Dr. Benjamin Clapham
Telephone: | +49 (0)69 798-33870 |
E-Mail: | |
Room: | RuW, Room 2.265 |
Office Hours: | On Appointment |
Nach dem Studium der Wirtschaftswissenschaften schloss Benjamin Clapham im November 2019 seine Promotion zum Thema „Integrität und Effizienz elektronischer Wertpapiermärkte“ an der Goethe-Universität Frankfurt ab. Seitdem arbeitet er als Postdoktorand an der Professur für e-Finance. Seine Forschungsinteressen liegen in der empirischen Finanzmarktforschung, der Finanzmarktregulierung sowie in der automatisierten Erkennung von Marktmanipulationen.
Forschungsinteressen:
Marktmikrostruktur
Hochfrequenzhandel
Finanzmarktregulierung
Marktmanipulation
Veröffentlichungen:
Scientific Journals 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. Clapham, Benjamin; Haferkorn, Martin; Zimmermann, Kai
Clapham, Benjamin; Bender, Micha; Lausen, Jens; Gomber, Peter |
Bender, Micha; Clapham, Benjamin; Gomber, Peter; Koch, Jascha-Alexander
Clapham, Benjamin; Siering, Michael; Gomber, Peter |
Clapham, Benjamin; Gomber, Peter; Lausen, Jens; Panz, Sven |
Clapham, Benjamin; Haferkorn, Martin; Zimmermann, Kai |
Lausen, Jens; Clapham, Benjamin; Siering, Michael; Gomber, Peter |
Siering, Michael; Clapham, Benjamin; Engel, Oliver; Gomber, Peter |
Clapham, Benjamin; Zimmermann, Kai |
Practitioner Journals |
Gomber, Peter; Clapham, Benjamin; Lausen, Jens; Panz, Sven |
Gomber, Peter; Clapham, Benjamin; Haferkorn, Martin; Panz, Sven; Jentsch, Paul |
Conference Proceedings Clapham, Benjamin; Jakobs, Jenny, Schmidt, Julian; Gomber, Peter; Muntermann, Jan Lausen, Jens; Clapham, Benjamin |
Gomber, Peter; Clapham, Benjamin; Lausen, Jens; Panz, Sven |
Books and Chapters in Books |
Gomber, Peter; Clapham, Benjamin |
Clapham, Benjamin; Koch, Jascha-Alexander |
Clapham, Benjamin |
Groß, Georg; Gomber, Peter; Lausen, Jens; Clapham, Benjamin |
Working Papers |
Lausen, Jens; Clapham, Benjamin; Gomber, Peter; Bender, Micha |
Clapham, Benjamin |
Clapham, Benjamin; Gomber, Peter; Panz, Sven |
Clapham, Benjamin; Gomber, Peter; Haferkorn, Martin; Panz, Sven Bender, Micha; Clapham, Benjamin; Schwemmlein, Benedikt (2023) |
Miscellaneous Clapham, Benjamin; Bender, Micha; Lausen, Jens; Gomber, Peter |
Clapham, Benjamin; Siering, Michael; Gomber, Peter |
Gomber, Peter; Clapham, Benjamin; Panz, Sven |
Clapham, Benjamin; Gomber, Peter; Lausen, Jens; Panz, Sven |
Gomber, Peter; Clapham, Benjamin; Haferkorn, Martin; Panz, Sven; Jentsch, Paul |
Clapham, Benjamin; Haferkorn, Martin; Zimmermann, Kai |
Artikel in Fachzeitschriften
Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., ... Lausen, J. (2023). Non-Standard Errors. The Journal of Finance, im Erscheinen. Link |
Clapham, B., Bender, M., Lausen, J., Gomber, P. (2023). Policy Making in the Financial Industry: A Framework for Regulatory Impact Analysis Using Textual Analysis. Journal of Business Economics, 93, 1463–1514. Link |
Clapham, B., Haferkorn, M., Zimmermann, K. (2023). The Impact of High-Frequency Trading on Modern Securities Markets – An Analysis Based on a Technical Interruption. Business & Information Systems Engineering, 65 (1), 7-24. Link |
Bender, M., Clapham, B., Gomber, P., Koch, J.-A. (2021). To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling. Financial Analysts' Journal, 77 (3), 69-92. Link |
Clapham, B., Siering, M., Gomber, P. (2021). Popular News Are Relevant News! How Investor Attention Affects Algorithmic Decision-Making and Decision Support in Financial Markets. Information Systems Frontiers, 23 (2), 477–494. Link |
Gomber, P., Clapham, B., Lausen, J., Panz, S. (2021). Liquidity Provider Incentives in Fragmented Securities Markets. Journal of Empirical Finance, 60, 16-38. Link |
Clapham, B., Haferkorn, M., Zimmermann, K. (2020). Does Speed Matter? The Role of High-Frequency Trading for Order Book Resiliency. Journal of Financial Research, 43 (4), 933-964. Link |
Lausen, J., Clapham, B., Siering, M., Gomber, P. (2020). Who Is the Next "Wolf of Wall Street"? Detection of Financial Intermediary Misconduct. Journal of the Association for Information Systems, 21 (5), Article 7. Link |
Siering, M., Clapham, B., Engel, O., Gomber, P. (2017). A Taxonomy of Financial Market Manipulations: Establishing Trust and Market Integrity in the Financialized Economy Through Automated Fraud Detection. Journal of Information Technology, 32 (3), 251-269. Link |
