Curriculum Vitae - Maria Kasch
Dr. habil. Maria Kasch |
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Wirtschaftswissenschaftliche Fakultät maria.kasch [at] hu-berlin.de Office hours: Mondays, 11:00 - 12:00 |
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RESEARCH INTERESTS |
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TEACHING |
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Advanced Financial Economics: Asset Pricing (PhD level), Spring 2016 Behavioral Finance and Asset Pricing, since Spring 2017 Empirical Research in Finance, Spring 2018 |
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ACADEMIC VISITS |
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Stern School of Business, NYU, Department of Finance Federal Reserve Bank of New York University of Texas at Austin, Department of Finance |
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SELECTED WORKING PAPERS |
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Systematic Risk and Share Turnover Finalist for the Best Paper Award, FMA European Conference 2016; Humboldt/ESMT Finance-Accounting Research Seminar 2016; Paris December Finance Meeting 2016 Is There an S&P 500 Index Effect? with Asani Sarkar Federal Reserve Bank of New York Staff Report no. 484; Portuguese Finance Network 2014; FIRS 2013; 1st Luxembourg Asset Management Summit 2012; 9th European Winter Finance Summit (Skinance) 2013; DGF 2013; University of Mannheim; University of Texas at Austin; University of Rotterdam; Federal Reserve Bank of New York Market Crashes, with Jose Gonzalo Rangel and Moritz Weigand Central Bank Workshop on the Microstructure of Financial Markets 2011, DGF 2011, FMA 2011, European Meeting FMA 2010, University of Mannheim |
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PUBLISHED PAPERS |
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Volatility Threshold Dynamic Conditional Correlations: An International Analysis, with Massimiliano Caporin, 2013, Journal of Financial Econometrics 11 (4), 706-742 A Closer Look at Comovements Among Stock Returns, with Allan Zebedee, 2009, Journal of Economics and Business 61, 279-294 Competition between Exchanges: Euronext versus Xetra, with Erik Theissen, 2008, European Financial Management 15, 181-207 Volatility in the Transition Market of Central Europe, with Simon Price, Applied Financial Economics 11, 93 - 105
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RECENT DISCUSSIONS |
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Kil A. Y., Capital Heterogeneity, Volatility Shock, and the Value Premium, Paris December Finance Meeting 2016 Liu H. and L. Peng, Investor Attention: Seasonal Patterns and Endogenous Allocations, FMA European Conference 2016 Peress J. and D. Schmidt, Glued to the TV: The Trading Activity of Distracted Investors, European Finance Association 2015 Keloharju M., Linnainmaa J.T., and P. Nyberg, Common Factors in Return Seasonalities, European Finance Association 2014 |
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INDUSTRY EXPERIENCE |
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ING Barings, Emerging Markets Research, London Allianz Asset Management, Passive Portfolio Management, Munich |
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