Scientific Journals Bender, Micha; Cestonaro, Tino; Clapham, Benjamin; Gomber, Peter
A Long-Term Analysis of Research Unbundling: Implications for Research Provision and Market Quality
In: Journal of Business Economics (forthcoming); 2024 Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; Huber, Juergen; Johannesson, Magnus; Kirchler, Michael; Neusüss, Sebastian; Razen, Michael; Weitzel, Utz; Clapham, Benjamin; Lausen, Jens; et al.
Nonstandard Errors
In: The Journal of Finance, Vol. 79, No. 3, pp. 2339-2390; 2024
[Find It] Clapham, Benjamin; Haferkorn, Martin; Zimmermann, Kai
The Impact of High-Frequency Trading on Modern Securities Markets – An Analysis Based on a Technical Interruption
In: Business & Information Systems Engineering, Vol. 65, No. 1, pp. 7-24; 2023
[Find It] Clapham, Benjamin; Bender, Micha; Lausen, Jens; Gomber, Peter
Policy Making in the Financial Industry: A Framework for Regulatory Impact Analysis Using Textual Analysis
In: Journal of Business Economics, Vol. 93, pp. 1463-1514; 2023
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Bender, Micha; Clapham, Benjamin; Gomber, Peter; Koch, Jascha-Alexander
To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling
In: Financial Analysts Journal, Vol. 77, No. 3, pp. 69-92; 2021
[Find It] Clapham, Benjamin; Siering, Michael; Gomber, Peter
Popular News Are Relevant News! How Investor Attention Affects Algorithmic Decision-Making and Decision Support in Financial Markets
In: Information Systems Frontiers, Vol. 23, No. 2, pp. 477-494; 2021
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Clapham, Benjamin; Gomber, Peter; Lausen, Jens; Panz, Sven
Liquidity Provider Incentives in Fragmented Securities Markets
In: Journal of Empirical Finance, Vol. 60, pp. 16-38; 2021
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Clapham, Benjamin; Haferkorn, Martin; Zimmermann, Kai
Does Speed Matter? The Role of High-Frequency Trading for Order Book Resiliency
In: Journal of Financial Research, Vol. 43, No. 4, pp. 933-964; 2020
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Lausen, Jens; Clapham, Benjamin; Siering, Michael; Gomber, Peter
Who Is the Next "Wolf of Wall Street"? Detection of Financial Intermediary Misconduct
In: Journal of the Association for Information Systems, Vol. 21, No. 5, pp. 1153-1190; 2020
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Siering, Michael; Clapham, Benjamin; Engel, Oliver; Gomber, Peter
A Taxonomy of Financial Market Manipulations: Establishing Trust and Market Integrity in the Financialized Economy Through Automated Fraud Detection
In: Journal of Information Technology, Vol. 32, No. 3, pp. 251-269; 2017
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Clapham, Benjamin; Zimmermann, Kai
Price Discovery and Convergence in Fragmented Securities Markets
In: International Journal of Managerial Finance, Vol. 12, No. 4, pp. 381-407; 2016
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Practitioner Journals |
Gomber, Peter; Clapham, Benjamin; Lausen, Jens; Panz, Sven
The Impact of MiFID II/MiFIR on European Market Structure: A Survey among Market Experts
In: The Journal of Trading, Vol. 13, No. 2, pp. 35-46; 2018
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Gomber, Peter; Clapham, Benjamin; Haferkorn, Martin; Panz, Sven; Jentsch, Paul
Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues
In: The Journal of Trading, Vol. 12, No. 1, pp. 42-54; 2017
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Conference Proceedings Clapham, Benjamin; Jakobs, Jenny, Schmidt, Julian; Gomber, Peter; Muntermann, Jan
A Taxonomy of Violations in Digital Asset Markets
In: Proceedings of the 44th International Conference on Information Systems; Hyderabad, India, 2023 [Find It] Lausen, Jens; Clapham, Benjamin
Give Them a Second Chance? Prediction of Recurrent Financial Intermediary Misconduct
In: Proceedings of the 11th International FinanceCom Workshop 2022, Lecture Notes in Business Information Processing (LNBIP), Vol. 467, pp. 17-35, Eds.: J. van Hillegersberg, J. Osterrieder, F. Rabhi, A. Abhishta, V. Marisetty, and X. Huang; Springer, Cham; 2023
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Gomber, Peter; Clapham, Benjamin; Lausen, Jens; Panz, Sven
The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity in Electronic Trading
In: Lecture Notes in Business Information Processing (LNBIP), Vol. 345, pp. 3-26, Eds.: N. Mehandjiev and B. Saadouni; Springer, Cham 2019
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Books and Chapters in Books |
Gomber, Peter; Clapham, Benjamin
Die Börse im Zeitalter der Digitalisierung
In: Von der Traditionsbörse zum digitalen Marktplatz Die Frankfurter Wertpapierbörse und der Wertpapierhandel in Deutschland von der Weimarer Zeit bis ins 21. Jahrhundert, pp. 231-326, Eds.: H. Floto-Degener / B. Rudolph; Franz Steiner Verlag, Stuttgart 2022 |