Clapham, B., Zimmermann, K. (2016). Price discovery and convergence in fragmented securities markets. International Journal of Managerial Finance, 12 (4), 381-407. Link |
Monographien
Clapham, B. (2019). Integrity and Efficiency of Electronic Securities Markets - Fraud Detection, Safeguards, and the role of High-Frequency Trading., Frankfurt, Deutschland. |
Buchkapitel
Clapham, B., Gomber, P. (2022). Die Börse im Zeitalter der Digitalisierung. In Floto-Degener, H., Rudolph, B. (Eds.), 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). Franz Steiner. |
Groß, G., Gomber, P., Lausen, J., Clapham, B. (2018). Regulatory Reporting Solutions: (Mehr-)Wert aus regulatorischen Verpflichtungen schaffen. In Eisenhofer, A. & Brooimans, K. (Eds.), Handbuch Finanzinformationen: Der digitale Wandel und die naechste Generation von Finanzinformationssystemen (pp. 227-248). Finanzbuch Verlag. Link |
Beiträge in Tagungsbänden (Proceedings)
Clapham, B., Jakobs, J., Schmidt, J., Gomber, P., Muntermann, J. (2023). A Taxonomy of Violations in Digital Asset Markets. Proceedings of the International Conference on Information Systems (ICIS), Indien. Link |
Clapham, B., Lausen, J. (2023). Give Them a Second Chance? Prediction of Recurrent Financial Intermediary Misconduct. Lecture Notes in Business Information Processing. |
Clapham, B., Koch, J.-A. (2020). Enterprise Applications, Markets and Services in the Finance Industry - Proceedings of the 10th International FinanceCom Workshop. Lecture Notes in Business Information Processing, Helsinki, Finnland. Link |
Gomber, P., Clapham, B., Lausen, J., Panz, S. (2019). The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity in Electronic Trading. Lecture Notes in Business Information Processing, Manchester, Großbritannien. Link |
Angewandte Forschung
Clapham, B., Bender, M., Lausen, J., Gomber, P. (2023). Regulatory Impact Analysis in Case of Unstructured Data. efl insights, pp. 6-8. Link |
Clapham, B., Siering, M., Gomber, P. (2020). Investor Attention and Algorithmic Decision Making in Financial Markets., pp. 6-8. |
Gomber, P., Clapham, B., Panz, S. (2018). Management of Market Price Risks: Regulation and Coordination of Volatility Interruptions in Europe. FIRM Yearbook, pp. 167-168. |
Gomber, P., Clapham, B., Lausen, J., Panz, S. (2018). The Impact of MiFID II/MiFIR on European Market Structure: A Survey among Market Experts. The Journal of Trading, 13 (2), 35-46. Link |
Clapham, B., Gomber, P., Lausen, J., Panz, S. (2018). Enhancing Market Liquidity through Liquidity Provider Incentives. EFL Quarterly, 2018 (1), 6-8. |
Gomber, P., Clapham, B., Haferkorn, M., Panz, S., Jentsch, P. (2017). Ensuring Market Integrity and Stability - Circuit Breakers on International Trading Venues. The Journal of Trading, 12 (1), 42-54. Link |
Clapham, B., Haferkorn, M., Zimmermann, K. (2015). The Role of High-Frequency Trading for Order Book Resiliency. EFL Quarterly, 2015 (4), 4-5. |
Aktuelle Position
Seit 2019: Postdoktorand, Professur für Betriebswirtschaftslehre, insbesondere e-Finance (Prof. Dr. Peter Gomber) (Goethe-Universität, Frankfurt, Deutschland) |
Frühere Position
2015 - 2019: Wissenschaftlicher Mitarbeiter, Professur für Betriebswirtschaftslehre, insbesondere e-Finance (Prof. Dr. Peter Gomber) (Goethe-Universität, Frankfurt, Deutschland) |
Auszeichnungen/Stipendien
2021: AIS Best Information Systems Publications Award (Association for Information Systems, Atlanta, Vereinigte Staaten von Amerika) |
2020: FIRM-Forschungspreis für die Dissertation „Integrity and Efficiency of Electronic Securities Markets: Fraud Detection, Safeguards, and the Role of High-Frequency Trading“ (Frankfurter Institut für Risikomanagement und Regulierung, Frankfurt, Deutschland) |
2020: Best Paper Award für den Beitrag „Who Is the Next 'Wolf of Wall Street'? Detection of Financial Intermediary Misconduct“ (Journal of the Association for Information Systems) |
2017: Plato MI3 Best Paper Award (Centre for Economic Policy Research, London, Großbritannien) |
2015: Maravon Markets Award für die Masterarbeit „Price Discovery in Fragmented Markets - An Event Study Based on Trading Data from Deutsche Börse and BATS Chi-X Europe“ (Maravon GmbH, Frankfurt, Deutschland) |
2013: QuestBack-Wissenschaftspreis 2013 für die Bachelorarbeit „Unternehmensbewertung von Facebook“ (Duale Hochschule Baden-Württemberg, Stuttgart, Deutschland) |
SoSe 2023
Microstructure of Financial Markets |
WiSe 2022 / 2023
Microstructure of Financial Markets |