Dr. Benjamin Clapham

Postdoctoral Researcher
Dr. Benjamin Clapham

Dr. Benjamin Clapham

Postdoctoral Researcher
Benjamin Clapham conducts empirical research at the intersection of finance and information system. His work has been presented at various international conferences and has been published in leading international journals such as Journal of the Association for Information Systems (JAIS), Journal of Information Technology (JIT), Journal of Empirical Finance, Journal of Financial Research (JFR), and Information Systems Frontiers (ISF).

After having studied economics and business administration, Benjamin Clapham successfully completed his doctoral studies in finance and information systems at Goethe University Frankfurt in November 2019. In his dissertation, he analyzed the integrity and efficiency of electronic securities markets. Since then, he has been working as a postdoctoral researcher at the Chair of e-Finance and efl – the Data Science Institute. His research interests are empirical financial market research, financial market regulation, and the automated detection of market manipulation.

Publications

VHB A

Lausen, Jens / Clapham, Benjamin / Siering, Michael / Gomber, Peter (2020)
Who Is the Next "Wolf of Wall Street"? Detection of Financial Intermediary Misconduct
Journal of the Association for Information Systems, Vol. 21, No. 5, pp. 1153-1190
Siering, Michael / Clapham, Benjamin / Engel, Oliver / Gomber, Peter (2017)
A Taxonomy of Financial Market Manipulations: Establishing Trust and Market Integrity in the Financialized Economy Through Automated Fraud Detection
Journal of Information Technology, Vol. 32, No. 3, pp. 251-269

VHB B

Clapham, Benjamin / Gomber, Peter / Lausen, Jens / Panz, Sven (2020)
Liquidity Provider Incentives in Fragmented Securities Markets
Journal of Empirical Finance (forthcoming)
Clapham, Benjamin / Siering, Michael / Gomber, Peter (2019)
Popular News Are Relevant News! How Investor Attention Affects Algorithmic Decision-Making and Decision Support in Financial Markets
Information Systems Frontiers (forthcoming)

VHB C

Clapham, Benjamin / Haferkorn, Martin / Zimmermann, Kai (2020)
Does Speed Matter? The Role of High-Frequency Trading for Order Book Resiliency
Journal of Financial Research (forthcoming)
Gomber, Peter / Clapham, Benjamin / Lausen, Jens / Panz, Sven (2019)
The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity in Electronic Trading
Lecture Notes in Business Information Processing (LNBIP), Vol. 345, pp. 3-26, Eds.: N. Mehandjiev and B. Saadouni

No VHB Rating

Clapham, Benjamin (2019)
Integrity and Efficiency of Electronic Securities Markets: Fraud Detection, Safeguards, and the Role of High-Frequency Trading
Dissertation, Goethe University Frankfurt
Gomber, Peter / Clapham, Benjamin / Lausen, Jens / Panz, Sven (2018)
The Impact of MiFID II/MiFIR on European Market Structure: A Survey among Market Experts
The Journal of Trading, Vol. 13, No. 2, pp. 35-46
Groß, Georg / Gomber, Peter / Lausen, Jens / Clapham, Benjamin (2018)
Regulatory Reporting Solutions: (Mehr-)Wert aus regulatorischen Verpflichtungen schaffen
Handbuch Finanzinformationen: Der digitale Wandel und die naechste Generation von Finanzinformationssystemen, pp. 227-248, Eds.: A. Eisenhofer and K. Brooimans; FinanzBuch Verlag, Munich
Gomber, Peter / Clapham, Benjamin / Panz, Sven (2018)
Management of Market Price Risks: Regulation and Coordination of Volatility Interruptions in Europe
FIRM Yearbook 2018, pp. 167-168; Association for Risk Management and Regulation, Frankfurt
Clapham, Benjamin (2018)
Is There a Magnet Effect of Rule-Based Circuit Breakers in Times of High-Frequency Trading?
Working Paper; presented at the 6th Paris Financial Management Conference (PFMC 2018); Paris, France and the 28th Annual Meeting of the European Financial Management Association (EFMA 2019); Ponta Delgada, Portugal
Clapham, Benjamin / Gomber, Peter / Lausen, Jens / Panz, Sven (2018)
Enhancing Market Liquidity through Liquidity Provider Incentives
EFL Quarterly, 1/2018
Clapham, Benjamin / Gomber, Peter / Haferkorn, Martin / Panz, Sven (2017)
Managing Excess Volatility: Design and Effectiveness of Circuit Breakers
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
Clapham, Benjamin / Gomber, Peter / Panz, Sven (2017)
Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets
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
Gomber, Peter / Clapham, Benjamin / Haferkorn, Martin / Panz, Sven / Jentsch, Paul (2017)
Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues
The Journal of Trading, Vol. 12, No. 1, pp. 42-54
Gomber, Peter / Clapham, Benjamin / Haferkorn, Martin / Panz, Sven / Jentsch, Paul (2016)
Circuit Breakers - A Survey among International Trading Venues
WFE Research Studies & Reports
Clapham, Benjamin / Zimmermann, Kai (2016)
Price Discovery and Convergence in Fragmented Securities Markets
International Journal of Managerial Finance, Vol. 12, No. 4, pp. 381-407
Clapham, Benjamin / Haferkorn, Martin / Zimmermann, Kai (2015)
The Role of High-Frequency Trading for Order Book Resiliency
EFL Quarterly, 4/2015

Sponsors

The following sponsors support efl - the Data Science Institute Frankfurt