team

E-Finance Lab Team

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:

2017

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

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

Category: Proceedings [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: 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

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 (forthcoming)

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

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: 13th Paris December Finance Meeting; Paris, France

Category: Proceedings [Find it]

Abstract

Reference No.: 2015-79

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

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

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

Category: Proceedings [Find it]

Reference No.: 2015-18

Presentations:

2017

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