Research
The research of the Chair of e-Finance deals with fundamental and current questions regarding electronic financial services and electronic securities trading in particular. In our research, we primarily use quantitative and analytical methods, but also conduct qualitative studies.
The value chain in securities trading:
Main Research Areas:
1. Theory and practice of international securities markets
- Market models and market microstructure
- Stock exchanges and securities trading
- Integrity and efficiency of securities markets
2. The impact of regulatory and technological changes on financial markets
- Markets in Financial Instruments Directive II (MiFID II / MiFIR)
- Regulatory impact analysis
- Algorithmic trading and high-frequency trading
3. Digital finance / FinTech
- Digital assets (cryptocurrencies, NFTs, etc.) and digital asset markets
- Business models of FinTechs
- Crowdfunding
4. Applied machine learning and data science methods
- Fraud detection and detection of market manipulations
- Price predictions using neural networks
- Textual analysis and natural language processing
Selected Publications:
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.
Non-Standard Errors
In: The Journal of Finance (forthcoming); 2023
Gomber, Peter; Sagade, Satchit; Theissen, Erik; Weber, Moritz Christian; Westheide, Christian
Spoilt for Choice: Determinants of Market Shares in Fragmented Equity Markets
In: Journal of Financial Markets (forthcoming); 2023
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 (forthcoming); 2022
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
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
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, Vol. 35, No. 1, pp. 220-265; 2018
Gomber, Peter; Koch, Jascha-Alexander; Siering, Michael
Digital Finance and FinTech: Current Research and Future Research Directions
In: Journal of Business Economics, Vol. 87, No. 5, pp. 537-580; 2017
Gomber, Peter; Haferkorn, Martin; Zimmermann, Kai
Securities Transaction Tax and Market Quality - The Case of France
In: European Financial Management, Vol. 22, No. 2, pp. 313-337; 2016