Christian Westheide
cwestheide.bsky.social
Christian Westheide
@cwestheide.bsky.social
market microstructure, empirical finance
Stockholm Business School ‪@stockholm-uni.bsky.social‬
Professional news: I'm excited to start my new job at SBS ‪@stockholm-uni.bsky.social‬ today 😀
September 1, 2025 at 8:51 AM
Reposted by Christian Westheide
Join us and register now. Seats are limited.

On Monday, September 15, I am co-organizing a conference to discuss facts.

Discuss *facts*?

Yes, facts can be debated these days, both in Science and outside of it. More information at www.knaw.nl/en/events/de....
July 9, 2025 at 9:31 AM
The toxicity of UK politics and policies knows no bounds. If you're highly qualified - supposedly the kind of person political "leaders" still claim to want in the country - why would you choose to live there, if you have other options?
Starmer's anti-immigrant speech today wasn't just a moral and political embarrassment. It was also an intellectual embarrassment.

inews.co.uk/opinion/star...
May 12, 2025 at 10:59 PM
Reposted by Christian Westheide
Call for Papers! 📢

Together with the Institute for Financial Innovation & Technology at @lmumuenchen.bsky.social, we invite you to submit a paper to the 9th SAFE Market Microstructure Conference.

📅Deadline: 31 March 2025

👉 All details: safe-frankfurt.de/news-media/e... #EconSky #CallforPapers
February 27, 2025 at 1:53 PM
This has been a fun and imho important project to participate in. Thanks to @nickchk.com and @clausportner.bsky.social for organizing this!
After a long wait, the working paper for the Many-Economists Project: The Sources of Researcher Variation in Economics. We had 146 teams perform the same research three times, each time with less freedom. What source of freedom leads to different choices and results? papers.ssrn.com/sol3/papers....
The Sources of Researcher Variation in Economics
We use a rigorous three-stage many-analysts design to assess how different researcher decisions—specifically data cleaning, research design, and the interpretat
papers.ssrn.com
February 25, 2025 at 11:45 PM
Reposted by Christian Westheide
How large are transaction costs for investors who trade large orders by splitting them up over time? Our model yields a liquidity surface. It further shows how the presence of large orders affects the welfare of market makers and small investors. Published this month: doi.org/10.1093/rof/....
January 17, 2025 at 9:46 AM
A definitely very useful A/B test that would help them make 4o even better if I indicated my preference accurately here...
January 8, 2025 at 10:46 PM
Reposted by Christian Westheide
I've started a new Substack called False Positive, where I will be writing regularly on finance, crime, and global economic governance.

My first post covers the prosecution of Binance and the wider use of nested accounts to engage in financial crime

open.substack.com/pub/mileskel...
Binance and the Trojan Horse
The criminal prosecution of Binance highlights the integral but little understood role of nested accounts in facilitating financial crime
open.substack.com
November 27, 2023 at 11:06 AM
Surprised to see this footnote in a not so recent book #econsky #microstructure
October 10, 2023 at 9:55 PM
80% of my feed is @cameron.pfiffer.org posting, replying, and reposting. It appears the migration of econ is way ahead of that of finance so far...
October 2, 2023 at 7:46 PM