Markus Baldauf

986 total citations · 1 hit paper
20 papers, 519 citations indexed

About

Markus Baldauf is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Markus Baldauf has authored 20 papers receiving a total of 519 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Finance, 10 papers in Economics and Econometrics and 9 papers in Management Science and Operations Research. Recurrent topics in Markus Baldauf's work include Financial Markets and Investment Strategies (11 papers), Auction Theory and Applications (8 papers) and Corporate Finance and Governance (6 papers). Markus Baldauf is often cited by papers focused on Financial Markets and Investment Strategies (11 papers), Auction Theory and Applications (8 papers) and Corporate Finance and Governance (6 papers). Markus Baldauf collaborates with scholars based in Canada, United States and Singapore. Markus Baldauf's co-authors include Lorenzo Garlappi, Constantine Yannelis, João Santos Silva, Christoph Frei, Jack Favilukis, N. W. Simmonds, Carlos E. Cuevas and A. Myrick Freeman and has published in prestigious journals such as Journal of Financial Economics, Management Science and Journal of Political Economy.

In The Last Decade

Markus Baldauf

17 papers receiving 497 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Does Climate Change Affect Real Estate Prices? Only If You Believe In It

2019 395 citations Markus Baldauf, Lorenzo Garlappi et al. Review of Financial Studies profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Markus Baldauf Canada	7	356	244	111	71	62	20	519
Jiangmin Xu China	6	489 1.4×	347 1.4×	144 1.3×	49 0.7×	122 2.0×	12	648
Melanie Cao Canada	13	567 1.6×	572 2.3×	222 2.0×	76 1.1×	42 0.7×	24	912
Mathias S. Kruttli United States	11	221 0.6×	225 0.9×	86 0.8×	26 0.4×	41 0.7×	24	347
Neluka Devpura Sri Lanka	9	704 2.0×	199 0.8×	92 0.8×	74 1.0×	32 0.5×	16	768
Nora Pankratz United States	6	337 0.9×	212 0.9×	120 1.1×	23 0.3×	116 1.9×	8	528
Frank Weikai Li Singapore	12	639 1.8×	593 2.4×	313 2.8×	58 0.8×	173 2.8×	42	991
Michael Barnett United States	7	310 0.9×	151 0.6×	51 0.5×	40 0.6×	58 0.9×	14	401
Thanh Huynh Australia	12	492 1.4×	454 1.9×	278 2.5×	23 0.3×	179 2.9×	26	799
Marc Gürtler Germany	12	322 0.9×	241 1.0×	97 0.9×	16 0.2×	16 0.3×	69	548
Yin Liao Australia	13	645 1.8×	263 1.1×	59 0.5×	38 0.5×	22 0.4×	43	849

Countries citing papers authored by Markus Baldauf

Since Specialization

Citations

This map shows the geographic impact of Markus Baldauf'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 Markus Baldauf with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Markus Baldauf more than expected).

Fields of papers citing papers by Markus Baldauf

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Markus Baldauf. 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 Markus Baldauf. The network helps show where Markus Baldauf may publish in the future.

Co-authorship network of co-authors of Markus Baldauf

This figure shows the co-authorship network connecting the top 25 collaborators of Markus Baldauf. A scholar is included among the top collaborators of Markus Baldauf 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 Markus Baldauf. Markus Baldauf is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Baldauf, Markus, et al.. (2024). Siphoned apart: A portfolio perspective on order flow segmentation. Journal of Financial Economics. 154. 103807–103807. 3 indexed citations

2.

Baldauf, Markus, et al.. (2024). Block trade contracting. Journal of Financial Economics. 160. 103901–103901. 1 indexed citations

3.

Baldauf, Markus, et al.. (2023). Principal Trading Arrangements: Optimality under Temporary and Permanent Price Impact. 184–184.

4.

Baldauf, Markus, et al.. (2023). Competition and Information Leakage. Journal of Political Economy. 132(5). 1603–1641. 3 indexed citations

5.

Baldauf, Markus, et al.. (2022). Siphoned Apart: A Portfolio Perspective on Order Flow Fragmentation. SSRN Electronic Journal.

6.

Baldauf, Markus, et al.. (2021). Profiting from Real Estate: So Easy a Congressman can do it. SSRN Electronic Journal.

7.

Baldauf, Markus, et al.. (2021). Principal Trading Arrangements: When Are Common Contracts Optimal?. Management Science. 68(4). 3112–3128. 6 indexed citations

8.

Baldauf, Markus, et al.. (2021). Fast traders make a quick buck: The role of speed in liquidity provision. Journal of Financial Markets. 58. 100621–100621. 5 indexed citations

9.

Baldauf, Markus, et al.. (2021). Principal Trading Arrangements: Optimality under Temporary and Permanent Price Impact. SSRN Electronic Journal. 1 indexed citations

10.

Baldauf, Markus, et al.. (2020). Principal Trading Procurement: Competition and Information Leakage. SSRN Electronic Journal. 1 indexed citations

11.

Baldauf, Markus, Lorenzo Garlappi, & Constantine Yannelis. (2019). Does Climate Change Affect Real Estate Prices? Only If You Believe In It. Review of Financial Studies. 33(3). 1256–1295. 395 indexed citations breakdown →

12.

Baldauf, Markus, et al.. (2019). Trading in Fragmented Markets. Journal of Financial and Quantitative Analysis. 56(1). 93–121. 35 indexed citations

13.

Baldauf, Markus, et al.. (2019). Pedaling peers: The effect of targets on performance. Journal of Economic Behavior & Organization. 167. 90–103. 1 indexed citations

14.

Baldauf, Markus, Lorenzo Garlappi, & Constantine Yannelis. (2018). Does Climate Change Affect Real Estate Prices? Only If You Believe in it. SSRN Electronic Journal. 12 indexed citations

15.

Baldauf, Markus, et al.. (2018). Contracting for Financial Execution. SSRN Electronic Journal. 5 indexed citations

16.

Baldauf, Markus, et al.. (2017). Trading in Fragmented Markets. SSRN Electronic Journal. 3 indexed citations

17.

Freeman, A. Myrick, et al.. (2016). Financing agribusiness in sub-Saharan Africa: opportunities, challenges, and investment models.. 3 indexed citations

18.

Baldauf, Markus, et al.. (2015). High-Frequency Trading and Market Performance. SSRN Electronic Journal. 16 indexed citations

19.

Baldauf, Markus, et al.. (2015). Fast Traders Make a Quick Buck: The Role of Speed in Liquidity Provision. SSRN Electronic Journal. 12 indexed citations

20.

Baldauf, Markus & João Santos Silva. (2011). On the use of robust regression in econometrics. Economics Letters. 114(1). 124–127. 17 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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