Welcome

I am a Ph.D. student at the University of Mannheim in Germany. My research focuses on the optimal regulation of modern financial markets - especially when it comes to the challenges of technological innovations.

Education

  • Ph.D. Student in Finance (University of Mannheim, since 2013)
  • M.Sc. Business Administration, concentration in Finance (University of Mannheim, 2014)
  • B.Sc. Economics, concentration in Econometrics (University of Mannheim, 2011)

Academic Positions

  • University of Mannheim, Research and Teaching Assistant (since 2014)
  • Research Center SAFE, Goethe University Frankfurt, Research Assistant (2016 - 2018)
  • University of Mannheim, Student Teaching Assistant (2009 - 2013)

Visiting Positions

  • University of Technology Sydney, Australia, Visiting Researcher (2019/04)
  • European Securities and Markets Authority (ESMA), Paris, France, External Researcher (2018/10-12)
  • Norwegian School of Economics and Business Administration (NHH), Visiting Student (2010/08-12)

Download detailed CV here

ORCID iD: orcid.org/0000-0002-3755-1821

Publications

Working Papers

  • A Tale of Two Cities – Inter-Market Latency, Market Integration, and Market Quality (with S. Sagade, E. Theissen and C. Westheide)
  • The Effects of Post-Trade Transparency in Equity Markets: Evidence from MiFID Large Trade Disclosure Rules (with C. Westheide)
  • High Frequency Trading, Broker Sophistication, and Institutional Execution Costs (with S. Sagade and C. Westheide)
  • Understanding Bitcoin Liquidity

Research Projects

  • The Relative Trading Volume of Stock Market Index Futures (with E. Theissen)
  • Time-Varying Volatility Asymmetry in Cryptocurrencies

Conference and Seminar Presentations

[2019] FIRN Microstructure Meeting Sydney, University of Technology Sydney Finance Brownbag, Mannheim Financial Markets Research Seminar, FFI Stockholm*, University of Vienna Finance Brownbag*, DGF Essen 2x, Paris December Finance Meeting [2018] RGS Doctoral Conference in Economics, Mannheim Financial Markets Research Seminar, Goethe University Frankfurt Finance Brownbag [2017] Mannheim Finance Brownbag, ACDD Strasbourg [2016] AFML Budapest, DMM Montpellier, DGF Bonn, Mannheim Financial Markets Research Seminar, Goethe University Frankfurt Finance Brownbag, SAFE Microstructure Workshop [2015] Mannheim Financial Markets Research Seminar, University of Bonn*, HVB Doctoral Meeting Südwest [2014] Mannheim Financial Markets Research Seminar

Includes scheduled and presentations by co-authors (*)

Refereeing for Journals

Economics Letters

Datasets

  • Market Microstructure Database Xetra (with T. Johann, E. Theissen, C. Westheide, and L. Zimmermann)

One problem faced by researchers interested in liquidity is that measuring it oftentimes requires intraday high-frequency data. Such datasets are expensive and, because of their size, hard to work with. We address this problem for the German equity market by providing a database that contains various daily market-microstructure measures of liquidity on the stock level for all stocks contained in the CDAX index from 1999 to 2013 traded on Xetra. The database is available free of charge to qualifying researchers. Find out more here: https://www.ifk-cfs.de/research/databases/market-microstructure-database-xetra.html

(We gratefully acknowledge financial support from the German Science Foundation (DGF) under grant TH 724/6-1. “Xetra” and “CDAX” are registered trademarks of Deutsche Börse AG.)

Undergraduate Teaching

  • Financial Mathematics (Tutorial sessions, 2009, 2011 – 2012)
  • Investments and Asset Pricing (Tutorial sessions, 2013)
  • Advisor of Bachelor Theses (2015 - 2019)

Graduate Teaching

  • Introduction to Stata in Finance (Lecture, 2016 - 2019)
  • Empirical Finance (Exercise sessions, 2018 - 2019)
  • Decision Analysis (Exercise sessions, 2014 - 2015)
  • Seminar on Topics in Empirical Finance (Graduate, 2016, 2019)
  • Seminar on Market Microstructure (Graduate, 2017)
  • Advisor of Master Theses (2016 - 2019)