Peter Gomber

Goethe University Frankfurt Faculty of Economics and Business Administration

Chair of e-Finance

Grueneburgplatz 1

Frankfurt am Main, 60323

Germany

http://www.efinancelab.de/no_cache/team/?user_wiwipubs_pi2[showUid]=478

SCHOLARLY PAPERS

35

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CITATIONS
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31

Scholarly Papers (35)

1.

High-Frequency Trading

Number of pages: 86 Posted: 06 Jun 2011
Peter Gomber, Björn Arndt, Marco Lutat and Tim Uhle
Goethe University Frankfurt Faculty of Economics and Business Administration, Independent, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 6,871 (344)
Citation 9

Abstract:

high-frequency trading, electronic markets, algorithm trading

2.

Zooming in on Liquidity

EFA 2004 Maastricht Meetings Paper No. 1805
Number of pages: 36 Posted: 01 Jul 2004
Peter Gomber, Uwe Schweickert and Erik Theissen
Goethe University Frankfurt Faculty of Economics and Business Administration, Deutsche Börse AG and University of Mannheim - Finance Area
Downloads 624 (31,261)
Citation 13

Abstract:

Liquidity, intraday event study, resiliency

3.

MiFID - Spirit and Reality of a European Financial Markets Directive

Number of pages: 93 Posted: 06 Jun 2011
Peter Gomber and Axel Pierron
Goethe University Frankfurt Faculty of Economics and Business Administration and affiliation not provided to SSRN
Downloads 481 (35,088)
Citation 5

Abstract:

MiFID, financial regulation, OTC

Securities Transaction Tax and Market Quality – The Case of France

European Financial Management, Vol. 22, Issue 2, pp. 313-337, 2016
Number of pages: 25 Posted: 02 Mar 2016
Peter Gomber, 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 0
Citation 1
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Abstract:

financial transaction tax, liquidity, market efficiency, volatility

Competition Between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate

SAFE Working Paper No. 35, Forthcoming in the Journal of Economic Surveys
Number of pages: 32 Posted: 03 Dec 2013 Last Revised: 28 Aug 2016
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance, University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Mannheim - Finance Area
Downloads 308 (81,462)

Abstract:

Competition, Fragmentation, Market Structure, Liquidity, Price Discovery

Competition between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate

Journal of Economic Surveys, Vol. 31, Issue 3, pp. 792-814, 2017
Number of pages: 23 Posted: 12 Jun 2017
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance, University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Mannheim - Finance Area
Downloads 1 (583,631)
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Abstract:

Competition, Fragmentation, Liquidity, Market Structure, Price Discovery

6.

The Future of European Post-Trading: Consequences for Risk Management in View of the Financial Crisis

Goethe University - E-Finance Lab Discussion Paper No. 17/2010
Number of pages: 24 Posted: 03 Feb 2011 Last Revised: 07 Jun 2011
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Deutsche Börse Group
Downloads 106 (203,522)

Abstract:

Delphi Study, Post-Trading, Financial Crisis, Risk Management

7.

MiFID - Catalyst for a New Trading Landscape in Europe?

Number of pages: 24 Posted: 21 May 2008 Last Revised: 16 Mar 2011
Peter Gomber and Michael Chlistalla
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 67 (251,541)
Citation 1

Abstract:

MiFID, Securities Markets Regulation

Implementing MiFID by European Execution Venues - Between Threat and Opportunity

Journal of Trading, Vol. 3, No. 2, pp. 18-28, Spring 2008
Number of pages: 18 Posted: 29 May 2008 Last Revised: 16 Mar 2011
Peter Gomber and Michael Chlistalla
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 66 (294,608)
Citation 2

Abstract:

MiFID, Securities Markets Regulation

Implementing MIFID by European Execution Venues - Between Threat and Opportunity

Posted: 19 May 2008
Peter Gomber and Michael Chlistalla
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

MiFID, Securities Markets Regulation

9.

Off-Exchange Intermediation - Price Aggressiveness of Systematic Internalisers

Number of pages: 21 Posted: 06 Jul 2014
Peter Gomber and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 18 (361,687)

Abstract:

MiFID, Electronic markets, Intermediation, Systematic Internlisers

10.

Liquidity Provider Incentives in Fragmented Securities Markets

Number of pages: 34 Posted: 19 May 2017
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 0 (298,207)

Abstract:

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

11.

