Benjamin Clapham

Goethe University Frankfurt Faculty of Economics and Business Administration

Research Assistant

Theodor-W.-Adorno-Platz 4

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

8

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1,183

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Scholarly Papers (8)

1.

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

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 08 May 2015 Last Revised: 15 May 2019
Benjamin Clapham, Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 307 (96,176)

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High-Frequency Trading, Liquidity, Resiliency, Market Quality

2.

The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity

Number of pages: 32 Posted: 08 Mar 2018
Peter Gomber, Benjamin Clapham, Jens Lausen 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 Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 284 (104,541)

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MiFID II/MiFIR, trading obligation, liquidity, trading volume

3.

Liquidity Provider Incentives in Fragmented Securities Markets

SAFE Working Paper No. 231
Number of pages: 40 Posted: 19 May 2017 Last Revised: 26 Sep 2018
Benjamin Clapham, Peter Gomber, Jens Lausen 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 Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 196 (151,315)

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Liquidity, Trading Volume, Market Fragmentation, Liquidity Provider Incentives, Transaction Costs

4.

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 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 Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 173 (169,391)

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

5.

Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets

SAFE Working Paper No. 196
Number of pages: 38 Posted: 27 Jan 2017 Last Revised: 06 Feb 2018
Benjamin Clapham, Peter Gomber and Sven Panz
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 148 (193,424)

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Circuit Breaker, Volatility Interruption, Market Fragmentation, High-Frequency Trading, Stock Market, Regulation, Liquidity

6.

Circuit Breakers – A Survey Among International Trading Venues

SAFE Working Paper No. 197
Number of pages: 45 Posted: 07 Mar 2018
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 Administration, Goethe University Frankfurt and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 73 (314,796)

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A Taxonomy of Financial Market Manipulations: Establishing Trust and Market Integrity in the Financialized Economy Through Automated Fraud Detection

Journal of Information Technology, Vol. 32, Issue 3, 2017
Number of pages: 19 Posted: 24 Apr 2018
Michael Siering, Benjamin Clapham, Oliver Engel and Peter Gomber
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Independent and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 2 (650,840)
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financial market manipulation, market surveillance, taxonomy, fraud detection, decision support

A Taxonomy of Financial Market Manipulations: Establishing Trust and Market Integrity in the Financialized Economy Through Automated Fraud Detection

Journal of Information Technology (2017), Vol. 32 Issue 3, pp. 251-269
Posted: 18 Mar 2017 Last Revised: 21 Sep 2017
Michael Siering, Benjamin Clapham, Oliver Engel and Peter Gomber
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Independent and Goethe University Frankfurt Faculty of Economics and Business Administration

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Financial Market Manipulation, Market Surveillance, Taxonomy, Fraud Detection, Decision Support

8.

Price Discovery and Convergence in Fragmented Securities Markets

International Journal of Managerial Finance (2016), Vol. 12 Issue 4, pp.381-407
Posted: 12 Jun 2015 Last Revised: 06 Aug 2016
Benjamin Clapham and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

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Securities Markets, Price Discovery, Fragmentation