Dr Sylvain Friederich

Dr Sylvain Friederich

Dr Sylvain Friederich
Senior Lecturer in Finance

1.17, 15-19 Tyndalls Park Road,
The Priory Road Complex, Priory Road, Clifton
BS8 1TU
(See a map)

s.friederich@bristol.ac.uk

Telephone Number (0117) 39 41484

Department of Accounting and Finance

Research

Sylvain Friederich's main research interests are in the area of market microstructure, the area of financial economics research that examines the methods by which financial securities are traded. Current research topics include: Trading System Design, Competition for Listing and Order Flow between Trading Venues and Institutional Investor Behaviour.

Teaching

ACCG30015: Advanced Topics in Finance
ECONM2033: MSc Financial Markets and Corporate Policy
ECONM2030: MSc Investment Management

Fields of interest

Trading System Design, Competition for Listing, Order Flow between Trading Venues and Institutional Investor Behaviour




Latest publications

  1. Friederich, SJ & Payne, R, 2015, ‘Order-to-Trade Ratios and Market Liquidity’. Journal of Banking and Finance, vol 50., pp. 214?223
  2. Friederich, SJ & Payne, R, 2014, ‘Trading anonymity and order anticipation’. Journal of Financial Markets, vol 21., pp. 1-24
  3. Friederich, S & Payne, R, 2012, ‘Computer-Based Trading and Market Abuse’. HM Treasury - Government Office for Science
  4. Friederich, S & Payne, R, 2011, ‘Computer-Based Trading, Liquidity and Trading Costs’. HM Treasury - Government Office for Science
  5. Friederich, S & Payne, R, 2007, ‘Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange’. Economic Journal, vol 117 (552)., pp. 1168 - 1191
  6. Chauveau, T, Friederich, S, Héricourt, J, Jurczenko, E, Lubochinsky, C, Maillet, B, Moussu, C, Négréa, B & Raymond-Feingold, H, 2004, ‘La volatilité des marchés augmente-t-elle? (Is financial market volatility increasing?)’. Revue d'Économie Financière, vol 74., pp. 11 - 69
  7. Friederich, S, Gregory, A, Matatko, J & Tonks, I, 2002, ‘Short-run Returns around the Trades of Corporate Insiders on the London Stock Exchange’. European Financial Management, vol 8 (1)., pp. 7 - 30

Full publications list in the University of Bristol publications system

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