Summer term 2022

• Projekt: Data Science, Decision Science und Artificial Intelligence
• Projektstudium: Data Science and Decision Science
• Risikomanagement
• Corporate Finance II (Erasmus)

Winter term 2021/2022

• Mathematik der Finanzmärkte
• International Finance
• Seminar Risikomanagement
• Statistics and Finance with Excel

• Nonlinear time series modelling

• Empirical and theoretical capital market research

•  Behavioural Finance

• Volatility Forecasting

• Portfolio und risk management

• Dezember 2013: (cumulative) Doctorate degree: Dr. rer. pol.

• Seit Juni 2008: Research Associate, Chair of Statistics,Faculty of Economics, University of Augsburg

• Oktober 2002 – Mai 2008: Studied business administration with specialization in "German-French Management" at the University of Augsburg.Emphasis in statistics and data analysis, business information systems, and finance and banking.During my studies: Student assistant at the chairs of Business Administration, Information Systems & Information & Financial Management (Prof. Buhl) and Statistics & Data Analysis (Prof. Bamberg).

• September 2004 - Dezember 2005: Studies at the Université de Rennes 1 as part of the double degree program "German-French Management" | Degree: Master économie d'entreprise, spécialité économie approfondie.

On the existence of sports sentiment - The relation between football match results and stock index returns in Europe, 2009, Review of Managerial Science, Vol. 3, Issue 3, S. 191 – 208. (mit C. Klein und B. Zwergel)

Beyond Fundamentals: Investor Sentiment and Exchange Rate Forecasting, 2013, European Financial Management, Vol. 19, Issue 3, S. 558-579 (mit C. Klein und B. Zwergel)

Intraday futures patterns and volume-volatility relationships: the German evidence, Review of Managerial Science, 2014, Vol. 8, Issue 1, S. 29-61. (mit B. Zwergel)

Modellierung von Zeitreihen mit Regimeverhalten mit Markov-Switching-Modellen, WiSt, 2014, Vol.1, S. 18-24

Another Look at the Equity Risk Premium Puzzle, German Economic Review, 2015, Vol. 16, Issue 4, S. 490-501. (mit G.Bamberg).

Home is where you know your volatility - local investor sentiment and stock market volatility, German Economic Review, 2018, Vol. 19, Issue 2, S. 209-236 (mit D. Schneller, M. Heiden und A. Hamid)

Exploiting Investor Sentiment for Portfolio Optimization, Business Research, 2019, Vol 12 (2), S. 671-702, DOI: https://doi.org/10.1007/s40685-018-0062-6 (mit N. Banholzer und D. Schneller)

New evidence on the impact of the English national soccer team on the FTSE 100, Finance Research Letters, 2019, Vol. 28, S. 61-67
DOI: https://doi.org/10.1016/j.frl.2018.04.001 (mit T. Bauckloh, C. Klein und B. Zwergel).

Bearing the Bear: Sentiment-based Disagreement in Multi-criteria Portfolio Optimization, Finance Research Letters, 2019, Vol. 31, S. 47-53 DOI: https://doi.org/10.1016/j.frl.2019.04.017 (mit S. Glogger und D. Schneller)

Current working papers

• Forecasting Stock Market Volatility by Cross-Sectional-Similarity-Measures using Cryptocurrency Information (mit M. Heiden)
• Cryptocurrencies and the NFT Market:What determines the value of an NFT-an Econometric Analysis (mit M. Heiden)        
• Forecasting Financial Wealth By Mean, Median or Mode? (mit G.Bamberg und M. Krapp)
• Retail investors trading behaviour in the foreign exchange market (mit M. Heiden und M. Seibert), Revise & Resubmit in Journal of Economic Behavior & Organization.