A Text Mining Approach to Support Intraday Financial Decision-Making. - Sven S. Groth; Jan Muntermann (AMCIS, 2008)

Algorithmic Trading Engines and Liquidity Contribution: The Blurring of "Traditional" Definitions. - Sven S. Groth (I3E, 2009)

Supporting Investment Management Processes with Machine Learning Techniques. - Sven S. Groth; Jan Muntermann (Wirtschaftsinformatik (2), 2009)

Enhancing Automated Trading Engines To Cope With News-Related Liquidity Shocks. - Sven S. Groth (ECIS, 2010)

Discovering Intraday Market Risk Exposures in Unstructured Data Sources: The Case of Corporate Disclosures. - Sven S. Groth; Jan Muntermann (HICSS, 2010)

Does Algorithmic Trading Increase Volatility? Empirical Evidence from the Fully-Electronic Trading Platform Xetra. - Sven S. Groth (Wirtschaftsinformatik, 2011)

An intraday market risk management approach based on textual analysis. - Sven S. Groth; Jan Muntermann (Decis. Support Syst., 2011)

How to enable automated trading engines to cope with news-related liquidity shocks? Extracting signals from unstructured data. - Sven S. Groth; Michael Siering; Peter Gomber (Decis. Support Syst., 2014)