Dr. Stefan Scharnowski
Assistant Professor at the Chair of Finance
scharnowski uni-mannheim.de
Main fields of research
- Market Microstructure
- High-Frequency Trading
- Cryptocurrencies
- Regulation of Financial Markets
- Financial Econometrics
Curriculum vitae
Since 2020 | Assistant Professor at the Chair of Finance, University of Mannheim |
2020 | Graduation as Dr. rer. pol. at the University of Mannheim |
2015–2020 | Academic Staff Member at the Chair of Finance, University of Mannheim |
2013–2020 | PhD Student in Finance, Graduate School of Economic and Social Sciences, University of Mannheim |
Selected publications
- Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüß, S., Razen, M., Weitzel, U., Abad-Días, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J. T., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J. J., Avetikian, A. T., Bach, A., Baidoo, E., Bakalli, G., Bao, L., Barbon, A., Bashchenko, O., Bindra, P. C., Bjønnes, G. H., Black, B. S., Black, J. R., Scharnowski, S. and Theissen, E. (2024). Nonstandard Errors. The Journal of Finance, 79, 2339-2390.
- Scharnowski, S. (2024). Dark web traffic, privacy coins, and cryptocurrency trading activity. Finance Research Letters, 67, Part B, 1–7.
- Scharnowski, S. and Jahanshahloo, H. (2024). The economics of liquid staking derivatives: basis determinants and price discovery. The Journal of Futures Markets, 1–27.
- Scharnowski, S. and Shi, Y. (2024). Intraday herding and attention around the clock. Journal of Behavioral and Experimental Finance, 41, 1–16.
- Scharnowski, M., Scharnowski, S. and Zimmermann, L. (2023). Fan tokens: Sports and speculation on the blockchain. Journal of International Financial Markets, Institutions & Money, 89.
- Scharnowski, S. (2022). Central bank speeches and digital currency competition. Finance Research Letters, 49.
- Scharnowski, S. (2021). Understanding Bitcoin liquidity. Finance Research Letters, 38, Article 101477.
- Scharnowski, S. and Shi, Y. (2021). Bitcoin blackout: Proof-of-work and the centralization of mining. Mannheim.