publications

Articles

Dipl.-Wirt.-Inf. Martin Haferkorn

Organizations:

  • E-Finance Lab

Projects:

  • E-Finance Lab - Layer 2

Telephone: +49 69 798 33872

E-Mail: Send email

Homepage: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=1685487

Publications | Presentations

Publications:

2017

Haferkorn, M. (2017)

High-Frequency Trading and its Role in Fragmented Markets

In: Journal of Information Technology (forthcoming)

Category: Publications in scientific journals

Reference No.: 2017-141

Clapham, B.; Gomber, P.; Haferkorn, M.; Panz, S. (2017)

Managing Excess Volatility: Design and Effectiveness of Circuit Breakers

In: 34th International Conference of the French Finance Association (AFFI 2017); Valence, France

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-117

Clapham, B.; Haferkorn, M.; Zimmermann, K. (2017)

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

In: 20th Annual Conference of the Swiss Society for Financial Market Research (SGF 2017); Zurich, Switzerland

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-106

Gomber, P.; Clapham, B.; Haferkorn, M.; Panz, S.; Jentsch, P. (2017)

Ensuring Market Integrity and Stability - Circuit Breakers on International Trading Venues

In: The Journal of Trading, Vol. 12, No. 1, pp. 42-54

Category: Publications in journals [Find it]

Abstract

Reference No.: 2017-95

2016

Gomber, P.; Clapham, B.; Haferkorn, M.; Panz, S.; Jentsch, P. (2016)

Circuit Breakers - A Survey among International Trading Venues

In: WFE Research Studies & Reports

Category: Miscellaneous [Find it]

Abstract

Reference No.: 2016-86

Haferkorn, M.; Weber, M. (2016)

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

In: Proceedings of the 20th Pacific Asia Conference on Information Systems (PACIS 2016, nominated for Best Paper Award); Chiayi, Taiwan

Category: Proceedings [Find it]

Reference No.: 2016-64

Gomber, P.; Haferkorn, M.; Zimmermann, K. (2016)

Securities Transaction Tax and Market Quality - The Case of France

In: European Financial Management, Vol. 22, No. 2, pp. 313-337

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2016-33

2015

Haferkorn, M.; Diaz, J. (2015)

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

In: Lecture Notes in Business Information Processing (LNBIP), 217, Ed.: A. Lugmayr, pp. 106-120; Springer International Publishing, Switzerland

Category: Publications in scientific journals [Find it]

Reference No.: 2015-103

Haferkorn, M.; Siering, M.; Zimmermann, K. (2015)

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

In: Lecture Notes in Business Information Processing (LNBIP), 217, Ed.: A. Lugmayr, pp. 79-89; Springer International Publishing, Switzerland

Category: Publications in scientific journals [Find it]

Reference No.: 2015-102

Clapham, B.; Haferkorn, M.; Zimmermann, K. (2015)

The Role of High-Frequency Trading for Order Book Resiliency

In: EFL Quarterly, 4/2015; Frankfurt am Main

Category: Miscellaneous [Find it]

Reference No.: 2015-88

Clapham, B.; Haferkorn, M.; Zimmermann, K. (2015)

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

In: 13th Paris December Finance Meeting; Paris, France

Category: Proceedings [Find it]

Abstract

Reference No.: 2015-79

Haferkorn, M. (2015)

High-Frequency Trading and its Role in Fragmented Markets

In: Proceedings of the 23rd European Conference on Information Systems (ECIS 2015); Muenster, Germany

Category: Proceedings [Find it]

Reference No.: 2015-28

Haferkorn, M.; Zimmermann, K. (2015)

The German High Frequency Trading Act

In: 32nd International Conference of the French Finance Association (AFFI 2015); Cergy, France

Category: Proceedings [Find it]

Reference No.: 2015-27

Haferkorn, M.; Zimmermann, K. (2015)

The German High Frequency Trading Act

In: 18th Annual Conference of the Swiss Society for Financial Market Research (SGF 2015); Zurich, Switzerland

Category: Proceedings [Find it]

Reference No.: 2015-14

2014

Haferkorn, M.; Siering, M.; Zimmermann, K. (2014)

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

In: Financecom 2014; Sydney; Australia

Category: Proceedings

Reference No.: 2014-2175

Haferkorn, M.; Diaz, J. (2014)

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

In: Financecom 2014; Sydney; Australia

Category: Proceedings [Find it]

