A Taxonomy of Financial Market Manipulations: Establishing Trust and Market Integrity in the Financialized Economy through Automated Fraud Detection M Siering, B Clapham, O Engel, P Gomber Journal of Information Technology 32 (3), 251-269, 2017 | 29 | 2017 |
Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues P Gomber, B Clapham, M Haferkorn, S Panz, P Jentsch The Journal of Trading 12 (1), 42-54, 2017 | 13* | 2017 |
Liquidity Provider Incentives in Fragmented Securities Markets B Clapham, P Gomber, J Lausen, S Panz Journal of Empirical Finance 60, 16-38, 2021 | 9 | 2021 |
The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity in Electronic Trading P Gomber, B Clapham, J Lausen, S Panz Lecture Notes in Business Information Processing 345, 2019 | 6* | 2019 |
Does Speed Matter? The Role of High-Frequency Trading for Order Book Resiliency B Clapham, M Haferkorn, K Zimmermann Journal of Financial Research 43 (4), 933-964, 2020 | 5 | 2020 |
Price Discovery and Convergence in Fragmented Securities Markets B Clapham, K Zimmermann International Journal of Managerial Finance 12 (4), 381-407, 2016 | 5 | 2016 |
The Impact of MiFID II/MiFIR on European Market Structure: A Survey among Market Experts P Gomber, B Clapham, J Lausen, S Panz The Journal of Trading 13 (2), 35-46, 2018 | 4 | 2018 |
Who Is the Next “Wolf of Wall Street”? Detection of Financial Intermediary Misconduct J Lausen, B Clapham, M Siering, P Gomber Journal of the Association for Information Systems 21 (5), 1153-1190, 2020 | 2 | 2020 |
Managing Excess Volatility: Design and Effectiveness of Circuit Breakers B Clapham, P Gomber, M Haferkorn, S Panz SSRN Working Paper, 2017 | 2 | 2017 |
Popular News Are Relevant News! How Investor Attention Affects Algorithmic Decision-Making and Decision Support in Financial Markets B Clapham, M Siering, P Gomber Information Systems Frontiers, 1-18, 2019 | 1 | 2019 |
Is There a Magnet Effect of Rule-Based Circuit Breakers in Times of High-Frequency Trading? B Clapham SSRN Working Paper, 2018 | 1 | 2018 |
Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets B Clapham, P Gomber, S Panz SSRN Working Paper, 2017 | 1 | 2017 |
Enterprise Applications, Markets and Services in the Finance Industry - Proceedings of the 10th International FinanceCom Workshop 2020 B Clapham, JA Koch Springer, Cham, 2020 | | 2020 |
Integrity and Efficiency of Electronic Securities Markets: Fraud Detection, Safeguards, and the Role of High-frequency Trading B Clapham Johann Wolfgang Goethe-Universität Frankfurt am Main, 2019 | | 2019 |