Jakub Rojcek
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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