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

9

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1,315

SSRN CITATIONS

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CROSSREF CITATIONS

8

Scholarly Papers (9)

1.

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 337 (91,618)
Citation 1

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

2.

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 330 (93,813)
Citation 1

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High-Frequency Trading, Liquidity, Resiliency, Market Quality

3.

Liquidity Provider Incentives in Fragmented Securities Markets

SAFE Working Paper No. 231
Number of pages: 48 Posted: 19 May 2017 Last Revised: 24 May 2019
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 219 (143,877)
Citation 4

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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 186 (167,462)
Citation 2

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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 152 (199,471)
Citation 1

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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 79 (316,990)

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7.

Is There a Magnet Effect of Rule-Based Circuit Breakers in Times of High-Frequency Trading?

Number of pages: 36 Posted: 04 Jun 2018 Last Revised: 11 Sep 2019
Benjamin Clapham
Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 10 (600,818)

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Circuit Breaker, Volatility Interruption, Magnet Effect, Gravitational Effect, High-Frequency Trading

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 (690,045)
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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

9.

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