Jakub Rojcek

Thesis

Thesis Title:	Market Quality and Price Impact of High-Frequency Trading and its Regulation
Thesis Advisor:	Prof. Thorsten Hens
Year of Graduation:	2016

Personal Website

Next Employment

Asset Allocation Analyst, LGT Capital Partners, Zurich

Research Papers

Jakub Rojcek, Alexandre Ziegler: High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation, SFI Research Paper No. 15-23
Jakub Rojcek, Ramazan Gencay, Soheil Mahmoodzadeh, Michael C Tseng: Price Impact of Aggressive Liquidity Provision, SFI Research Paper No. 16-21
Jakub Rojcek: A Model of Price Impact and Market Maker Latency, SFI Research Paper No. 16-56

Publications

Karel Janda, Jakub Rojcek: Bankruptcy Triggering Asset Value: Continuous Time Finance Approach, Modelling, Dynamics, Optimization and Bioeconomics I, p. 357-382, Editor(s): Alberto Adrego Pinto, David Zilberman, Springer, Porto, Portugal, May 2014