Reference No.: 2014-2174

Siering, M.; Zimmermann, K.; Haferkorn, M. (2014)

Read This! How to Boost the Interest towards Research Articles - A Study on SSRN Research Impact

In: Proceedings of the International Conference on Information Systems (ICIS 2014); Auckland, New Zealand

Category: Proceedings

Reference No.: 2014-2152

Glaser, F.; Zimmermann, K.; Haferkorn, M.; Weber, M.; Siering, M. (2014)

Bitcoin – Asset or Currency? Revealing Users’ Hidden Intentions

In: EFL Quarterly, 3/2014; Frankfurt am Main

Category: Publications in journals

Reference No.: 2014-2138

Glaser, F.; Zimmermann, K.; Haferkorn, M.; Weber, M.; Siering, M. (2014)

Bitcoin - Asset or Currency? Revealing Users' Hidden Intentions

In: Proceedings of the 22nd European Conference on Information Systems (ECIS 2014); Tel Aviv, Israel

Category: Proceedings [Find it]

Reference No.: 2014-2116

Glaser, F.; Haferkorn, M.; Weber, M.; Zimmermann, K. (2014)

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

In: Banking and Information Technology, Volume 15, Issue 1

Category: Publications in journals

Reference No.: 2014-2113

Gomber, P.; Haferkorn, M.; Zimmermann, K. (2014)

Securities Transaction Tax and Market Quality: The Case of France

In: Social Science Research Conference (Best Paper Award); Dubai, UAE

Category: Proceedings

Reference No.: 2014-2109

Gomber, P.; Haferkorn, M.; Zimmermann, K. (2014)

Securities Transaction Tax in France: Impact on Market Quality and Inter-Market Price Coordination

In: Policy Letter No. 11

Category: Miscellaneous [Find it]

Reference No.: 2014-2085

Glaser, F.; Haferkorn, M.; Weber, M.; Zimmermann, K. (2014)

How to price a digital currency? Empirical insights on the influence of media coverage on the Bitcoin bubble

In: Proceedings of the Multikonferenz Wirtschaftsinformatik (MKWI); Paderborn, Germany

Category: Proceedings

Reference No.: 2014-2084

Gomber, P.; Haferkorn, M. (2014)

Fachbeitrag: High Frequency Trading

In: The Encyclopedia of Information Science and Technology

Category: Miscellaneous

Reference No.: 2014-2083

2013

Haferkorn, M.; Zimmermann, K. (2013)

Assessing the Financial Transaction Tax in France

In: EFL Quarterly, 2/2013; Frankfurt am Main

Category: Miscellaneous [Find it]

Reference No.: 2013-2126

Haferkorn, M.; Zimmermann, K. (2013)

Securities Transaction Tax and Market Quality - The Case of France

In: SFA 2013 Annual Meeting; Fajardo, USA

Category: Proceedings

Reference No.: 2013-2095

Haferkorn, M.; Zimmermann, K. (2013)

Securities Transaction Tax and Market Quality - The Case of France

In: 40th EFA Annual Meeting; Cambridge; UK

Category: Proceedings [Find it]

Reference No.: 2013-2059

Haferkorn, M.; Zimmermann, K. (2013)

Securities Transaction Tax and Market Quality - The Case of France

In: EFMA 2013 Meetings; Reading, U.K.

Category: Proceedings [Find it]

Reference No.: 2013-2042

Gomber, P.; Haferkorn, M.; Lutat, M.; Zimmermann, K. (2013)

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

In: Lecture Notes in Business Information Processing (LNBIP), 135, Eds.: F. A. Rabhi & P. Gomber, pp. 71-87; Springer, Berlin

Category: Publications in journals

Reference No.: 2013-2033

Haferkorn, M. (2013)

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

In: Lecture Notes in Business Information Processing (LNBIP), 135, Eds.: F. A. Rabhi & P. Gomber, pp. 61-70; Springer, Berlin

Category: Publications in journals

Reference No.: 2013-2032

Gomber, P.; Haferkorn, M. (2013)

High-Frequency-Trading

In: WIRTSCHAFTSINFORMATIK, Vol. 55, Issue 2, pp. 99-102

Category: Publications in journals

Reference No.: 2013-2023

Haferkorn, M.; Zimmermann, K.; Siering, M. (2013)

The Impact of IT-Based Trading on Securities Markets

In: Proceedings of the Internationale Tagung Wirtschaftsinformatik 2013; Leipzig, Germany

Category: Proceedings [Find it]