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
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

Abstract:

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

12.

Digital Finance and Fintech: Current Research and Future Research Directions

Journal of Business Economics, Forthcoming
Number of pages: 39 Posted: 08 Mar 2017 Last Revised: 15 Mar 2017
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 0 (83,500)

Abstract:

Digital Finance, FinTech, e-Finance, State of the Art, Literature Review, Future Research Opportunities

13.

Managing Excess Volatility: Design and Effectiveness of Circuit Breakers

Number of pages: 35 Posted: 03 Feb 2017
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 0 (275,447)

Abstract:

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

14.

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

Number of pages: 35 Posted: 27 Jan 2017
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 0 (273,325)

Abstract:

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

15.

Spoilt for Choice: Order Routing Decisions in Fragmented Equity Markets

SAFE Working Paper No. 143
Number of pages: 41 Posted: 17 Sep 2016 Last Revised: 22 Sep 2016
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance, University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Mannheim - Finance Area
Downloads 0 (223,283)

Abstract:

Dark Trading, Fragmentation, Anonymity, Immediacy

16.

Liquidity Dynamics in an Electronic Open Limit Order Book: An Event Study Approach

European Financial Management, Vol. 21, Issue 1, pp. 52-78, 2015
Number of pages: 27 Posted: 29 Jan 2015
Peter Gomber, Uwe Schweickert and Erik Theissen
Goethe University Frankfurt Faculty of Economics and Business Administration, Deutsche Börse AG and University of Mannheim - Finance Area
Downloads 0 (569,319)
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Abstract:

liquidity, limit order book, resiliency

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
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

Abstract:

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

18.

Circuit Breakers in Fragmented Markets – An Assessment

Posted: 03 May 2012
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

Abstract:

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

19.

Smart Order Routing Technology in the New European Equity Trading Landscape

Proceedings of the 9th IFIP Conference on e-Business, e-Services, and e-Society (I3E 2009)
Posted: 22 Sep 2009
Bartholomäus Ende, Peter Gomber and Marco Lutat
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

Abstract:

e-Finance, auction, economics of IS, empirical study, marketplaces

20.

Algorithmic Trading Engines Versus Human Traders – Do They Behave Different in Securities Markets?

Proceedings of the 17th European Conference on Information Systems (ECIS); Verona, Italy
Posted: 22 Sep 2009
Markus Gsell and Peter Gomber
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

electronic markets, algorithmic trading, order submission, securities trading

21.

The Economic Value of Smart Order Routing in European Equity Trading

Proceedings of the 5th International Finance Conference, Hammamet, Tunisia
Posted: 21 Sep 2009
Bartholomäus Ende, Peter Gomber and Marco Lutat
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

Abstract:

business value of IS / value of IS, e-finance, electronic markets, economics and information systems

22.

Xetra Best - Integration of Market Access Intermediaries - Requirements into Market Design

Electronic Markets - The International Journal of Electronic Commerce & Business Media, Vol. 14, Iss. 3, 2004
Posted: 16 Jun 2008
Peter Gomber and Kai Oliver Maurer
Goethe University Frankfurt Faculty of Economics and Business Administration and Deutsche Börse

Abstract:

market microstructure, intermediation,internalization, payment for order flow, Xetra BEST

23.

How Europe's Trading Reform is Taking Shape

International Financial Law Review, pp. 28-30, June 2005
Posted: 16 Jun 2008
Peter Gomber and Jochen Seitz
Goethe University Frankfurt Faculty of Economics and Business Administration and affiliation not provided to SSRN

Abstract:

Facing New Regulatory Frameworks in Securities Trading

Posted: 10 Jun 2008
Peter-Jan Engelen, Peter Gomber and Markus Gsell
Utrecht University - Utrecht University School of Economics, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

ATS, Securities Regulation, Functional Approach, Best Execution, MiFID

Facing New Regulatory Frameworks in Securities Trading

Competition and Regulation in Network Industries, Vol. 1, No. 4, pp. 487-496, December 2006
Posted: 12 Jun 2008
Peter-Jan Engelen, Peter Gomber and Markus Gsell
Utrecht University - Utrecht University School of Economics, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

ATS, Securities Regulation, Functional Approach, Best Execution, MiFID

Systematic Internalisers - The New Trading Animals in Europe

Posted: 10 Jun 2008
Peter Gomber and Roland Wittner
Goethe University Frankfurt Faculty of Economics and Business Administration and affiliation not provided to SSRN

Abstract:

Systematic Internalisers - The New Trading Animals in Europe

Journal of Trading, Vol. 1, No. 4, pp. 104-110, Autumn 2006
Posted: 12 Jun 2008 Last Revised: 07 Jun 2011
Peter Gomber and Roland Wittner
Goethe University Frankfurt Faculty of Economics and Business Administration and affiliation not provided to SSRN

Abstract:

MiFID, Internalization, Securities markets regulation

26.

