Stefan Scharnowski
University of Mannheim
Business School
Chair of Finance
D – 68161 Mannheim
Office: L 9, 1–2, Raum 201
Phone: +49 (0) 621 181-1521
Fax: +49 (0) 621 181-1519
Email: scharnowskiuni-mannheim.de
Consultation hours: by appointment
Web: Personal Website
Short Bio
| since 2020 | Postdoctoral Researcher at the Chair of Finance, University of Mannheim |
| 09/ | Graduation as Dr. rer. pol., 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 |
| 04/ | Visiting Academic, University of Technology Sydney |
| 2016–2018 | Research Assistant, Research Center SAFE, Goethe University, Frankfurt am Main |
| 2014 | M. Sc. Business Administration, Finance Area, University of Mannheim |
| 2011 | B. Sc. Economics, University of Mannheim |
| 08–12/2010 | Visiting Student, Norwegian School of Economics and Business Administration, Bergen, Norway |
Research Interests
- Empirical Market Microstructure
- High-Frequency Trading
- Regulation of Financial Markets
- Cryptocurrencies
- Financial Econometrics
Research
- 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. 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.
- Johann, T., Scharnowski, S., Theissen, E., Westheide, C. and Zimmermann, L. (2019). Liquidity in the German stock market. Schmalenbach Business Review : Sbr, 71, 443–473.
- Scharnowski, S. and Shi, Y. (2021). Bitcoin blackout: Proof-of-work and the centralization of mining. Mannheim.
- Scharnowski, S., Theissen, E., Westheide, C. and Satchit, S. (2019). A tale of two cities. SSRN Working Paper Series. Rochester, NY.
- Scharnowski, S. and Shi, Y. (2022). Bitcoin blackout: Proof-of-work and the centralization of mining. 26th Spring Meeting of Young Economists (SMYE 2022), Orléans, France.
- Scharnowski, S. and Shi, Y. (2022). Bitcoin blackout: Proof-of-work and the centralization of mining. Economics of Financial Technology Conference, Edinburgh, UK.
- Scharnowski, S. and Shi, Y. (2022). Intraday herding and attention around the clock. Behavioural Finance Working Group 15th Annual Conference, London, UK.
- Scharnowski, S. and Shi, Y. (2022). Intraday herding and attention around the clock. 38th International Conference of the French Finance Association (AFFI), St. Malo, France.
- Scharnowski, S. and Shi, Y. (2022). Intraday herding and attention around the clock. Crypto Assets and Digital Asset Investment Conference, Rennes, France.
- Scharnowski, S. and Shi, Y. (2021). Intraday herding and attention around the clock. CRC 2021, The 4th Cryptocurrency Research Conference, Online.
- Scharnowski, S. and Shi, Y. (2021). Intraday herding and attention around the clock. World Finance Conference, Online.