DE / EN

Pavel Lesnevski

University of Mannheim
Business School
Chair of International Finance
D - 68161 Mannheim

Office: L 9, 1-2, Room 506
Tel.: +49 (0) 621 181-1631
Email: lesnevski@bwl.uni-mannheim.de

Consultation Hour: On appointment

 

Current Position

  • Research assistant at the Department of International Finance
  • Doctoral candidate in Finance at the CDSB of the Graduate School of Economic and Social Sciences, University of Mannheim
  • Teaching assistant for Prof. Dr. Ruenzi

Education

since 2012 Doctoral candidate in Finance at the Center for Doctoral Studies in Business at the University of Mannheim
2009 - 2011 M.Sc. in Economics and Management Sciences, joint masters program between the Humboldt University of Berlin and the Higher School of Economics in Moscow
2005 - 2009 B. Sc. in Applied Physics and Mathematics at the Moscow Institute of Physics and Technology 

Research Interests

  • Machine Learning
  • Empirical Asset Pricing
  • Behavioral Finance
  • Mutual Funds & Hedge Funds

Working Papers

A Name That Rings a Bell: Spillover Effects in Companies with Similar Names
-    Individual investors confuse stocks with similar names and drive their mispricing

Do Short Sellers Exploit Stock Mispricing Smartly?
-    Short arbitrageurs exploit stock mispricing and contribute to the market efficiency

Stock Preferenecs of US Mutual Fund Managers
-    Active mutual fund managers turn to smaller stocks to generate abnormal returns

Surprise in Short Interest (with Esad Smajlbegovic)
-    Unexpected component in publicly available short interest is not fully priced by the market

Machine Learning and Stock Market Returns (work in progress)
-    Machine learning methods excel at predicting stock market returns

 

Awards and Scholarships

Best PhD Paper Award at the 25th Conference of German Finance Association, Ulm 2018
Grant of Erasmus University Rotterdam for Short Term Research Visit, Rotterdam 2018
Best Paper Award in Behavioral Finance at the European ABFE Conference, Stuttgart 2017
Travel Grant of the American Finance Association, Chicago 2017
DAAD Research Grant for Doctoral Candidates and Young Academics and Scientists 2013
PhD Scholarship of the Center for Doctoral Studies in Business, Mannheim 2012