Prof. Marc Chesney is a Professor of Mathematical Finance at the University of Zurich’s Department of Banking and Finance, within the Faculty of Economics. He holds leadership roles including Chair of the Center of Competence for Sustainable Finance and is affiliated with the Center for Ethics. His research focuses on financial crises, systemic risk, market manipulation, and the intersection of finance with global warming and sustainability. Chesney has authored numerous books and articles, including works on sustainable finance and critiques of the financial sector’s systemic risks. He holds a Habilitation from Panthéon-Sorbonne University and a PhD from the University of Geneva. His teaching covers topics like real options, financial ethics, and environmental finance. Notable awards include the Latsis Prize (1991) and the Chevalier dans l’ordre des Palmes académiques (2001). Chesney has advised numerous theses and contributes to policy discussions on financial reform and sustainability.
Matthias Uhl is an External Lecturer at the University of Zurich's Department of Finance. His teaching includes courses on Portfolio Management Theory and Sentiment Analytics. He specializes in applying sentiment analysis to financial markets, with research focusing on news sentiment's impact on stock returns, exchange rates, inflation, and investment strategies. His work bridges quantitative finance, behavioral economics, and econometrics. He has co-authored over 30 articles since 2008, covering topics like tactical asset allocation, contrarian trading, and sentiment-driven policy analysis. Education: Not explicitly stated in provided texts. Research interests span financial markets' behavioral aspects, sentiment-driven forecasting, and strategic asset management. His recent work explores high-frequency trading effects and non-linear wealth dynamics. Articles highlight methodologies for optimizing investment decisions through sentiment metrics and contrarian strategies. No scientific awards are listed. Advising/grants sections remain unpopulated in available data. He is affiliated with the Department of Finance but no labs/teams are mentioned.
Dr. Rebekka Rieser is a Researcher at the University of Zurich's Institute of Communication and Media Research (IKMZ) and the Research Center for Public Opinion and Society (fög). Her work focuses on digital religion, neo-institutionalism, and the intersection of religion with media and public discourse. She holds a doctoral degree from the University of Lucerne, where she researched religious organizations' legitimacy among Croatian Catholic communities in Germany and Switzerland. Education: 2015-2018: Master's in Religion-Economics-Politics at University of Zurich 2011-2014: Bachelor's in Religious Studies & Communication Studies at University of Zurich Research interests span digital religion dynamics, organizational identity preservation, and migration-related religious practices. Recent projects include analyzing media representation of religion in Swiss newspapers and investigating how religious organizations adapt to digital transformation. She has contributed to the Reuters Digital News Report and published on institutional myths in Croatian Catholic communities. Professional activities include peer reviewing for Social Compass , membership in UZH's Digital Society Initiative, and organizing academic conferences on migration and religious identity. Her work bridges qualitative and quantitative methodologies, emphasizing societal impacts of digital communication.
Christian Ewerhart is a Professor of Information Economics and Contract Theory at the University of Zurich's Department of Economics. He holds a Ph.D. from the University of Bonn (1997) and has held roles at the Boston Consulting Group and the University of Mannheim. His research focuses on game theory, information economics, and finance applications, with notable contributions to contest theory, strategic behavior in auctions, and blockchain economics. He serves as President of the Oligo Society and a member of the UZH Blockchain Center's Steering Committee. Education: Ph.D. in Economics, University of Bonn, 1997 Research Interests: Game Theory: Equilibrium analysis, contest models, and strategic interactions Information Economics: Voluntary disclosure, signaling, and asymmetric information Finance Applications: Currency markets, auction mechanisms, and blockchain systems Publications: Over 50 peer-reviewed articles in journals like Econometrica , Journal of Economic Theory , and Games and Economic Behavior . Recent work explores game-theoretic implications of mathematical conjectures (e.g., Riemann hypothesis) and multi-player contests. Awards: None listed explicitly; however, his contributions to game theory and economics have earned him significant academic recognition. Advising & Grants: No formal student listings provided. Active in interdisciplinary projects, including blockchain economics and financial cooperative dynamics. Involved in central bank policy research (e.g., ECB working papers on repo markets and refinancing operations). Labs/Teams: Leading roles in the Oligo Society and the UZH Blockchain Center, fostering research collaboration in game theory and applied economics.
