Concepedia

Nikolaus Hautsch

NH

60

Publications

2.5K

Citations

27

H-Index

2001

Active since

Affiliations

University of Vienna(Current)

Humboldt-Universität zu Berlin

Goethe University Frankfurt

University of Cambridge

Vrije Universiteit Amsterdam

Nikolaus Hautsch is an author at University of Vienna specializing in finance, business, and economics.

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Publications per year

2001–2024

60

Publications

60

When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions

Axel Groß-Klußmann, Nikolaus Hautsch · Journal of Empirical Finance · 2010 · 277 citations

, , +11

The market impact of a limit order

Nikolaus Hautsch, Ruihong Huang · Journal of Economic Dynamics and Control · 2011 · 149 citations

, , +6

Systemic risk spillovers in the European banking and sovereign network

Frank Betz, Nikolaus Hautsch, Tuomas A. Peltonen et al. · Journal of Financial Stability · 2015 · 142 citations

, , +8

Financial Network Systemic Risk Contributions

Nikolaus Hautsch, Julia Schaumburg, Melanie Schienle · SSRN Electronic Journal · 2013 · 130 citations · Full text

A blocking and regularization approach to high‐dimensional realized covariance estimation

Nikolaus Hautsch, Lada M. Kyj, Roel C. A. Oomen · Journal of Applied Econometrics · 2010 · 129 citations

, , +18

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