Dr Sylvain Friederich

Summary

Sylvain Friederich's main research interests are in the area of market microstructure, the area of financial economics research that examines the methods by which financial securities are traded. Current research topics include: Trading System Design, Competition for Listing and Order Flow between Trading Venues and Institutional Investor Behaviour.

Teaching

ACCG30015: Advanced Topics in Finance
ECONM2033: MSc Financial Markets and Corporate Policy
ECONM2030: MSc Investment Management

Keywords

• Trading System Design
• Competition for Listing
• Order Flow between Trading Venues and Institutional Investor Behaviour

Expertise

My main research interests are in the area of financial market microstructure, the area of financial economics that examines the methods by which financial assets are traded. Current research topics include: trading system design, competition for listing and order flow between trading venues and institutional investor behaviour.

Memberships

Organisations

Department of Accounting and Finance

Other sites

• Accounting

Academic Departments

• Department of Accounting and Finance

Department of Accounting and Finance Research Interests

• Asset Pricing
• Market Microstructure

Recent publications

• Friederich, S & Payne, R 2007, ‘Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange’. Economic Journal, vol 117 (552)., pp. 1168 - 1191
• Chauveau, T, Friederich, S, Héricourt, J, Jurczenko, E, Lubochinsky, C, Maillet, B, Moussu, C, Négréa, B & Raymond-Feingold, H 2004, ‘La volatilité des marchés augmente-t-elle? (Is financial market volatility increasing?)’. Revue d'Économie Financière, vol 74., pp. 11 - 69
• Friederich, S, Gregory, A, Matatko, J & Tonks, I 2002, ‘Short-run Returns around the Trades of Corporate Insiders on the London Stock Exchange’. European Financial Management, vol 8 (1)., pp. 7 - 30

View complete publications list in the University of Bristol publications system