Dr. Christian Westheide

I am a Senior Lecturer in Finance at the University of Edinburgh Business School. I am also a Research Affiliate of the Leibniz Institute for Financial Research SAFE. My primary research focus is empirical financial market microstructure, with particular emphasis on European equity markets. In other research, I explore the interactions between institutional investors and firms and banks. Additionally, I contribute to meta-science studies.


News

  • 2025-01-22
    A new working paper titled "Comparing Human-Only, AI-Assisted, and AI-Led Teams on Assessing Research Reproducibility in Quantitative Social Science" and led by the Institute for Replication based on replication games I participated in is publicly available.
  • 2025-01-03
    I am starting a new job as Senior Lecturer in Finance at the University of Edinburgh Business School by my coauthor Stefan Scharnowski.
  • 2024-10-15
    Presentation of "A Tale of Two Cities – Inter-Market Latency and Fast-Trader Competition" at the Microstructure Exchange by my coauthor Stefan Scharnowski.
  • 2024-09-20
    The 8th SAFE Market Microstructure Conference will take place in Munich on Sep 20, 2024.
  • 2024-04-06
    A new working paper titled "Mass Reproducibility and Replicability: A New Hope" and led by the Institute for Replication based on replication games I participated in is publicly available.
  • 2023-09-25
    The 7th SAFE Market Microstructure Conference will take place in Frankfurt on Sep 25, 2023.
  • 2023-08-12
    "The Effects of Europe's 2020 Short Selling Bans on Securities Markets" has been accepted for presentation at the Austrian Working Group on Banking & Finance in Vienna on September 22-23, and at the 2023 AFML Conference in Budapest on November 9-10.
  • 2023-06-06
    Presentation of "Broker colocation and the execution costs of customer and proprietary orders" at the Microstructure Exchange.
  • 2023-02-14
    "Non-Standard Errors" has been accepted for publication in the Journal of Finance.
  • 2022-12-22
    "One for the Money, Two for the Show? The Number of Designated Market Makers and Liquidity" has been accepted for publication in Economics Letters.
  • 2022-10-12
    "Spoilt for Choice: Determinants of Market Shares in Fragmented Equity Markets" has been accepted for publication in the Journal of Financial Markets.
  • 2022-09-28
    The 6th SAFE Market Microstructure Conference will take place in Frankfurt on Sep 28, 2022.
  • 2022-07-30
    "Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-Off Risk" has been accepted for publication in the Journal of Financial and Quantitative Analysis.
  • 2022-07-29
    "Corporate bond issuance fragmentation, liquidity, and issuance costs" has been accepted for presentation at the 28th Annual Meeting of the German Finance Association (DGF) in Marburg on September 30.