Niklas Trimpe

Niklas Trimpe absolvierte sein Bachelorstudium in Wirtschaftsinformatik im Rahmen eines dualen Studienprogramms in Kooperation mit der Deutschen Bahn. Nach seinem Bachelorabschluss wechselte er an die Goethe-Universität Frankfurt und schloss dort sein Masterstudium ebenfalls in Wirtschaftsinformatik ab. Während seines Studiums wurde Niklas Trimpe durch das Deutschlandstipendium gefördert und sammelte praxisrelevante Erfahrung im Inhouse-Consulting der DB Systel sowie bei der Unternehmensberatung d-fine im Bereich Applied AI.

Seit November 2023 ist Niklas Trimpe als Wissenschaftlicher Mitarbeiter an der Professur für e-Finance tätig.

Forschungsinteressen:

Marktmikrostruktur
Machine Learning in Finance
Algorithmischer Handel und Hochfrequenzhandel

Veröffentlichungen:

Working Papers

Ewald, Florian; Clapham, Benjamin; Trimpe, Niklas
Threshold Transparency and the Magnet Effect of Circuit Breakers: Evidence From a Natural Experiment
In: Working Paper, presented at the 31th Forecasting Financial Markets Conference, Milan, Italy, 2026 Annual Meeting of the Southern Finance Association (SFA); Palm Springs, California, USA, and the 32nd Annual Meeting of the German Finance Association, Duesseldorf, Germany
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Trimpe, Niklas; Clapham, Benjamin; Gomber, Peter; Schmidt, Julian
Market Making Without Adverse Selection: Evidence From Retail Savings Plans
In: Working Paper, presented at the European Financial Management Association 2026 Annual Meeting, Kristiansand, Norway, the Financial Management Association European Conference 2026, Braga, Portugal, the 32nd Annual Meeting of the German Finance Association, Duesseldorf, Germany, and the 31th Forecasting Financial Markets Conference, Milan, Italy
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Cestonaro, Tino; Trimpe, Niklas

Efficient or Not? Price Measures in Market Microstructure
In: Working Paper, presented at the 65th Annual Meeting of the Southern Finance Association, Orlando, USA, the 34th Annual Meeting of the European Financial Management Association, Athens, Greece, the Financial Management Association European Conference 2025, Limassol, Cyprus, the 41st International Conference of the French Finance Association, Dijon, France, and the 30th Forecasting Financial Markets Conference, Venice, Italy

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 65th Annual Meeting of the Southern Finance Association, Orlando, USA, the 2025 Annual Meeting of the Northern Finance Association, Calgary, Canada, the NYSE Microstructure Meets AI Conference 2024, New York, USA, and the 29th Forecasting Financial Markets Conference, Oxford, UK
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Miscellaneous

Trimpe, Niklas; Cestonaro, Tino
Efficient or Not? Price Measures in Market Microstructure
In: efl insights 02/2026
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Clapham, Benjamin; Ewald, Florian; Gomber, Peter; Trimpe, Niklas
Identification and Prediction of Unnecessary Volatility Interruptions
In: efl insights 02/2025; Frankfurt am Main 2025
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