team

E-Finance Lab Team

Dr. Sven Groth

Organizations:

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

Projects:

  • E-Finance Lab - Layer 2

Homepage: http://efinance.wiwi.uni-frankfurt.de/index.php?id=307

Publications | Presentations

Publications:

2015

Groth, S.; Siering, M.; Gomber, P. (2015)

Forecasting News-Related Liquidity Shocks: Extracting Signals from Unstructured Data

In: EFL Quarterly, 1/2015; Frankfurt am Main

Category: Miscellaneous [Find it]

Reference No.: 2015-107

2014

Groth, S.; Siering, M.; Gomber, P. (2014)

How to Enable Automated Trading Engines to Cope with News-Related Liquidity Shocks? Extracting Signals from Unstructured Data

In: Decision Support Systems, Vol. 62, pp. 32-42

Category: Publications in scientific journals

Reference No.: 2014-2112

2012

Groth, S. (2012)

Automation in Securities Trading: Text Mining and Algorithmic Trading

Category: Dissertation thesis

Reference No.: 2012-1980

2011

Groth, S. (2011)

Does Algorithmic Trading Increase Volatility? Empirical Evidence from the Fully-Electronic Trading Platform Xetra

In: Proceedings of the 10th Internationale Tagung Wirtschaftsinformatik (WI 2011); Zurich, Switzerland

Category: Proceedings

Reference No.: 2011-1761

Groth, S.; Muntermann, J. (2011)

An Intraday Risk Management Approach Based on Textual Analysis

In: Decision Support Systems 50, pp. 680-691

Category: Publications in scientific journals

Reference No.: 2011-1751

2010

Groth, S. (2010)

Who to Blame for Volatile Markets? Computers vs. Humans

In: 23rd Australasian Banking & Finance Conference, Sydney, Australia

Category: Proceedings

Reference No.: 2010-1774

Groth, S.; Meyer, A.; Muntermann, J. (2010)

IT-gestützte Automatisierung in der Fondsadministration

In: Zeitschrift für das gesamte Kreditwesen, Ausgabe Technik 3-2010, pp. 20-23

Category: Publications in journals

Reference No.: 2010-1750

Groth, S. (2010)

Enhancing Automated Trading Engines to Cope With News-Related Liquidity Shocks

In: (forthcoming) Proceedings of the 18th European Conference on Information Systems; Pretoria, South Africa

Category: Proceedings

Reference No.: 2010-1561

Groth, S.; Muntermann, J. (2010)

Discovering Intraday Market Risk Exposures in Unstructured Data Sources: The Case of Corporate Disclosures

In: Proceedings of the 43rd Hawaii International Conference on System Sciences (HICSS); Kauai, HI, USA

Category: Proceedings

Reference No.: 2010-5

2009

Groth, S. (2009)

Further Evidence on "Technology and Liquidity Provision: The Blurring of Traditional Definitions"

In: EFA Doctoral Tutorial 2009; Bergen, Norway

Category: Proceedings

Reference No.: 2009-1410

Groth, S. (2009)

Algorithmic Trading Engines & Liquidity Contribution – The Blurring of "Traditional" Definitions

In: Software Services for e-Business and e-Society, 9th IFIP WG 6.1 Conference, I3E 2009; Proceedings, pp. 210-224, Springer, Boston

Category: Book

Reference No.: 2009-1409

Gomber, P.; Groth, S.; Gsell, M. (2009)

Algorithmischer Handel auf Finanzmärkten - Handels- und Orderabgabeverhalten von Computern versus menschlichen Händlern

In: Zeitschrift für das gesamte Kreditwesen, Ausgabe Technik 2-2009, pp. 11-14; Frankfurt

Category: Publications in scientific journals

Reference No.: 2009-1305

Groth, S.; Muntermann, J. (2009)

Supporting Investment Management Processes with Machine Learning Techniques

In: Proceedings of the 9th Internationale Tagung Wirtschaftsinformatik, vol. 2, pp. 275-284; Vienna, Austria

Category: Proceedings

Reference No.: 2009-1049

2008

Groth, S. (2008)

Best Execution in Funds Trading – The German Case

In: XVI Finance Forum; Barcelona, Spain

Category: Working papers

Reference No.: 2008-1208

Groth, S. (2008)