Prof. Damian Kozbur is an Associate Professor of Econometrics at the University of Zurich's Department of Economics, affiliated with the Digital Society Initiative. He holds a PhD from the University of Chicago (2014) and has been at UZH since 2016. His research focuses on integrating economic theory with machine learning tools, particularly in high-dimensional econometric models. Key areas include estimation techniques for weak instruments, panel data analysis, and clustering methods for statistical inference. He has contributed to journals like Econometrica and the Journal of Business and Economic Statistics. His work addresses applications such as market dynamics, causal inference in complex data, and policy analysis. Education: PhD in Econometrics from the University of Chicago Booth School of Business (2014), BA in Mathematics (2008). Previous roles include ETH Zurich Fellow (2014–2016). Teaching includes advanced econometrics and machine learning courses for doctoral students. Research Interests: High-dimensional econometrics, model selection, statistical inference, and applications of machine learning to economic problems. His recent articles tackle spatial dependence robustness, debiased machine learning, and forecast hedging with random forests. Professional Service: Associate Editor of the Journal of Business and Economic Statistics since 2022. Active in reviewing for top econometric outlets like Journal of Econometrics and Econometric Theory.
Prof. Dr. Johannes Luger is a Professor in the Department of Business Administration at the University of Zurich, leading the Evidence-Based Strategic Management chair. His research focuses on strategy, decision-making processes, and the integration of quantitative and experimental methods. He explores topics such as AI-human collaboration, organizational structure impacts, and strategic responses to exogenous shocks. He was recently appointed as a Program Director and leads a team including members like Robert Janjic and Yuqi Zheng. His work bridges theory and practice through courses on evidence-based strategy and strategic decision-making. Notable research trends include analyzing the digital transformation's strategic implications, organizational learning dynamics, and the evolving role of leadership in uncertain environments. His experimental approach often involves field studies and large-scale data analysis to validate hypotheses about managerial behavior and organizational outcomes. While no formal awards are listed, his contributions to strategic management and digitalization research are evident through his prolific publication record. Advising and team leadership are central to his role, though specific grants or lab affiliations are not detailed here. His research emphasizes practical applications, such as optimizing organizational decision-making frameworks in the face of rapid technological change.
Helmut M. Dietl is a Full Professor of Services & Operations Management at the University of Zurich's Department of Business Administration. He also serves as Chairman of the Board of Directors of the Center for Research in Sports Administration (CRSA) and Associate Editor of the Journal of Sports Economics . His research focuses on sports economics, organizational economics, and operational strategies. Education: Dr. rer. pol. habil. (1996) and Dr. oec. publ. (1991) from Ludwig-Maximilians-University Munich. He has held visiting professorships at institutions such as the University of Malaga, Pompeu Fabra University, and Gakushuin University. Research Interests: Sports Management, Services & Operations Management, Organizational Theory, and Blockchain applications in business. He has authored/co-authored over 100 peer-reviewed articles, with recent work on blockchain governance in sports, superstar effects in football, and discrimination studies in professional sports. Professional Roles: Member of multiple scientific advisory boards, including the Erich-Gutenberg-Arbeitsgemeinschaft and Swiss Economics. Active in editorial roles for journals like the International Journal of Sport Finance and Review of Managerial Science . Notable Projects: Studies on competitive balance in sports leagues, revenue-sharing models, and the economics of professional athlete compensation. His work bridges institutional economics with real-world applications in sports and operations management.
