Kai Zimmermann

910 total citations · 1 hit paper
16 papers, 497 citations indexed

About

Kai Zimmermann is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Kai Zimmermann has authored 16 papers receiving a total of 497 indexed citations (citations by other indexed papers that have themselves been cited), including 9 papers in Finance, 7 papers in Economics and Econometrics and 5 papers in Accounting. Recurrent topics in Kai Zimmermann's work include Financial Markets and Investment Strategies (9 papers), Corporate Finance and Governance (5 papers) and Complex Systems and Time Series Analysis (4 papers). Kai Zimmermann is often cited by papers focused on Financial Markets and Investment Strategies (9 papers), Corporate Finance and Governance (5 papers) and Complex Systems and Time Series Analysis (4 papers). Kai Zimmermann collaborates with scholars based in Germany. Kai Zimmermann's co-authors include Martin Haferkorn, Moritz Weber, Florian Glaser, Christian Freksa, Peter Gomber and Michael Siering and has published in prestigious journals such as Journal of the Association for Information Systems, Applied Intelligence and European Financial Management.

In The Last Decade

Kai Zimmermann

15 papers receiving 452 citations

Hit Papers

BITCOIN - ASSET OR CURRENCY? REVEALING USERS' HIDDEN INTE... 2014 2026 2018 2022 2014 100 200 300

Peers

Kai Zimmermann
Fan Fang United States
Jan Hendrik Wirfs Switzerland
Huisu Jang South Korea
Tiejun Ma United Kingdom
Soumya Basu United States
William Lucyshyn United States
Omri Ross Denmark
Fan Fang United States
Kai Zimmermann
Citations per year, relative to Kai Zimmermann Kai Zimmermann (= 1×) peers Fan Fang

Countries citing papers authored by Kai Zimmermann

Since Specialization
Citations

This map shows the geographic impact of Kai Zimmermann's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Kai Zimmermann with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kai Zimmermann more than expected).

Fields of papers citing papers by Kai Zimmermann

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Kai Zimmermann. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Kai Zimmermann. The network helps show where Kai Zimmermann may publish in the future.

Co-authorship network of co-authors of Kai Zimmermann

This figure shows the co-authorship network connecting the top 25 collaborators of Kai Zimmermann. A scholar is included among the top collaborators of Kai Zimmermann based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Kai Zimmermann. Kai Zimmermann is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

16 of 16 papers shown
1.
Haferkorn, Martin, et al.. (2022). The Impact of High-Frequency Trading on Modern Securities Markets. Business & Information Systems Engineering. 65(1). 7–24. 5 indexed citations
2.
Zimmermann, Kai, et al.. (2020). Nachhaltigkeitseffekte durch Smart Cities am Beispiel der Superblocks in Barcelona. 35–43. 1 indexed citations
3.
Haferkorn, Martin, et al.. (2020). DOES SPEED MATTER? THE ROLE OF HIGH‐FREQUENCY TRADING FOR ORDER BOOK RESILIENCY. The Journal of Financial Research. 43(4). 933–964. 2 indexed citations
4.
Gomber, Peter & Kai Zimmermann. (2018). Algorithmic Trading in Practice. Oxford University Press eBooks. 5 indexed citations
5.
Zimmermann, Kai, et al.. (2016). Price discovery and convergence in fragmented securities markets. International Journal of Managerial Finance. 12(4). 381–407. 4 indexed citations
6.
Gomber, Peter, Martin Haferkorn, & Kai Zimmermann. (2015). Securities Transaction Tax and Market Quality – the Case of France. European Financial Management. 22(2). 313–337. 20 indexed citations
7.
Haferkorn, Martin, et al.. (2015). Does Speed Matter? The Role of High-Frequency Trading for Order Book Resiliency. SSRN Electronic Journal. 3 indexed citations
8.
Glaser, Florian, Martin Haferkorn, Moritz Weber, & Kai Zimmermann. (2014). How to Price a Digital Currency? Empirical Insights on the Influence of Media Coverage on the Bitcoin Bubble. SSRN Electronic Journal. 15(1). 1404. 13 indexed citations
9.
Glaser, Florian, Kai Zimmermann, Martin Haferkorn, & Moritz Weber. (2014). BITCOIN - ASSET OR CURRENCY? REVEALING USERS' HIDDEN INTENTIONS. Journal of the Association for Information Systems. 1. 332 indexed citations breakdown →
10.
Haferkorn, Martin & Kai Zimmermann. (2014). The German High Frequency Trading Act. SSRN Electronic Journal. 4 indexed citations
11.
Siering, Michael, Kai Zimmermann, & Martin Haferkorn. (2014). Read This! How to Boost the Interest towards Research Articles - A Study on SSRN Research Impact. Journal of the Association for Information Systems. 1 indexed citations
12.
Haferkorn, Martin, Kai Zimmermann, & Michael Siering. (2013). The Impact of IT-Based Trading on Securities Markets. Journal of the Association for Information Systems. 27. 1 indexed citations
13.
Zimmermann, Kai. (2013). Price Discovery in European Volatility Interruptions. SSRN Electronic Journal. 7 indexed citations
14.
Zimmermann, Kai & Christian Freksa. (2000). Enhancing Spatial Reasoning by the Concept of Motion. 6 indexed citations
15.
Zimmermann, Kai & Christian Freksa. (1996). Qualitative spatial reasoning using orientation, distance, and path knowledge. Applied Intelligence. 6(1). 49–58. 92 indexed citations
16.
Zimmermann, Kai & Christian Freksa. (1993). Qualitatives räumliches Schließen mit Wissen über Richtungen, Entfernungen und Pfade.. Künstliche Intell.. 7. 21–28. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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