Yet Another Distribution Channel? Best Execution in Funds Trading

In: International Workshop on New Financial Intermediation; Nice, France

Category: Working papers

Reference No.: 2008-1207

Groth, S. (2008)

Yet Another Distribution Channel? Best Execution in Funds Trading

In: 11th Symposium on Finance, Banking and Insurance; Karlsruhe

Category: Proceedings

Reference No.: 2008-1197

Groth, S.; Muntermann, J. (2008)

A Text Mining Approach to Support Intraday Financial Decision-Making

In: Proceedings of the Fourteenth Americas Conference on Information Systems (AMCIS); Toronto, Canada

Category: Proceedings [Find it]

Reference No.: 2008-1002

Gomber, P.; Chlistalla, M.; Groth, S. (2008)

Neue Börsenlandschaft in Europa? Die Umsetzung der MiFID aus Sicht europäischer Marktplatzbetreiber

In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB), 1/2008, pp. 2-11; Köln

Category: Publications in scientific journals

Reference No.: 2008-928

2007

Chlistalla, M.; Gomber, P.; Groth, S. (2007)

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

In: Journal of Trading, Fall 2007, Volume 2, Number 4, pp. 69-79

Category: Publications in scientific journals

Reference No.: 2007-829

2006

Gomber, P.; Groth, S. (2006)

Algorithmic Trading - Trends and Impact on the Exchange Industry

In: Focus no. 166, December 2006, World Federation of Exchanges, pp. 48-52; Paris, 2006

Category: Other publications

Reference No.: 2006-510

Presentations:

2010

09. June

Groth, S.

Enhancing Automated Trading Engines to Cope With News-Related Liquidity Shocks

In: Proceedings of the 18th European Conference on Information System (ECIS 2010); Pretoria, South Africa

18. January

Gomber, P.; Groth, S.; Gsell, M.; Muntermann, J.

Workshop Lehrstuhl für Informations- und Technologiemanagement Universität des Saarlandes

In: Universität des Saarlandes; Saarbrücken

08. January

Groth, S.

Discovering Intraday Market Risk Exposures in Unstructured Data Sources: The Case of Corporate Disclosures

In: 43rd Hawaii International Conference on System Sciences (HICSS); Kauai, HI, USA

2009

24. September

Groth, S.

Algorithmic Trading Engines & Liquidity Contribution – The Blurring of "Traditional" Definitions

In: 9th IFIP Conference on e-Business, e-Services, and e-Society (I3E 2009); Nancy, France

19. August

Groth, S.

Further Evidence on "Technology and Liquidity Provision: The Blurring of Traditional Definitions"

In: EFA Doctoral Tutorial 2009; Bergen, Norway

19. May

Groth, S.

Supporting Investment Management Processes with Machine Learning Techniques

In: University of Hohenheim; Hohenheim

11. May

Gomber, P.; Gsell, M.; Groth, S.

Algorithmic Activity on Xetra

In: DBAG Market Microstructure Workshop; Frankfurt

26. March

Gomber, P.; Gsell, M.; Groth, S.

Algorithmic Activity on Xetra

In: DBAG CFS Roundtable; Frankfurt

27. February

Groth, S.

Supporting Investment Management Processes with Machine Learning Techniques

In: 9. Internationale Tagung Wirtschaftsinformatik; Vienna, Austria

12. January

Groth, S.

Supporting investment management processes with machine learning techniques

In: EFL Jour Fixe; Frankfurt

2008

18. December

Groth, S.

Yet Another Distribution Channel? Best Execution in Funds Trading

In: 11th Symposium on Finance, Banking, and Insurance; Karlsruhe

14. November

Groth, S.

Best Execution in Funds Trading – The German Case

In: XVI Finance Forum; Barcelona, Spain

16. October

Groth, S.

Yet Another Distribution Channel? Best Execution in Funds Trading

In: International Workshop on New Financial Intermediation; Nice, France

15. August

Groth, S.

A Text Mining Approach to Support Intraday Financial Decision-Making

In: Fourteenth Americas Conference on Information Systems (AMCIS); Toronto, Canada

15. January

Groth, S.

Returns to buying winners and selling losers at the German stock market

In: Doctoral Seminar; Riezlern, Austria