Norman Seeger

Norman Seeger is an Associate Professor at the School of Business and Economics at VU Amsterdam. His research focuses on financial markets, derivatives pricing, risk management, and econometric modeling. He has authored influential papers on topics such as FOMC announcement risk, informed trading in option markets, and the performance of jump-diffusion models in equity indices.

His academic work bridges theoretical finance with empirical analysis, addressing critical questions about market efficiency, hedging strategies, and the impact of macroeconomic announcements. Recent studies include analysis of central bank policy effects and the dynamics of corporate governance in capital structure decisions.

Key contributions include exploring how institutional derivatives markets influence economic growth and advancing methodologies for handling model misspecification in hedging. His work often employs sophisticated quantitative techniques, reflecting his expertise in financial econometrics and stochastic processes.