Baking paper is usually stored on a roll, so when you line your pan with it, it tries to pop up. Use a few pegs on the sides of your sheet to keep the paper in place, says The Kitchn.
It works with both baking pans and loaf pans, and you could replicate this with binder clips too. Naturally, you should remove those pegs before you pop your pan in the oven.
This trick only works with a vessel that has four prominent sides though. With a baking sheet, you could try putting magnets in four corners to keep the paper from curling up.
Using Clothespins to Secure Parchment Paper [The Kitchn]