publications

Articles

M.Sc. Sven Panz

Organizations:

  • Professur für Betriebswirtschaftslehre, insbesondere e-Finance
  • E-Finance Lab

Projects:

  • E-Finance Lab - Layer 2

Telephone: +49 69 798 33857

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

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

Panz, S. (2017)

Intra- and Inter-Market Spillover Effects during Extraordinary Market Conditions

In: Working Paper; presented at the 5th Paris Financial Management Conference (PFMC 2017); Paris, France and the 2018 Annual Meeting of the Financial Management Association; San Diego, California, United States

Category: Working papers

Reference No.: 2017-179

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

Escobar, M.; Mahlstedt, M.; Panz, S.; Zagst, R. (2017)

Vulnerable Exotic Derivatives

In: The Journal of Derivatives, Vol. 24, No. 3, pp. 84-102

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2017-103

Glaser, F.; Panz, S. (2017)

Cyclicality of Collateral Haircuts and Systemic Illiquidity

In: EFL Quarterly, 1/2017; Frankfurt am Main

Category: Miscellaneous [Find it]

Reference No.: 2017-98

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

Glaser, F.; Panz, S. (2016)

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

In: European Systemic Risk Board (ESRB) Working Paper Series, No 27 / October 2016; presented at DGF 2016; Bonn, Germany and FMA Europe 2017; Lisbon, Portugal

Category: Working papers [Find it]

Abstract

Reference No.: 2016-93

Panz, S.; Wolters, G. (2016)

Traditional Life Insurance Products are Under Pressure

In: Non-traditional Life Insurance Products with Guarantees, Eds.: T. Kalberer and K. Ravindran; Risk Books, London

Category: Chapter in book [Find it]

Reference No.: 2016-90

Escobar, M.; Panz, S. (2016)

A Note on the Impact of Parameter Uncertainty on Barrier Derivatives

In: Risks, Vol. 4, No. 4, 35

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2016-88

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

2015

Drasch, B.; Huber, J.; Panz, S.; Probst, F. (2015)

Detecting Online Firestorms in Social Media

In: Proceedings of the International Conference on Information Systems (ICIS 2015); Fort Worth, Texas, USA

Category: Proceedings [Find it]

Reference No.: 2015-106

Presentations:

2018

11. October

Panz, S.

Intra- and Inter-Market Spillover Effects During Extraordinary Market Conditions

In: 2018 Annual Meeting of the Financial Management Association; San Diego, California, United States

15. February

Panz, S.

Spillover Effects during Extraordinary Market Conditions

In: 4th SAFE Market Microstructure Workshop; Frankfurt am Main

05. February

Panz, S.

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

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

2017

20. December

Panz, S.

Disscussant: Spillovers, Integration and Causality in LME Non-Ferrous Metal Markets

In: 5th Paris Financial Management Conference (PFMC 2017); Paris, France

20. December

Panz, S.

Spillover Effects during Extraordinary Market Conditions

In: 5th Paris Financial Management Conference (PFMC 2017); Paris, France

17. November

Panz, S.

Discussant: Is Short Selling in OTC Stocks informative?

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

17. November

Panz, S.

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

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

07. October

Panz, S.

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

In: 24th Annual Meeting of the German Finance Association (DGF 2017); Ulm, Germany

29. June

Panz, S.

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

In: CEPR-Imperial-Plato Inaugural Market Innovator (MI3) Conference on the Evolving Market Structure in Europe and Beyond; London, UK

23. June

Panz, S.

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

In: 21st Annual European Conference of the Financial Management Association International (FMA Europe 2017); Lisbon, Portugal

23. June

Panz, S.

Discussant: Multi-Market Trading and Cross-Asset Integration

In: 21st Annual European Conference of the Financial Management Association International (FMA Europe 2017); Lisbon, Portugal

2016

30. September

Panz, S.

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

In: 23rd Annual Meeting of the German Finance Association (DGF 2016); Bonn, Germany