Dr. Satchit Sagade
Telephone: | +49 (0)69 798-30085 |
E-Mail: | |
Room: | HoF, Room 2.73 |
Office Hours: | On Appointment |
Dr. Satchit Sagade is a post-doctoral research fellow at the Center for Financial Studies and the Sustainable Architecture for Finance in Europe (SAFE) project of the University of Frankfurt. Satchit obtained his PhD in Finance from ICMA Centre, Henley Business School at the University of Reading in UK. His research interests lie in the area of market microstructure. Specifically, he is interested in high-frequency and algorithmic trading, optimal execution, price discovery in limit order markets and MiFID. Satchit is currently working on analyzing the determinants of over-the-counter (OTC) trading volume in the equities and the derivatives markets and the impact of market fragmentation on the price discovery process and market quality. This OTC project is part of the SAFE research projects headed by Prof. Erik Theissen (University of Mannheim) and Prof. Peter Gomber.
Publications
2013
Dufour, Alfonso and Sagade, Satchit
Execution Trade-off in Volume Participation Algorithms
In: Working Paper (2013)
Dufour, Alfonso and Sagade, Satchit
The Shape and Information Content of a Post-MiFID Limit Order Book
In: Working Paper (2013)
2012
Benos, Evangelos and Sagade, Satchit
Impact of High-Frequency Trading on Market Quality
In: Bank of England Working Paper Series (2012)