M.Sc. Niklas Trimpe

Research Assistant

trimpe@wiwi.uni-frankfurt.de

https://www.efinance.wiwi.uni-frankfurt.de/en/team/staff/niklas-trimpe.html

Niklas Trimpe joined the research team in November 2023. His research focuses on the application of machine learning methods in market microstructure research. Furthermore, he is interested in the areas of algorithmic & high-frequency trading, market regulation and empirical financial market research.

Niklas Trimpe completed his Bachelor's degree in Business Informatics as part of a dual study program in cooperation with Deutsche Bahn. After obtaining his Bachelor's degree, he transferred to Goethe University Frankfurt, where he also completed his Master's degree in Business Informatics. During his studies, Niklas Trimpe was supported by the Deutschlandstipendium scholarship and gained practical experience in in-house consulting at DB Systel, as well as at the management consultancy d-fine in the field of applied AI.

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Bender, Micha / Cestonaro, Tino / Gomber, Peter / Trimpe, Niklas (2026)

EduVest - Eine interaktive Lernplattform für Finanzbildung

Sabrina Zeaiter, Mona Stierwald (Hrsg.): Digitale Learning Designs für die Hochschullehre gemeinschaftlich entwickeln, Waxmann Verlag, Münster, S. 248 - 265

https://doi.org/10.31244/9783818851170

Trimpe, Niklas / Cestonaro, Tino (2026)

Efficient or Not? Price Measures in Market Microstructure

efl insights 2/2026

https://www.eflab.de/fileadmin/Redakteure/efl_Quarterly_Archive/efl-insights-26_02.pdf

Clapham, Benjamin / Ewald, Florian / Trimpe, Niklas (2026)

Threshold Transparency and the Magnet Effect of Circuit Breakers: Evidence From a Natural Experiment

Working Paper, (to be) presented at SFA 2026, Palm Springs, USA, DGF 2026, and 31th Forecasting Financial Markets Conference, Milan, Italy, and the 32nd Annual Meeting of the German Finance Association, Duesseldorf, Germany

Trimpe, Niklas / Clapham, Benjamin / Gomber, Peter / Schmidt, Julian (2026)

Market Making Without Adverse Selection: Evidence From Retail Savings Plans

Working Paper, (to be) presented at EFMA 2026, FMA European Conference 2026, DGF 2026, and the 31th Forecasting Financial Markets Conference

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6681861

Clapham, Benjamin / Ewald, Florian / Gomber, Peter / Trimpe, Niklas (2025)

Don’t Stop Me Now! Identification and Prediction of Unnecessary Volatility Interruptions

Working Paper, presented at SFA 2025, NFA 2025, the 2024 NYSE Microstructure Meets AI Conference, and the 29th Forecasting Financial Markets Conference

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5055236

Clapham, Benjamin / Ewald, Florian / Gomber, Peter / Trimpe, Niklas (2025)

Identification and Prediction of Unnecessary Volatility Interruptions

efl insights 2/2025

https://www.eflab.de/fileadmin/Redakteure/efl_Quarterly_Archive/efl-insights-25_02.pdf

Cestonaro, Tino / Trimpe, Niklas (2025)

Efficient or Not? Price Measures in Market Microstructure

Working Paper, presented at SFA 2025, EFMA 2025, FMA European Conference 2025, AFFI 2025, and the 30th Forecasting Financial Markets Conference

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6267778