publications

Articles

M.Sc. Benjamin Clapham

Organizations:

  • Professur für Betriebswirtschaftslehre, insbesondere e-Finance

Projects:

  • E-Finance Lab - Layer 2

Telephone: +49 69 798 33870

E-Mail: Send email

Homepage: http://www.efinance.wiwi.uni-frankfurt.de/team/mitarbeiter/benjamin-clapham.html#c34773

Publications | Presentations

Publications:

2018

Gomber, P.; Clapham, B.; Panz, S. (2018)

Management of Market Price Risks: Regulation and Coordination of Volatility Interruptions in Europe

In: FIRM Yearbook 2018, pp. 167-168; Association for Risk Management and Regulation, Frankfurt

Category: Miscellaneous [Find it]

Reference No.: 2018-190

Groß, G.; Gomber, P.; Lausen, J.; Clapham, B. (2018)

Regulatory Reporting Solutions: (Mehr-)Wert aus regulatorischen Verpflichtungen schaffen

In: Handbuch Finanzinformationen: Der digitale Wandel und die naechste Generation von Finanzinformationssystemen, pp. 227-248, Eds.: A. Eisenhofer and K. Brooimans; FinanzBuch Verlag, Munich

Category: Chapter in book [Find it]

Reference No.: 2018-189

Gomber, P.; Clapham, B.; Lausen, J.; Panz, S. (2018)

The Impact of MiFID II/MiFIR on European Market Structure: A Survey among Market Experts

In: The Journal of Trading, Vol. 13, No. 2, pp. 35-46

Category: Publications in journals [Find it]

Abstract

Reference No.: 2018-186

Gomber, P.; Clapham, B.; Lausen, J.; Panz, S. (2018)

The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity

In: Working Paper; presented at the 35th Annual Conference of the French Finance Association (AFFI 2018); Paris, France

Category: Working papers [Find it]

Abstract

Reference No.: 2018-185

Clapham, B.; Gomber, P.; Lausen, J.; Panz, S. (2018)

Enhancing Market Liquidity through Liquidity Provider Incentives

In: EFL Quarterly, 1/2018; Frankfurt am Main

Category: Miscellaneous [Find it]

Reference No.: 2018-5

2017

Clapham, B.; Gomber, P.; Lausen, J.; Panz, S. (2017)

Liquidity Provider Incentives in Fragmented Securities Markets

In: Working Paper; presented at the 24th Annual Meeting of the German Finance Association (DGF 2017), the 5th Paris Financial Management Conference (PFMC 2017), and the 21st Annual Conference of the Swiss Society for Financial Market Research (SGF 2018)

Category: Working papers [Find it]

Abstract

Reference No.: 2017-149

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

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

In: Working Paper; presented at the CEPR-Imperial-Plato Inaugural Market Innovator (MI3) Conference; London, UK, the 24th Annual Meeting of the German Finance Association (DGF 2017); Ulm, Germany and the SFA 2017; Key West, Florida, United States

Category: Working papers [Find it]

Abstract

Reference No.: 2017-134

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

Managing Excess Volatility: Design and Effectiveness of Circuit Breakers

In: Working Paper; presented at the 34th International Conference of the French Finance Association (AFFI 2017); Valence, France and the Southern Finance Association 2017 Annual Meetings (SFA 2017); Key West, Florida, United States

Category: Working papers [Find it]

Abstract

Reference No.: 2017-117

Siering, M.; Clapham, B.; Engel, O.; Gomber, P. (2017)

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

In: Journal of Information Technology, Vol. 32, No. 3, pp. 251-269

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2017-96

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.; Panz, S. (2016)

Response to the ESMA Consultation Paper Regarding Guidelines on the Calibration, Publication and Reporting of Trading Halts

In: ESMA Consultation on Guidelines on the Calibration, Publication and Reporting of Trading Halts

Category: Miscellaneous [Find it]

Reference No.: 2016-121

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

Clapham, B.; Zimmermann, K. (2016)

Price Discovery and Convergence in Fragmented Securities Markets

In: International Journal of Managerial Finance, Vol. 12, No. 4, pp. 381-407

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2016-40

2015

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: Working Paper; presented at the 13th Paris December Finance Meeting (2015); Paris, France and the 20th Annual Conference of the Swiss Society for Financial Market Research (SGF 2017); Zurich, Switzerland

Category: Working papers [Find it]

Abstract

Reference No.: 2015-79

Presentations:

2018

06. April

Clapham, B.

Discussant: Coming Early to the Party

In: 21st Annual Conference of the Swiss Society for Financial Market Research (SGF 2018); Zurich, Switzerland

06. April

Clapham, B.

Liquidity Provider Incentives in Fragmented Securities Markets

In: 21st Annual Conference of the Swiss Society for Financial Market Research (SGF 2018); Zurich, Switzerland

2017

17. November

Clapham, B.

Discussant: Making Cents of Tick Sizes: An Investigation of the 2016 U.S. SEC Tick Size Pilot

In: Southern Finance Association 2017 Annual Meetings (SFA 2017); Key West, Florida, United States

17. November

Clapham, B.

Managing Excess Volatility: Design and Effectiveness of Circuit Breakers

In: Southern Finance Association 2017 Annual Meetings (SFA 2017); Key West, Florida, United States

31. May

Clapham, B.

Discussant: Risk Aversion, Order Placement Strategies and Price Formation in a Dynamic Limit Order Book: The Perspective of European Carbon Markets

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

31. May

Clapham, B.

Managing Excess Volatility: Design and Effectiveness of Circuit Breakers

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

31. March

Clapham, B.

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

31. March

Clapham, B.

Discussant: Insider Trading and Sentiment Trading

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

2016

09. December

Clapham, B.

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

In: 3rd SAFE & E-Finance Lab Market Microstructure Workshop; Frankfurt am Main

21. March

Clapham, B.; Gomber, P.

Sentiment Impact on Financial Markets: The Role of News Popularity

In: DZ BANK AG Workshop; Frankfurt am Main

02. February

Clapham, B.

High-Frequency Trading and Order Book Resiliency

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

2015

17. December

Clapham, B.

Discussant: Fast and Slow Informed Trading

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

17. December

Clapham, B.

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

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

02. June

Clapham, B.

Follow my Lead? Price Discovery and Convergence in Fragmented Securities Markets

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

02. June

Clapham, B.

Discussant: Transparency Regime Initiatives and Liquidity in the CDS Market

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