Hello!

I am an assistant professor in finance at the University of Mannheim. My research focuses on technological innovations in modern financial markets and the challenges they induce.

Some buzzwords that appear in my research are: high-frequency trading, cryptocurrencies, liquidity, market microstructure, blockchains, regulation, price efficiency, tokens, ...

While my teaching focuses on financial technology and the empirical analysis of financial markets, I also broadly teach in the areas of investment management and corporate finance.

Academic Positions

Previous Positions

Visiting and External Positions

Education

SSRN   Google Scholar   ORCID iD 

Research

Publications

Working Papers

Conference and Seminar Presentations

[2023] Cryptocurrency Research Conference (Monaco), Ghent Workshop on Fintech [2022] Bonn Workshop on Digital Currencies°, UWA Blockchain and Cryptocurrency Conference, Cardiff Fintech Conference, Cryptocurrency Research Conference (Durham), Financial Engineering and Banking Society Conference (Portsmouth), QMUL Behavioural Finance Working Group Annual Conference*, French Finance Association (Saint-Malo, 2x), Spring Meeting of Young Economists* (Orleans), Economics of Financial Technology Conference (Edinburgh, 2x), CryptoAssets and Digital Asset Investment Conference (Rennes, 3x)  [2021]  UWA Blockchain and Cryptocurrency Conference, Crypto Asset Lab Conference (Milan), Annual Financial Market Liquidity Conference (Budapest), German Finance Association (Innsbruck), Cryptocurrency Research Conference (2x), World Finance Conference (2x) [2020] Goethe University Frankfurt Finance Brownbag [2019] FIRN Microstructure Meeting (Sydney), University of Technology Sydney Finance Brownbag, Future of Financial Information Conference* (Stockholm), University of Vienna Finance Brownbag*, German Finance Association (Essen, 2x), Paris December Finance Meeting [2018] RGS Doctoral Conference in Economics, Goethe University Frankfurt Finance Brownbag [2017] Augustin Cournot Doctoral Days (Strasbourg) [2016] Annual Financial Market Liquidity Conference (Budapest), Doctoral Meeting of Montpellier, German Finance Association (Bonn), Goethe University Frankfurt Finance Brownbag, SAFE Microstructure Workshop [2015] University of Bonn*, HVB Doctoral Meeting Südwest

Includes scheduled, presentations by co-authors (*), and discussion-only (°)

Datasets

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.)

Service to the Profession

Refereeing for Journals

Refereeing for Conferences

Other Activities

Teaching

Graduate Teaching

Undergraduate Teaching

Thesis Supervision