Martin Haferkorn

European Securities and Markets Authority (ESMA)

201-203 Rue de Bercy

​Paris, 75012

France

Goethe University Frankfurt Faculty of Economics and Business Administration

Research Assistant

Theodor-W.-Adorno-Platz 4

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

18

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15,837

SSRN CITATIONS
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Top 17,615

in Total Papers Citations

35

CROSSREF CITATIONS

45

Scholarly Papers (18)

1.

Bitcoin - Asset or Currency? Revealing Users' Hidden Intentions

ECIS 2014 (Tel Aviv)
Number of pages: 14 Posted: 16 Apr 2014 Last Revised: 22 May 2015
Goethe University Frankfurt Faculty of Economics and Business AdministrationKarlsruhe Institute of Technology, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 12,107 (763)
Citation 18

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Bitcoin, Decision Making in Electronic Markets, Digital Currency, Investor Behavior, Virtual Currency

2.

Securities Transaction Tax and Market Quality – The Case of France

EFMA 2013 Meetings (Reading), 40th EFA Annual Meeting (Cambridge) , SFA Meetings 2013, (Fajardo)
Number of pages: 39 Posted: 25 Apr 2013 Last Revised: 24 Nov 2013
Martin Haferkorn, Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 558 (93,678)

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Securities Transaction Tax, Financial Transaction Tax, Financial Markets Regulation, Europe, France, Liquidity, Volatility, Trading Volume, Market Efficiency

3.

The German High-Frequency Trading Act: Implications for Market Quality

Number of pages: 34 Posted: 27 Oct 2014 Last Revised: 06 May 2015
Martin Haferkorn, Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 543 (96,928)
Citation 5

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Germany, High Frequency Trading, High Frequency Trading Act,Hochfrequenzhandelsgesetz, Liquidity, Securities Markets, Market Quality, Regulation

4.

Does Speed Matter? The Role of High-Frequency Trading for Order Book Resiliency

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 08 May 2015 Last Revised: 18 Mar 2022
Benjamin Clapham, Martin Haferkorn, Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 490 (109,914)
Citation 3

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High-Frequency Trading, Liquidity, Resiliency, Market Quality

5.

Self-Presentation in Online Dating – An Analysis of Behavioural Diversity

Proceedings of the 20th Pacific Asia Conference on Information Systems (PACIS 2016, nominated for Best Paper Award)
Number of pages: 16 Posted: 12 Oct 2016
Martin Haferkorn, Martin Haferkorn and Moritz Christian Weber
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 370 (152,088)

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Impression Management, Online Dating, Sexual Orientation, Dating Platform

6.

High-Frequency Trading and Its Role in Fragmented Markets

Proceedings of the 23rd European Conference on Information Systems (ECIS 2015), Münster, 2015
Number of pages: 18 Posted: 29 Apr 2015 Last Revised: 08 Apr 2016
Martin Haferkorn and Martin Haferkorn
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA)
Downloads 324 (175,590)
Citation 1

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German High-Frequency Trading Act, Fragmentation, High-Frequency Trading, Market Efficiency, Securities Trading

7.

Leverage and derivatives -the case of Archegos

Number of pages: 11 Posted: 08 Aug 2022
Antoine Bouveret, Martin Haferkorn and Martin Haferkorn
European Securities and Markets Authority and Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA)
Downloads 300 (190,465)
Citation 2

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Leverage; hedge fund; derivatives

8.

Managing Excess Volatility: Design and Effectiveness of Circuit Breakers

SAFE Working Paper No. 195
Number of pages: 38 Posted: 03 Feb 2017 Last Revised: 06 Feb 2018
Benjamin Clapham, Peter Gomber, Martin Haferkorn, Martin Haferkorn and Sven Panz
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 287 (199,391)
Citation 3

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Circuit Breaker, Volatility Interruption, Volatility, Liquidity, Market Design

9.

Circuit Breakers – A Survey Among International Trading Venues

SAFE Working Paper No. 197
Number of pages: 45 Posted: 07 Mar 2018
Benjamin Clapham, Peter Gomber, Martin Haferkorn, Martin Haferkorn, Paul Jentsch and Sven Panz
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Goethe University Frankfurt and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 221 (257,897)
Citation 3

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10.

