Jakub Rojcek - Publications

Assistent Prof. M. Habib

Publications Supervised theses

Book Chapters (1)

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

Dissertations (1)

Market quality and price impact of high-frequency trading and its regulation
Jakub Rojcek
Supervisor(s): 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, March 2016.

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