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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.