M.Sc. Micha Bender

Research Assistant
M.Sc. Micha Bender

M.Sc. Micha Bender

Research Assistant
Micha Bender focuses on empirical financial market research. Furthermore, he is interested in the application of machine learning methods, natural language processing and alternative data sets in the financial market context.

Micha Bender received his Bachelor’s degree in Business Education from Goethe University. Afterwards, he completed his Master’s degree in Business Administration at Goethe University. During his studies he worked as a student assistant at the chair of e-finance and studied a semester abroad at HEC Liège in Belgium. In his thesis, he analyzed and classified risks in the financial market context based on machine learning algorithms. Micha Bender gained professional experience working at Accenture, KfW Entwicklungsbank, PricewaterhouseCoopers (PwC), Deutsche Bank and J.P. Morgan. Since January 2020, Micha Bender is research assistant at the chair of e-Finance.

Publications

VHB B

Clapham, Benjamin / Bender, Micha / Lausen, Jens / Gomber, Peter (2023)
Policy Making in the Financial Industry: A Framework for Regulatory Impact Analysis Using Textual Analysis
Journal of Business Economics, Vol. 93, pp. 1463-1514
Bender, Micha / Frank, Sebastian / Panz, Sven (2022)
Dynamics of Trending Topics Between Social Media, News, and Scientific Literature
Proceedings of the 30th European Conference on Information Systems (ECIS 2022); Timișoara, Romania
Bender, Micha / Clapham, Benjamin / Gomber, Peter / Koch, Jascha-Alexander (2021)
To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling
Financial Analysts Journal, Vol. 77, No. 3, pp. 69-92
Bender, Micha / Panz, Sven (2021)
A General Framework for the Identification and Categorization of Risks: An Application to the Context of Financial Markets
Journal of Risk, Vol. 23, No. 4, pp. 21-49

No VHB Rating

Bender, Micha / Cestonaro, Tino / Schmidt, Julian (2023)
Lead-Lag Relationships in Market Microstructure
Working Paper, presented at London/Oxford/Warwick Financial Mathematics Workshop 2023, Oxford Man-Institute Seminar 2023, Man AHL Seminar 2023, Oxford, UK, and SWFA 2024, Las Vegas, US
Bender, Micha / Clapham, Benjamin / Schwemmlein, Benedikt (2023)
Shifting Volumes to the Close: Consequences for Price Discovery and Market Quality
Working Paper, presented at European Financial Management Association Annual Meeting 2023, 39th International Conference of the French Finance Association (AFFI 2023), and 63rd Annual Meeting of the Southern Finance Association (SFA 2023)
Clapham, Benjamin / Bender, Micha / Lausen, Jens / Gomber, Peter (2023)
Regulatory Impact Analysis in Case of Unstructured Data
efl Insights 1/2023
Bender, Micha / Cestonaro, Tino / Gomber, Peter / Koch, Jascha-Alexander (2021)
Research Unbundling and COVID-19: Will Europe’s Capital Markets Recovery Package Help?
Journal of Investing, Vol. 31, No. 1, pp. 96-107
Lausen, Jens / Clapham, Benjamin / Gomber, Peter / Bender, Micha (2021)
Drivers and Effects of Stock Market Fragmentation – Insights on SME Stocks
Working Paper; presented at 29th Annual Meeting of the European Financial Management Association, 4th Annual Plato Market Innovator Conference, 37th Conference of the French Finance Association, and 61st Southern Finance Association Annual Meetings

Sponsors

The following sponsors support efl - the Data Science Institute Frankfurt