Reference No.: 2013-2011

2012

Gomber, P.; Haferkorn, M. (2012)

Fachbeitrag: High Frequency Trading

In: Gabler Banklexikon

Category: Miscellaneous

Reference No.: 2012-2017

Gomber, P.; Haferkorn, M. (2012)

Fachbeitrag: multilaterales Handelssystem

In: Gabler Banklexikon

Category: Miscellaneous

Reference No.: 2012-2015

Gomber, P.; Haferkorn, M.; Lutat, M.; Zimmermann, K. (2012)

Single Stock Circuit Breakers - Issues in Fragmented Markets

In: Frontiers of Finance 2012; Warwick, U.K.

Category: Proceedings

Reference No.: 2012-1965

Haferkorn, M. (2012)

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

In: FinanceCom 2012; Barcelona, Spain

Category: Proceedings [Find it]

Reference No.: 2012-1942

Haferkorn, M.; Lutat, M.; Zimmermann, K. (2012)

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

In: FinanceCom 2012; Barcelona, Spain

Category: Proceedings

Reference No.: 2012-1939

Gomber, P.; Lutat, M.; Haferkorn, M.; Zimmermann, K. (2012)

Circuit Breakers in Fragmented Markets – An Assessment

In: 9th International Conference on Business and Finance; Hyderabad, India

Category: Proceedings [Find it]

Reference No.: 2012-1891

Gomber, P.; Lutat, M.; Haferkorn, M.; Zimmermann, K. (2012)

Circuit Breakers - Evidence on Trading Migration in Fragmented Markets

In: BIT - Banking and Information Technology

Category: Publications in scientific journals

Reference No.: 2012-1913

Presentations:

2015

08. June

Haferkorn, M.

Cryptocurrencies – Usage and User Intentions

In: House of Finance - E-Finance Lab Jour Fixe; Frankfurt am Main

02. June

Haferkorn, M.

The German High Frequency Trading Act

In: 32nd International Conference of the French Finance Association (AFFI 2015); Cergy, France

02. June

Haferkorn, M.

Discussant: Pricing Effects of Time-series Variation in Liquidity

In: 32nd International Conference of the French Finance Association (AFFI 2015); Cergy, France

27. May

Haferkorn, M.

High-Frequency Trading and its Role in Fragmented Markets

In: 23rd European Conference on Information Systems (ECIS 2015); Muenster, Germany

10. April

Haferkorn, M.

The German High Frequency Trading Act

In: 18th Annual Conference of the Swiss Society for Financial Market Research (SGF 2015); Zurich, Switzerland

10. April

Haferkorn, M.

Discussant: (In)Efficient Asset Trade and a Rationale for a Tobin Tax

In: 18th Annual Conference of the Swiss Society for Financial Market Research (SGF 2015); Zurich, Switzerland

2014

12. December

Haferkorn, M.; Diaz, J.

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

In: FinanceCom 2014; Sydney, Australia

03. December

Haferkorn, M.

Introduction to High Frequency Trading

In: Finanzethisches Forum; Frankfurt, Germany

2013

23. November

Haferkorn, M.

Discussant: Optimism Pattern of All-Star Analysts

In: SFA 2013 Annual Meeting; Fajardo, USA

23. November

Haferkorn, M.

Securities Transaction Tax and Market Quality - The Case of France

In: SFA 2013 Annual Meeting; Fajardo, USA

23. November

Haferkorn, M.

Discussant: Optimism Pattern of All-Star Analysts

In: SFA 2013 Annual Meeting; Fajardo, USA

27. February

Haferkorn, M.

The Impact of IT-Based Trading on Securities Markets

In: Internationale Tagung Wirtschaftsinformatik 2013; Leipzig, Germany

2012

14. September

Haferkorn, M.

Discussant: Order Characteristics, Uncertainty and Price Formation in the Foreign Exchange Market

In: Frontiers of Finance 2012; Warwick, U.K

14. September

Haferkorn, M.

Single Stock Circuit Breakers - Issues in Fragmented Markets

In: Frontiers of Finance 2012; Warwick, U.K.

10. June

Haferkorn, M.

Humans vs. Algorithms - Who Follows Newcomb-Benfords Law Better with Their Order Volume?

In: FinanceCom 2012; Barcelona, Spain

21. March

Haferkorn, M.

Felsen, Steine oder Sand

In: Multikonferenz Wirtschaftsinformatik (MKWI); Braunschweig