paper, No. 16-21, März 2016.


High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation
Jakub Rojcek, Alexandre Ziegler
Swiss Finance Institute Research Paper, No. 15-23, März 2016.