Welcome to the Chair of e-Finance
back from left: Micha Bender, Niklas Trimpe, Luisa Faust, Simon Hommel, Tino Cestonaro, Andrej Frizler, Abdellatif Bouazi
front from left: Julian Schmidt, Florian Ewald, Sandra Keßler, Dr. Benjamin Clapham, Prof. Dr. Peter Gomber
News
[18/12/24] | The team wishes all students, co-operation partners and employees of the university Merry Christmas and a happy new year. |
[05/12/24] | Prof. Gomber was invited by the New York Stock Exchange to present the paper, “Don’t Stop Me Now! Identification and Prediction of Unnecessary Volatility Interruptions,” at the “Microstructure Meets AI Conference” in New York. This conference brings together leading academics and industry professionals to discuss practical applications of academic research for exchanges and financial markets. In their paper, Prof. Gomber and his co-authors Benjamin Clapham, Florian Ewald, and Niklas Trimpe develop an AI-based solution to avoid trading interruptions that unnecessarily interfere with market efficiency. You can find more information about the conference here. |
[08/11/24] | In the “Emerald Handbook of Fintech (2024)” and in “SN Business & Economics (2024)” our paper "Gomber, Peter; Kauffman, Robert J.; Parker, Chris; Weber, Bruce W. On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services. In: Journal of Management Information Systems (2018)" was identified as "top-cited article in fintech literature“ and „as most contributing document in fintech in terms of citations“. Thanks a lot! |
[14/08/24] | The authors Gulati and Singh, NMIMS Management Review (2024) have identified our paper “Gomber, P.; Siering, M.; Koch, J.: Digital Finance and FinTech: current research and future research directions, Journal of Business Economics (2017)” as “most highly cited and significant work in the domain of Digital Financial Services research”. We thank the authors and are proud of this great acknowledgement of our work! |
[06/05/24] | The paper "Shifting Volumes to the Close: Consequences for Price Discovery and Market Quality" by the authors Micha Bender, Benjamin Clapham and Benedikt Schwemmlein was covered in news articles by Bloomberg and FAZ. The paper deals with the massive shift of trading volumes to the closing auction and the effects of this development on the efficiency of closing price discovery and market quality in continuous trading. The paper is available here. |
The Chair of e-Finance
The Chair of Business Administration, especially e-Finance at the Faculty of Economics and Business Administration deals with fundamental and current questions regarding electronic financial services and electronic securities trading in particular.
Our activities in research and teaching include all facets of e-Finance, which range from customer interfaces in electronic banking and brokerage over market intermediaries to business models, infrastructure and technical concepts for electronic markets.
Our mission
With all activities in research and joint projects with our partners in practice, we intend to contribute to the evolution of electronic financial markets. Hereby, we evaluate and develop new market mechanisms, new intermediary relations and opportunities for applying new concepts in IT.
In teaching, we communicate to our students a comprehensive know how and deepened understanding of the economic and technical realities of electronic financial markets. Furthermore, we would like to enable our students to take up ambitious and challenging jobs in the financial industry.