A New Basic Law for Securities Trading in Europe

Posted: 09 Jun 2008 Last Revised: 21 Jul 2008
Peter Gomber and Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

MiFID, Securities markets regulation

Volume Discovery: Leveraging Liquidity in the Depth of an Order Driven Market

Posted: 09 Jun 2008
Peter Gomber, Miroslav Budimir and Uwe Schweickert
Goethe University Frankfurt Faculty of Economics and Business Administration, University of Giessen and Deutsche Börse AG

Abstract:

Volume Discovery: Leveraging Liquidity in the Depth of an Order Driven Market

Electronic Markets - The International Journal, Vol. 16, No. 2, pp. 101-111
Posted: 12 Jun 2008
Peter Gomber, Miroslav Budimir and Uwe Schweickert
Goethe University Frankfurt Faculty of Economics and Business Administration, University of Giessen and Deutsche Börse AG

Abstract:

Catching Up with Technology - The Impact of Regulatory Changes on ECNs/MTFs and the Trading Venue Landscape in Europe

Posted: 09 Jun 2008
Peter Gomber and Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

Catching Up with Technology - The Impact of Regulatory Changes on ECNs/MTFs and the Trading Venue Landscape in Europe

Competition and Regulation in Network Industries, Vol. 1, No. 4, pp. 535-557, December 2006
Posted: 12 Jun 2008 Last Revised: 16 Jun 2008
Peter Gomber and Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

Securities Markets, Algorithmic Trading, MiFiD, Regulation, MTF, ECN, ATS

Sports Betting as a New Asset Class - Current Market Organization and Options for Development

Posted: 21 May 2008
Peter Gomber, Peter Rohr and Uwe Schweickert
Goethe University Frankfurt Faculty of Economics and Business Administration, affiliation not provided to SSRN and Deutsche Börse AG

Abstract:

Sports Betting

Sports Betting as a New Asset Class - Current Market Organization and Options for Development

Financial Markets and Portfolio Management, No. 2, pp. 169-192, 2008
Posted: 12 Jun 2008
Peter Gomber, Peter Rohr and Uwe Schweickert
Goethe University Frankfurt Faculty of Economics and Business Administration, affiliation not provided to SSRN and Deutsche Börse AG

Abstract:

Sports Betting

30.

Flexible VWAP Executions in Electronic Trading

Posted: 21 May 2008
Peter Gomber, Marco Lutat and Adrian Wranik
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

Abstract:

Electronic trading, Crossing, VWAP

31.

The New Landscape - How MiFID Drives Changes Among European Execution Venues

Posted: 20 May 2008 Last Revised: 21 May 2008
Michael Chlistalla, Peter Gomber and Sven S. Groth
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

Abstract:

MiFID, Securities Markets Regulation, Internalisation

Applying Pricing Engineering for Electronic Financial Markets

e-Finance Lab Discussion Paper No. 1/2007
Posted: 19 May 2008
Peter Gomber and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

Applying Pricing Engineering for Electronic Financial Markets

Electronic Markets, Vol. 17, Iss. 4, pp. 298-308
Posted: 12 Jun 2008
Peter Gomber and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

33.

An Order-Channel Management Framework for Institutional Investors

Proceedings of the 8th Internationale Tagung Wirtschaftsinformatik (WI 2007), Vol. 2, pp. 705-722, 2007
Posted: 16 May 2008
Bartholomäus Ende, Peter Gomber and Adrian Wranik
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

Abstract:

order channel management, electronic trading, securities

34.

Pricing Engineering for Electronic Financial Markets

e-Finance Discussion Paper No. 13/2006
Posted: 15 May 2008
Peter Gomber and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Abstract:

35.

Capital Markets in the Gulf: International Access, Electronic Trading and Regulation

Posted: 15 May 2008
Peter Gomber, Marco Lutat and Steffen Schubert
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Dubai International Financial Centre

Abstract: