Prof. Dr. Peter Gomber
Vice Chairman of the Board
Prof. Gomber graduated in Business Administration and acquired his PhD at the Institute of Information Systems at the University of Giessen, Germany in 1999.
Before joining the University of Frankfurt, Prof. Gomber worked for five years as a Director, Head of Market Development Cash Markets and Xetra Research at Deutsche Börse AG, Frankfurt. In this role, he developed new market models and products for cash market trading on Xetra. Furthermore, he headed strategic and regulatory projects and was responsible for the provision of Xetra and Eurex Backend Insourcing and Technology Sales Services to international exchanges (e.g. the exchanges in Dublin, Vienna and Shanghai).
Since 2011, Prof. Gomber is a member of the Exchange Council of the Frankfurt Stock Exchange. Furthermore, he is a member of the Academic Committee of the DAI. From 2012 to 2018, Prof. Gomber was a member of the Consultative Working Group (CWG) of the Secondary Market Standing Committee of the European Securities and Markets Authority (ESMA). He is Deputy Chairman of the Supervisory Board of b-next AG - a RegTech company active in market surveillance - since 2008 and a member of the Supervisory Board of Clearstream Banking AG, Frankfurt, since 2018.
Prof. Gomber acquired significant research funds from public institutions and the private sector. A market model invention by Prof. Gomber was granted a patent by the United States Patent and Trademark Office; two market model inventions are filed for patent in Europe and the US.
Beside his teaching responsibilities in Bachelor, Master and Ph.D. courses at the University of Frankfurt, Prof. Gomber held executive courses at Goethe Business School, the Frankfurt School of Finance and Management, the Amsterdam Institute of Finance, the ADG Business School and the Deutsche Börse Capital Markets Academy.
Publications
VHB A
(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
(2018)
On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services
Journal of Management Information Systems, Vol. 35, No. 1, pp. 220-265
(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
(2023)
Spoilt for Choice: Determinants of Market Shares in Fragmented Equity Markets
Journal of Financial Markets (forthcoming)
(2022)
Policy Making in the Financial Industry: A Framework for Regulatory Impact Analysis Using Textual Analysis
Journal of Business Economics (online first)
(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
(2021)
Liquidity Provider Incentives in Fragmented Securities Markets
Journal of Empirical Finance, Vol. 60, pp. 16-38
(2021)
Popular News Are Relevant News! How Investor Attention Affects Algorithmic Decision-Making and Decision Support in Financial Markets
Information Systems Frontiers, Vol. 23, No. 2, pp. 477-494
(2017)
Blockchain
Business Information Systems Engineering, Vol. 59, No. 3, pp. 183-187
(2017)
Digital Finance and FinTech: Current Research and Future Research Directions
Journal of Business Economics, Vol. 87, No. 5, pp. 537-580
(2016)
Securities Transaction Tax and Market Quality - The Case of France
European Financial Management, Vol. 22, No. 2, pp. 313-337
(2015)
Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach
European Financial Management, Vol. 21, No. 1, pp. 52-78
(2014)
How to Enable Automated Trading Engines to Cope with News-Related Liquidity Shocks? Extracting Signals from Unstructured Data
Decision Support Systems, Vol. 62, pp. 32-42
(2013)
High-Frequency-Trading
Business Information Systems Engineering, Vol. 55, Issue 2, pp. 99-102
(2012)
Best Execution Implementation and Broker Policies in Fragmented European Equity Markets
International Review of Business Research Papers Vol. 8. No.2. Pp. 144 - 162
(2012)
High Frequency Trading - Costs and Benefits in Securities Trading and its Necessity of Regulations
Business Information Systems Engineering: Vol. 4: No. 2, pp. 93-108
(2009)
Algorithmic trading engines versus human traders - Do they behave different in securities markets?
Proceedings of the 17th European Conference on Information Systems (ECIS 2009)
(2007)
Applying Pricing Engineering for Electronic Financial Markets
Electronic Markets, Vol. 17, Issue 4, pp. 298-308
(2006)
Volume Discovery: Leveraging Liquidity in the Depth of an Order Driven Market
Electronic Markets – The International Journal, Vol. 16, No. 2, pp.101-111
(2006)
Die Bedeutung des Alignments von IT und Fachressourcen in Finanzprozessen: Eine empirische Untersuchung
Business Information Systems Engineering, Vol. 48, No. 5, pp. 331-339
(2004)
Xetra Best - Integration of market access intermediaries requirements into market design
Electronic Markets - The International Journal of Electronic Commerce & Business Media, Vol. 14, No. 3, pp. 214-222
VHB C
(2022)
A Framework to Measure Corporate Regulatory Exposure
Forthcoming in: Proceedings of the 11th International FinanceCom Workshop 2022
(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
(2015)
Cash Equity Markets in Germany
Journal of Applied Corporate Finance, Vol. 27, No. 4, pp. 75-80
(2008)
Sports betting as a new asset class – current market organization and options for development
Financial Markets and Portfolio Management, No. 2/2008, pp. 169-192
(2007)
MiFID-Readiness - Die Umsetzung der MiFID "Markets in Financial Instruments Directive" in der deutschen Finanzindustrie
Proceedings of the 8. Internationale Tagung Wirtschaftsinformatik (WI 2007), vol. 2, pp. 741-758
(2007)
An Order-Channel Management Framework for Institutional Investors
Proceedings of the 8. Internationale Tagung Wirtschaftsinformatik (WI 2007), Vol. 2, pp. 705-722
VHB D
(2017)
Mittelstandsfinanzierung im Kontext von FinTech und Digital Finance
Corporate Finance, No. 11-12, pp. 327-332
(2009)
Algorithmischer Handel auf Finanzmärkten - Handels- und Orderabgabeverhalten von Computern versus menschlichen Händlern
Zeitschrift für das gesamte Kreditwesen, Ausgabe Technik 2-2009, pp. 11-14
(2008)
Flexible VWAP Executions in Electronic Trading
Fourteenth Americas Conference on Information Systems (AMCIS)
(2008)
Evolution der Anforderungen an die IT im Börsenhandel
"Technik / IT für Finanzdienstleister“, Zeitschrift für das gesamte Kreditwesen, 2/2008, pp. 13-16
(2006)
Ende oder Stärkung der konventionellen Börsen? - Die Umsetzung der Finanzmarktrichtlinie in Deutschland
Die Aktiengesellschaft, Vol. 21/2006, pp. 777-784.
No VHB Rating
(2022)
Die Börse im Zeitalter der Digitalisierung
Von der Traditionsbörse zum digitalen Marktplatz – Die Frankfurter Wertpapierbörse und der Wertpapierhandel in Deutschland von der Weimarer Zeit bis ins 21. Jahrhundert, pp. 231-326, Eds.: H. Floto-Degener / B. Rudolph; Franz Steiner Verlag, Stuttgart
(2021)
Research Unbundling and COVID-19: Will Europe’s Capital Markets Recovery Package Help?
Journal of Investing, Vol. 31, No. 1, pp. 96-107
(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
(2020)
Research Unbundling: Höhere Kapitalkosten und Finanzierungsrisiken für KMUs als unbeabsichtigte Folgen der MiFID II?
FIRM Newsletter Oktober 2020
(2020)
The Effect of Investor Attention on Algorithmic Decision-Making and Decision Support in Financial Markets
efl Insights 1/2020
(2018)
Fachbeitrag: multilaterales Handelssystem
Gabler Banklexikon
(2018)
FinTech und Digital Finance im Bereich der Mittelstandsfinanzierung
Der Bank Blog
(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
(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
(2018)
Fachbeitrag: elektronisches Handelssystem
Gabler Banklexikon
(2018)
Fachbeitrag: Internalisierung
Gabler Banklexikon
(2018)
Fachbeitrag: High Frequency Trading
Gabler Banklexikon
(2018)
Enhancing Market Liquidity through Liquidity Provider Incentives
EFL Quarterly, 1/2018
(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
(2018)
Algorithmic Trading in Practice
The Oxford Handbook of Computational Economics and Finance
(2018)
Wie Technologie die Finanzmaerkte demokratisiert
50 Jahre HSBC INKA
(2018)
Navigating the Fintech Landscape with a Customer-Market-Competition Matrix
LSE Business Review
(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
(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
(2017)
The Status Quo of Research on Digital Finance and FinTech
EFL Quarterly, 3/2017
(2017)
Competition Between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate
Journal of Economic Surveys, Vol. 31, No. 3, pp. 792-814
(2017)
Dark Trading under MiFID II
Regulation of the EU Financial Markets
(2017)
Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues
The Journal of Trading, Vol. 12, No. 1, pp. 42-54
(2017)
High Frequency Trading: Market Structure Matters
Equity Markets in Transition, Eds.: R. Francioni and R. Schwartz, pp. 363-390; Springer International Publishing
(2016)
Circuit Breakers - A Survey among International Trading Venues
WFE Research Studies & Reports
(2016)
The German Equity Trading Landscape
SAFE White Paper No. 34
(2015)
Forecasting News-Related Liquidity Shocks: Extracting Signals from Unstructured Data
EFL Quarterly, 1/2015; Frankfurt am Main
(2015)
Spoilt for Choice: Order Routing Decisions in Fragmented Equity Markets
Working Paper; presented at DGF 2018; Trier, Germany, SGF 2015; Zurich, Switzerland, IFABS 2015; Hangzhou, China, AsianFA2015; Changsha, China, FMA 2015; Orlando, Florida, USA, SFA 2015; Captiva Island, Florida, USA and FMA Europe 2015; Venice, Italy
(2015)
Securities Trading in the Electronic Age
Depositarium, Vol. 136, Issue 1
(2015)
The State of Play in European Over-the-Counter Equities Trading
Journal of Trading, Vol. 10, No. 2, pp. 23-32
(2014)
MiFID: Eine systematische Analyse der Zielerreichung
Zeitschrift fuer Bankrecht und Bankwirtschaft, 2014 No. 1, pp. 40-53
(2014)
Neuordnung der Finanzmaerkte in Europa durch MiFID II/MiFIR
Zeitschrift fuer Bankrecht und Bankwirtschaft, Vol. 26, No. 4, pp. 250-261
(2014)
Securities Transaction Tax in France: Impact on Market Quality and Inter-Market Price Coordination
Policy Letter No. 11
(2014)
Fachbeitrag: High Frequency Trading
The Encyclopedia of Information Science and Technology
(2014)
Securities Transaction Tax and Market Quality: The Case of France
Working Paper; presented at the Social Science Research Conference (Best Paper Award)
(2013)
Wertpapierhandel im Kontext des technologischen Wandels - der algorithmische Handel
Finanzdienstleister der naechsten Generation, Die neue digitale Macht der Kunden, O. Everling, R. Lempka (Hrsg.)
(2013)
Enterprise Applications and Services in the Finance Industry
Lecture Notes in Business Information Processing (LNBIP), 135, Eds.: F. A. Rabhi & P. Gomber
(2013)
The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets
Lecture Notes in Business Information Processing (LNBIP), 135, Eds.: F. A. Rabhi & P. Gomber, pp. 71-87
(2013)
Die Umsetzung der MiFID II in der deutschen Finanzindustrie
BIT - Banking and Information Technology, Vol. 14, pp. 23-38
(2012)
Circuit Breakers - Evidence on Trading Migration in Fragmented Markets
BIT - Banking and Information Technology, Vol. 12, No. 3, pp. 17-24
(2012)
Combining Structured and Unstructured Data Sources for Support in Financial Decision Making
House of Finance Newsletter 4/2012
(2012)
Geld rast um die Welt - Der Wertpapierhandel im 21. Jahrhundert
Forschung Frankfurt, 2/2012
(2012)
Single Stock Circuit Breakers - Issues in Fragmented Markets
Working Paper, presented at the Frontiers of Finance 2012
(2012)
The Impact of International Cross-Market Regulation - Life after MiFID
NASDAQ OMX - SMARTS
(2012)
Circuit Breakers in Fragmented Markets - An Assessment
Working Paper, presented at the 9th International Conference on Business and Finance
(2012)
Neuausrichtung des OTC-Derivate-Marktes als Chance begreifen
Zeitschrift fuer das gesamte Kreditwesen, Vol. 17, pp. 867-870
(2011)
The impact of MiFID on market quality
Working Paper; presented at the 15th International Business Research Conference
(2011)
Best Execution Implementation and Broker Policies in Fragmented European Equity Markets
Working Paper; presented at the Annual Hawaii International Business Research Conference
(2011)
Zwischen Nutzeffekten und Risiken - Hochfrequenzhandel - eine High-End-Technologie zur Umsetzung etablierter Handelsstrategien
Börsenzeitung Nr. 168
(2011)
OTC trading and Broker/Dealer Crossing Networks in European equity markets
Focus 07/2011, pp. 11-13
(2011)
High Frequency Trading
Study Report
(2011)
The issuers perspective on post-trading barriers
Lazzari, V. (Ed.), Trends in the European Securities Industry
(2011)
High-Frequency Trading - A European Perspective
HoF Quarterly 02/2011, pp. 9-10
(2011)
Shedding Light on the Dark - OTC Equities Trading in Europe
Journal of Trading, Vol. 6, Issue 1, pp. 74-86
(2011)
The quality of European equity markets after MiFID
Lazzari, V. (Ed.), Trends in the European Securities Industry
(2011)
The emerging landscape in European securities trading
Lazzari, V. (Ed.), Trends in the European Securities Industry
(2011)
Competition among electronic markets and market quality
Working Paper; presented at the 2011 Eastern Finance Association (EFA) Annual Meetings; Savannah, GA, USA and the 14th Conference of the Swiss Society for Financial Market Research (SGF)
(2011)
The emerging landscape of the European post-trading industry
Lazzari, V. (Ed.), Trends in the European Securities Industry
(2011)
Best Execution - Umsetzung der regulatorischen Anforderungen im Zeitablauf
Corporate Finance biz 1/2011, pp. 24-37
(2010)
MiFID - Spirit and Reality of a European Financial Markets Directive
Research Report
(2010)
Best Execution in Fragmented European Equity Markets: A Longitudinal Analysis of Broker Policies
Working Paper; presented at the FinanceCom 2010
(2010)
A methodology to assess the benefits of smart order routing
Conference on e-Business, e-Services and e-Society, Software Services for e-World. 13E 2010. IFIP Advances in Information and Communication Technology, Vol. 321
(2010)
Market prices, fundamental values and market data
BT Re:Sources Financial Markets Newsletter, March
(2010)
The Future of the European Post-Trading System
EFL Quarterly 02/2010, pp. 6-8
(2010)
The Future of the European Post-Trading System - A Delphi Study on the Future of the European Post-Trading System in the Light of Globalization and the Financial Crisis
Ibidem-Verlag
(2010)
The Future of European Post-Trading - Consequences for Risk Management in View of the Financial Crisis
Working Paper, presented at the 8th INFINITI Conference on International Finance
(2009)
Regulation and Technology in Equity Trading – The Impact of Regulatory and Technological Changes on Order Execution and the Trading Venue Landscape in Europe
Engelen, P.-J. and Lannoo, K. (Eds.) "Facing New Regulatory Frameworks in Securities Trading in Europe"
(2009)
Der Kampf um Millisekunden
transaction, pp. 14-15
(2009)
The Implementation of European Best Execution Obligations - An Analysis for the German Market
Proceedings of the 4th International Workshop on Enterprise Applications and Services in the Finance Industry
(2009)
Order Handling of Institutional Investors
Journal of Trading, Volume 4, No. 4, pp. 10-31
(2009)
Smart Order Routing Technology in the New European Equity Trading Landscape
Software Services for e-Business and e-Society, 9th IFIP WG 6.1 Conference, I3E 2009
(2009)
Order Handling of Institutional Investors
EFL Quarterly 02/2009, pp. 6-8
(2009)
The transformed environment of the derivatives industry after recent market turmoil
Focus 03/2009, pp. 4-7
(2009)
The Economic Value of Smart Order Routing in European Equity Trading
Working Paper; presented at the 5th International Finance Conference
(2009)
Order Handling of Institutional Investors
Study Report
(2009)
MiFID Umsetzung in Deutschland - Eine Analyse der Grundsaetze der Auftragsausfuehrung
Zeitschrift fuer Bankrecht und Bankwirtschaft, Vol. 21, No. 1, pp. 72-82
(2009)
Catching Up with Technology: The Impact of Regulatory Changes on ECNs/MTFs and the Trading Venue Landscape in Europe
Markets in Financial Instruments Directive - A Competitive Landscape, Eds.: Bala Bharathi Y, Lingisetti Venu, pp. 145-170
(2009)
A New Basic Law for Securities Trading in Europe
Markets in Financial Instruments Directive - A Competitive Landscape, Eds.: Bala Bharathi Y, Lingisetti Venu, pp. 3-11
(2008)
The Implementation of European Best Execution Obligations - An Analysis for the German Market
4th International Workshop on Enterprise Applications and Services in the Finance Industry (FinanceCom 2008)
(2008)
The Implementation of European Best Execution Obligations in Germany
EFL Quarterly 04/2008, pp. 4-5
(2008)
Business-IT-Alignment in deutschen Banken - Die Rolle von IT für die Geschäftsprozesse und die Wettbewerbsposition deutscher Kreditinstitute
Books on Demand GmbH
(2008)
Die Interaktion von Finanzwirtschaft und Universität am Finanzplatz Frankfurt am Main
Plötz, W., Franke-Kremer, J. (Eds.): Top 500 Frankfurt / Rhein-Main. Societäts-Verlag
(2008)
Best execution in electronic banking and brokerage: an analysis of business and technical requirements
International Journal of Electronic Banking
(2008)
MiFID - Anspruch und Status einer europäischer Wertpapierrichtlinie
von Böhlen, Andreas; Kan, Jens (Hrsg.): MiFID-Kompendium - Praktischer Leitfaden für Finanzdienstleister
(2008)
Flexible Volume Weighted Average Price Executions
EFL Quarterly 02/2008, pp. 6-8
(2008)
Capital Markets in the Gulf: International Access, Electronic Trading and Regulation
Seese, Detlef; Weinhardt, Christof; Schlottmann, Frank (eds.): Handbook on Information Technology in Finance, pp. 141-170
(2008)
Algorithmic Trading
"Geld&Brief", Kundenmagazin der Börsen Hamburg und Hannover, 2/2008, pp. 8-9
(2008)
Implementing MiFID by European execution venues – Between threat and opportunity
Journal of Trading, Spring 2008, Volume 3, Number 2, pp. 18-28
(2008)
Flexible VWAP Executions in Electronic Trading
Lecture Notes in Business Information Processing (LNBIP), 4, Ed: Veit, D.J., pp. 1-14
(2008)
Neue Börsenlandschaft in Europa? Die Umsetzung der MiFID aus Sicht europäischer Marktplatzbetreiber
Zeitschrift für Bankrecht und Bankwirtschaft (ZBB), 1/2008, pp. 2-11
(2008)
Trends im europäischen Settlement von Wertpapieren
Handelsblatt Veranstaltungen, Newsletter 01/2008, pp. 10-11
(2007)
MiFID - Catalyst for a new trading landscape in Europe?
Pre-Conference Proceedings of the 1st Special Focus Symposium on Market Microstructure: From Orders to Prices - Best Execution in the Age of Algo Trading and Event Stream Processing, 1st International Conference on Advances and Systems Research
(2007)
The New Landscape: How MiFID Drives Changes Among European Execution Venues
Journal of Trading, Fall 2007, Volume 2, Number 4, pp. 69-79
(2007)
Impact of Information Technology on Settlement Services for Equities
Report of Market Study (September 2007)
(2007)
Umsetzung der MiFID in Deutschland - Empirische Studien zu Status Quo und Entwicklung der MiFID-Readiness der deutschen Finanzindustrie
Books on Demand GmbH
(2007)
Ist Deutschland „ready“ für die MiFID?
BankPraktiker, Issue 07B, pp. 8-9
(2007)
Die Umsetzung der MiFID “Markets in Financial Instruments Directive“ in der deutschen Finanzindustrie - Auswertung der 2. MiFID-Studie (März 2007)
(2007)
Catching up with technology – The impact of regulatory changes on ECNs/MTFs and the trading venue landscape in Europe
Automated Trader Magazin (online-only Bootstrap section)
(2007)
Keine Neuordnung der europäischen Finanzmärkte
Börsenzeitung, 17.01.2007, p. 20.
(2007)
Kritische Erfolgsfaktoren in Finanzprozessen - IT-Management und Alignment im Kreditprozess der 1.000 groessten Banken in Deutschland
Books on Demand GmbH
(2007)
Die IT- und die Fachabteilung - Zwei Welten in einer Bank? Eine Bestandsaufnahme zur Zusammenarbeit von Fach- und IT-Abteilungen mit den 1.000 größten deutschen Banken
Working Paper
(2007)
Order Channel Management
EFL Quarterly, pp. 6-8.
(2007)
Status und Entwicklung der MiFID-Umsetzung in der deutschen Finanzindustrie
Zeitschrift fuer Bankrecht und Bankwirtschaft (ZBB), Vol. 19, No. 4, pp. 313-324
(2007)
Briefing on Algo Trading
Proceedings of the WFE IOMA/IOCA Annual Conference 2007, pp. 17-18
(2007)
IT-Business-Alignment und der Wertbeitrag der IT – Ergebnisse einer empirischen Studie unter den 1.000 größten deutschen Banken
Zeitschrift "IM - Information Management & Consulting“, 1/2007
(2006)
Algorithmic Trading - Trends and Impact on the Exchange Industry
Focus no. 166, December 2006, World Federation of Exchanges, pp. 48-52
(2006)
Kritische Erfolgsfaktoren in Finanzprozessen - IT-Management und Alignment im Kreditprozess der 1.000 größten Banken in Deutschland
(2006)
Market Model Convergence in Equities Trading
Festschrift für Hartmut Schmidt, Herausgeber: Prof. Dr. Wolfgang Bessler
(2006)
Catching up with technology – The impact of regulatory changes on ECNs/MTFs and the trading venue landscape in Europe
Competition and Regulation in Network Industries
(2006)
A new basic law for securities trading in Europe
Handbook of World Stock, Derivative and Commodity Exchanges , pp. XXIII - XXV
(2006)
Neue Geschäftsgrundlage für den Wertpapierhandel in Europa
EFL Quarterly
(2006)
Reg NMS - Treiber der Börsenkonsolidierung in den USA
Der Finanzbetrieb, Heft 1, S. 33 - 37
(2006)
Systematic Internalisers - The new Trading Animals in Europe
Journal of Trading, Autumn 2006, Volume 1, Number 4, pp. 104-110
(2006)
Facing New Regulatory Frameworks in Securities Trading
Competition and Regulation in Network Industries
(2006)
Is the German financial industry ready for MiFID?
EFL Quarterly, pp. 4-5.
(2005)
Algorithmic Trading - Maschinen auf Finanzmärkten
Die Bank, Sonderausgabe zur E.B.I.F. (European Banking & Insurance Fair) 2005, S. 40 - 45
(2005)
Neue Transparenzregeln fuer den Wertpapierhandel in Europa
Quarterly Journals of Economic Research (DIW), Vol. 4 , pp. 153-166
(2005)
How Europe’s trading reform is taking shape
International Financial Law Review, June 2005, S. 28-30
(2004)
Zooming in on Liquidity
Working Paper; presented at the 31st Annual Meeting of the European Finance Association; Maastricht, and 11th Annual Conference of the German Finance Association; Tuebingen
(2004)
Transaktionsdienstleistungen und Handelsprozesse im Wandel
BIT - Banking and Information Technology, Sonderheft zur Multikonferenz Wirtschaftsinformatik,Vol. 5, No. 1, pp. 77-90
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