Maria Kasch

Maria Kasch is affiliated with Humboldt University of Berlin's School of Business and Economics. She has contributed to empirical finance through research on asset pricing, volatility dynamics, and market microstructure.

Research interests: Empirical Asset Pricing, Sources of Volatility, Market Frictions, Trading and Price Dynamics, Financial Econometrics, Stock Return Comovements, Exchange Competition.

Recent publications focus on volatility modeling, comovements in stock returns, and exchange rivalry, reflecting interdisciplinary applications of econometrics to global financial markets.

Awards:

• Finalist for the Best Paper Award, FMA European Conference 2016

She has held academic visits at Stern School of Business (NYU), Federal Reserve Bank of New York, and University of Texas at Austin.