Clapham, Benjamin; Koch, Jascha-Alexander
Enterprise Applications, Markets and Services in the Finance Industry - Proceedings of the 10th International FinanceCom Workshop 2020 (Editorial)
In: Lecture Notes in Business Information Processing (LNBIP), Vol. 401; Springer, Cham 2020
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Clapham, Benjamin
Integrity and Efficiency of Electronic Securities Markets: Fraud Detection, Safeguards, and the Role of High-Frequency Trading
In: Dissertation; Goethe University Frankfurt 2019 |
Groß, Georg; Gomber, Peter; Lausen, Jens; Clapham, Benjamin
Regulatory Reporting Solutions: (Mehr-)Wert aus regulatorischen Verpflichtungen schaffen
In: Handbuch Finanzinformationen: Der digitale Wandel und die naechste Generation von Finanzinformationssystemen, pp. 227-248, Eds.: A. Eisenhofer and K. Brooimans; FinanzBuch Verlag, Muenchen 2018
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Working Papers Clapham, Benjamin; Ewald, Florian; Gomber, Peter; Trimpe, Niklas
Don’t Stop Me Now! Identification and Prediction of Unnecessary Volatility Interruptions In: Working Paper; presented at the 29th Forecasting Financial Markets Conference; Oxford, UK; 2024 |
Lausen, Jens; Clapham, Benjamin; Gomber, Peter; Bender, Micha
Drivers and Effects of Stock Market Fragmentation - Insights on SME Stocks
In: Working Paper; presented at 29th Annual Meeting of the European Financial Management Association, 4th Annual Plato Market Innovator Conference, 37th Conference of the French Finance Association, and 61st Southern Finance Association Annual Meetings; 2021
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Clapham, Benjamin
Is There a Magnet Effect of Rule-Based Circuit Breakers in Times of High-Frequency Trading?
In: Working Paper; presented at the 6th Paris Financial Management Conference (PFMC 2018); Paris, France and the 28th Annual Meeting of the European Financial Management Association (EFMA 2019); Ponta Delgada, Portugal; 2018
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Clapham, Benjamin; Gomber, Peter; Panz, Sven
Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets
In: Working Paper; presented at the CEPR-Imperial-Plato Inaugural Market Innovator (MI3) Conference; London, UK, the 24th Annual Meeting of the German Finance Association (DGF 2017); Ulm, Germany and the SFA 2017; Key West, Florida, United States; 2017
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Clapham, Benjamin; Gomber, Peter; Haferkorn, Martin; Panz, Sven
Managing Excess Volatility: Design and Effectiveness of Circuit Breakers
In: Working Paper; presented at the 34th International Conference of the French Finance Association (AFFI 2017); Valence, France and the Southern Finance Association 2017 Annual Meetings (SFA 2017); Key West, Florida, United States; 2017
[Find It] Bender, Micha; Clapham, Benjamin; Schwemmlein, Benedikt (2023)
Shifting Volumes to the Close: Consequences for Price Discovery and Market Quality
In: Working Paper, presented at European Financial Management Association (EFMA) Annual Meeting 2023, Cardiff, UK; 39th International Conference of the French Finance Association (AFFI 2023), Bordeaux, France; and 63rd Annual Meeting of the Southern Finance Association (SFA 2023), Fajardo, Puerto Rico.[Find It] |
Miscellaneous Clapham, Benjamin; Bender, Micha; Lausen, Jens; Gomber, Peter
Regulatory Impact Analysis in Case of Unstructured Data
In: efl insights 01/2023; Frankfurt am Main 2023
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Clapham, Benjamin; Siering, Michael; Gomber, Peter
Investor Attention and Algorithmic Decision Making in Financial Markets
In: efl insights 01/2020; Frankfurt am Main 2020
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Gomber, Peter; Clapham, Benjamin; Panz, Sven
Management of Market Price Risks: Regulation and Coordination of Volatility Interruptions in Europe
In: FIRM Yearbook 2018, pp. 167-168; Association for Risk Management and Regulation, Frankfurt; 2018
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Clapham, Benjamin; Gomber, Peter; Lausen, Jens; Panz, Sven
Enhancing Market Liquidity through Liquidity Provider Incentives
In: EFL Quarterly, 1/2018; Frankfurt am Main 2018 |
Gomber, Peter; Clapham, Benjamin; Haferkorn, Martin; Panz, Sven; Jentsch, Paul
Circuit Breakers - A Survey among International Trading Venues
In: WFE Research Studies & Reports; 2016
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Clapham, Benjamin; Haferkorn, Martin; Zimmermann, Kai
The Role of High-Frequency Trading for Order Book Resiliency
In: EFL Quarterly, 4/2015; Frankfurt am Main 2015 |
