Dr. Sven Groth

Dr. Sven Groth Groth studied business administration at the European Business School (ebs), Oestrich-Winkel and real estate investment / finance at the University of Reading Business School. At both universities Mr. Groth mainly concentrated on the subjects finance & banking and real estate. His diploma thesis dealt with the information content of fund ratings. Between November 2006 and 2010 Mr. Groth worked as a graduate researcher at the 2nd layer of the E-Finance Lab. During this time Mr. Groth also wrote his PhD thesis titled “automation in securities trading: text mining and algorithmic trading”.

Research interests:

  • Text mining in the financial industry
  • Algorithmic trading
  • Efficiency of markets


Groth, Sven
Does Algorithmic Trading Increase Volatility? Empirical Evidence from the Fully-Electronic Trading Platform Xetra
In: Proceedings of the 10th Internationale Tagung Wirtschaftsinformatik (WI 2011); Zurich, Switzerland

Groth, Sven; Muntermann, Jan
An Intraday Risk Management Approach Based on Textual Analysis
In: Decision Support Systems 50, pp. 680-691

Groth, Sven
Who to Blame for Volatile Markets? Computers vs. Humans
In: 23rd Australasian Banking & Finance Conference, Sydney, Australia

Groth, Sven; Meyer, Andreas; Muntermann, Jan
IT-gestützte Automatisierung in der Fondsadministration
In: Zeitschrift für das gesamte Kreditwesen, Ausgabe Technik 3-2010, pp. 20-23

Groth, Sven
Enhancing Automated Trading Engines to Cope With News-Related Liquidity Shocks
In: (forthcoming) Proceedings of the 18th European Conference on Information Systems; Pretoria, South Africa

Groth, Sven; Muntermann, Jan
Discovering Intraday Market Risk Exposures in Unstructured Data Sources: The Case of Corporate Disclosures
In: Proceedings of the 43rd Hawaii International Conference on System Sciences (HICSS); Kauai, HI, USA

Groth, Sven
Further Evidence on "Technology and Liquidity Provision: The Blurring of Traditional Definitions"
In: EFA Doctoral Tutorial 2009; Bergen, Norway

Groth, Sven
Algorithmic Trading Engines & Liquidity Contribution – The Blurring of "Traditional" Definitions
In: Software Services for e-Business and e-Society, 9th IFIP WG 6.1 Conference, I3E 2009; Proceedings, pp. 210-224, Springer, Boston

Gomber, Peter; Groth, Sven; Gsell, Markus
Algorithmischer Handel auf Finanzmärkten - Handels- und Orderabgabeverhalten von Computern versus menschlichen Händlern
In: Zeitschrift für das gesamte Kreditwesen, Ausgabe Technik 2-2009, pp. 11-14; Frankfurt

Groth, Sven; Muntermann, Jan
Supporting Investment Management Processes with Machine Learning Techniques
In: Proceedings of the 9th Internationale Tagung Wirtschaftsinformatik, vol. 2, pp. 275-284; Vienna, Austria

Groth, Sven
Best Execution in Funds Trading – The German Case
In: XVI Finance Forum; Barcelona, Spain

Groth, Sven
Yet Another Distribution Channel? Best Execution in Funds Trading
In: International Workshop on New Financial Intermediation; Nice, France

Groth, Sven
Yet Another Distribution Channel? Best Execution in Funds Trading
In: 11th Symposium on Finance, Banking and Insurance; Karlsruhe

Groth, Sven; Muntermann, Jan
A Text Mining Approach to Support Intraday Financial Decision-Making
In: Proceedings of the Fourteenth Americas Conference on Information Systems (AMCIS); Toronto, Canada
[Find it]

Gomber, Peter; Chlistalla, Michael; Groth, Sven
Neue Börsenlandschaft in Europa? Die Umsetzung der MiFID aus Sicht europäischer Marktplatzbetreiber
In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB), 1/2008, pp. 2-11; Köln

Chlistalla, Michael; Gomber, Peter; Groth, Sven
The New Landscape: How MiFID Drives Changes Among European Execution Venues
In: Journal of Trading, Fall 2007, Volume 2, Number 4, pp. 69-79

Gomber, Peter; Groth, Sven
Algorithmic Trading - Trends and Impact on the Exchange Industry
In: Focus no. 166, December 2006, World Federation of Exchanges, pp. 48-52; Paris, 2006