Seasonality and Interconnectivity within Cryptocurrencies - An Analysis on the Basis of Bitcoin, Litecoin and Namecoin

FinanceCom 2014, LNBIP 217, pp. 106-120, 2015
Number of pages: 15 Posted: 12 Jan 2015 Last Revised: 17 Jun 2018
Martin Haferkorn, Martin Haferkorn and Josue Manuel Quintana Diaz
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe-University Frankfurt am Main - Faculty of Economics and Business Administration
Downloads 180 (310,727)
Citation 2

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Bitcoin, Cryptocurrencies, Decentralized Transactions, Digital Currency, Litecoin, Namecoin, Payment Behavior, Virtual Money

11.

The Impact of IT-Based Trading on Securities Markets

WI2013 - 11th International Conference on Wirtschaftsinformatik
Number of pages: 15 Posted: 08 Jan 2013 Last Revised: 08 Mar 2013
Martin Haferkorn, Martin Haferkorn, Kai Zimmermann and Michael Siering
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 145 (373,140)
Citation 1

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Algorithmic Trading, High-Frequency Trading, Securities Trading, Order-To-Trade-Ratio, Value of IT

12.
Downloads 112 (454,600)
Citation 1

Flash Crashes on Sovereign Bond Markets - EU Evidence

ESMA Working Paper, No. 1, 2022
Number of pages: 40 Posted: 27 Apr 2022
Antoine Bouveret, Martin Haferkorn, Martin Haferkorn, Gaetano Marseglia and Onofrio Panzarino
European Securities and Markets Authority, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Bank of Italy and Bank of Italy
Downloads 78 (582,249)

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Market liquidity, flash crash, sovereign bonds

Flash Crashes on Sovereign Bond Markets – EU Evidence

Bank of Italy Markets, Infrastructures, Payment Systems Working Paper No. 20
Number of pages: 47 Posted: 20 Mar 2023
Onofrio Panzarino, Gaetano Marseglia, Antoine Bouveret, Martin Haferkorn and Martin Haferkorn
Bank of Italy, Bank of Italy, European Securities and Markets Authority and Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA)
Downloads 34 (856,443)

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Market liquidity, flash crash, sovereign bonds

13.

Equity Funds and Derivatives: Evidence from Linked Fund-Trade Data

ESMA Working Paper, No. 2, 2021
Number of pages: 51 Posted: 18 Feb 2021
Daniel Bias, Claudia Guagliano, Martin Haferkorn, Martin Haferkorn, Michael Haimann and Christoph Kaserer
Owen Graduate School of Management at Vanderbilt University, European Securities and Markets Authority (ESMA), Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Technische Universität München (TUM) and Technische Universität München (TUM)
Downloads 112 (454,600)

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UCITS funds, derivatives trading, fund families, flows, risks

14.

Strategic Competitive Advantages through Enterprise Systems: The Case of Exchange Systems

Number of pages: 12 Posted: 16 Aug 2019
Martin Haferkorn, Martin Haferkorn, Michael Siering and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 45 (751,310)

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Strategic IT Advantage, Enterprise Systems, Exchange Systems, Execution Speed

15.

Humans vs. Algorithms – Who Follows Newcomb-Benford’s Law Better with Their Order Volume?

Lecture Notes in Business Information Processing, 136, pp. 61-70
Number of pages: 14 Posted: 03 May 2012 Last Revised: 17 Jun 2018
Martin Haferkorn and Martin Haferkorn
Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA)
Downloads 43 (765,277)

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algorithmic trading, electronic trading, financial markets, Newcomb-Benford’s Law

16.

How to Price a Digital Currency? Empirical Insights on the Influence of Media Coverage on the Bitcoin Bubble

MKWI 2014 (Paderborn) & Banking and Information Technology, Vol.15, No. 1, 2014
Posted: 29 Apr 2014 Last Revised: 21 May 2015
Florian Glaser, Florian Glaser, Martin Haferkorn, Martin Haferkorn, Moritz Christian Weber and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business AdministrationKarlsruhe Institute of Technology, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

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Bitcoin, Digital Currency, Investor Behavior, Media Coverage, Virtual Currency

17.

The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets

Lecture Notes in Business Information Processing, 136, pp. 71-87
Posted: 23 Feb 2013
Peter Gomber, Martin Haferkorn, Martin Haferkorn, Marco Lutat and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

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Circuit Breaker, Electronic Trading, Exchanges, Market Coordination, Market Fragmentation

18.

Circuit Breakers in Fragmented Markets – An Assessment

Posted: 03 May 2012
Peter Gomber, Marco Lutat, Martin Haferkorn, Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

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Circuit Breaker, Electronic Trading, Exchanges, Market Coordination, Market Fragmentation