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2017

Haferkorn, M. (2017)

High-Frequency Trading in Fragmented European Equity Markets - Implications for Market Quality

Category: Dissertation thesis

Reference No.: 2017-151

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); Ulm, Germany and the 5th Paris Financial Management Conference (PFMC 2017); Paris, France

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-149

Janze, C. (2017)

Are Cryptocurrencies Criminals Best Friends? Examining the Co-Evolution of Bitcoin and Darknet Markets

In: Proceedings of the 23rd Americas Conference on Information Systems (AMCIS 2017); Boston, USA

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-147

Janze, C.; Risius, M. (2017)

Automatic Detection of Fake News on Social Media Platforms

In: Proceedings of the 21st Pacific Asia Conference on Information Systems (PACIS 2017, winner of the Best Paper Award); Langkawi, Malaysia

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-143

Haferkorn, M. (2017)

High-Frequency Trading and its Role in Fragmented Markets

In: Journal of Information Technology, Vol. 32, No. 3, pp. 283-296

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2017-141

Janze, C. (2017)

Intruder Alert? How Stock Markets React to Potential IT Security Breaches: The Case of OpenSSL Heartbleed

In: Proceedings of the 30th Bled eConference; Bled; Slovenia

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-135

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: Proceedings [Find it]

Abstract

Reference No.: 2017-134

Janze, C. (2017)

Design of a Decentralized Peer-to-Peer Reviewing and Publishing Market

In: Proceedings of the 25th European Conference on Information Systems (ECIS 2017); Guimaraes, Portugal

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-129

Janze, C. (2017)

Towards a Decentralized Information Systems Success Model

In: Proceedings of the 17th Conference of the Portuguese Chapter of the Association of Information Systems (CAPSI 2017); Guimaraes, Portugal

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-128

Janze, C. (2017)

Shedding Light on the Role of Sample Sizes and Splitting Proportions in Out-of-Sample Tests: A Monte Carlo Cross-Validation Approach

In: Proceedings of the 17th Conference of the Portuguese Chapter of the Association of Information Systems (CAPSI 2017); Guimaraes, Portugal

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-127

Koch, J. (2017)

A Framework for the Notion of 'Utility' in the Landscape of Crowdfunding

In: Proceedings of the 25th European Conference on Information Systems (ECIS 2017); Guimaraes, Portugal

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-118

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: Proceedings [Find it]

Abstract

Reference No.: 2017-117

Lewandowska, O.; Glaser, F. (2017)

The Recent Crises and Central Counterparty Risk Practices in the Light of Procyclicality: Empirical Evidence

In: Journal of Financial Market Infrastructures, Vol. 5, No. 3, pp. 1-24

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2017-116

Nofer, M.; Gomber, P.; Hinz, O.; Schiereck, D. (2017)

Blockchain

In: Business Information Systems Engineering, Vol. 59, No. 3, pp. 183-187

Category: Publications in scientific journals [Find it]

Reference No.: 2017-110

Glaser, F.; Risius, M. (2017)

The Side Effects of Scrutinising Traders in Social Trading Platforms

In: LSE Business Review

Category: Miscellaneous [Find it]

Reference No.: 2017-109

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

Gomber, P.; Koch, J.; Siering, M. (2017)

Digital Finance and FinTech: Current Research and Future Research Directions

In: Journal of Business Economics, Vol. 87, No. 5, pp. 537-580

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2017-102

Francioni, R.; Gomber, P. (2017)

High Frequency Trading: Market Structure Matters

In: Equity Markets in Transition, Eds.: R. Francioni and R. Schwartz, pp. 363-390; Springer International Publishing

Category: Chapter in book [Find it]

Abstract

Reference No.: 2017-1

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

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

Glaser, F. (2017)

Pervasive Decentralisation of Digital Infrastructures: A Framework for Blockchain enabled System and Use Case Analysis

In: Proceedings of the 50th Hawaii International Conference on System Sciences (HICSS 2017); Waikoloa Village, Hawaii, USA

Category: Proceedings [Find it]

Reference No.: 2017-1

Gomber, P.; Sagade, S.; Theissen, E.; Weber, M.; Westheide, C. (2017)

Competition Between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate

In: Journal of Economic Surveys, Vol. 31, No. 3, pp. 792-814

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2017-77

Gomber, P.; Gvozdevskiy, I. (2017)

Dark Trading under MiFID II

In: Regulation of the EU Financial Markets; Oxford University Press

Category: Chapter in book [Find it]

Reference No.: 2017-72