Prof. Dr. Martin Natter is a Professor of Marketing at the Department of Business Administration, University of Zurich since 2016. He holds a doctorate (1994) and Habilitation (1999) from Vienna University of Economics and Business Administration (VUEB). His research focuses on pricing strategies, sustainability in marketing, and consumer behavior. He has held academic roles at Goethe University Frankfurt (2005–2016) and has been a visiting scholar at institutions like Erasmus University and the University of Wollongong. Education: PhD in Business Administration, VUEB (1994) Habilitation (1999), VUEB Master in MIS, University of Vienna (1991) Research Interests: Pricing and promotion mechanisms (e.g., dynamic pricing, participative pricing) Sustainability strategies to reduce food waste and CO2 footprints Social influence and values in consumer decisions Publications span over 40 peer-reviewed articles in journals like Management Science, Marketing Science, and Journal of Retailing. His work on pay-what-you-want pricing and sustainability interventions has been widely recognized. Awards include the 2018 Emerald Literati Award and the 2014 ISMS/MSI G. Lilien Practice Prize. He co-directs the University Research Priority Program on Social Networks at UZH and is part of initiatives like The Piik, focusing on digital marketing. He has supervised doctoral students who have won multiple best dissertation awards.
Arash Aloosh is a researcher at Dublin City University with affiliations at George Mason University's Donald G. Costello College of Business . His work spans cryptocurrencies, meme stocks, and market microstructure. Research Interests: Aloosh focuses on behavioral finance, investor psychology, and digital asset dynamics. His studies analyze market manipulation, social media influence, and price co-movements in financial and cryptocurrency markets. Publication Trends: Recent articles explore Bitcoin wash trading, meme stock impacts on market efficiency, and cross-asset bubbles. His research combines empirical analysis with behavioral economics and regulatory implications.
Ryan J. Davies is Professor of Finance at Babson College, specializing in market microstructure and regulatory frameworks. His research examines liquidity dynamics, trading mechanisms, and financial market innovations. Professor Davies investigates how market design impacts price discovery and efficiency, with recent work focusing on algorithmic trading systems and cryptocurrency markets. His publications demonstrate consistent methodological rigor in analyzing complex financial datasets.
Christophe Desagre is a researcher at Catholic University of Louvain (UCL) affiliated with Louvain Finance (LFIN) and maintains connections with ICHEC Brussels Management School in Brussels, Belgium. His scholarly work focuses on financial market structure, liquidity dynamics, and modern trading technologies. Primary Institution: Catholic University of Louvain (UCL) Research Unit: Louvain Finance (LFIN) Additional Affiliation: ICHEC Brussels Management School Dr. Desagre's research spans market microstructure, high-frequency trading effects, cryptocurrency market behavior, and the intersection of digital information with financial decision-making. His work combines rigorous quantitative methods with practical market observations to address contemporary challenges in financial systems. His publication record shows a clear trajectory toward analyzing modern market phenomena, with significant contributions in the Journal of Finance (2024) that has garnered over 17,000 downloads. His research often examines how technological advances in trading platforms affect market stability and liquidity conditions. Notable Publication: 'Nonstandard Errors' (Journal of Finance, 2024) with 17,357 downloads and 20 citations Research Themes: Market stability during flash events, cryptocurrency liquidity patterns, retail investor behavior influenced by digital information Dr. Desagre maintains an extensive collaborative network across European academic institutions, frequently partnering with researchers from Université Polytechnique Hauts-de-France and other European finance research centers. His interdisciplinary approach bridges traditional finance theory with emerging digital market phenomena.
Kingsley Fong is a Professor at the UNSW Business School , specifically within the School of Banking and Finance at the University of New South Wales (UNSW). His work primarily focuses on finance, with expertise in financial markets, portfolio management, liquidity analysis, and market microstructure. Research Themes : Liquidity proxies, algorithmic trading, derivatives usage, ex-dividend trading, and market fragmentation. Key Publications : Notable papers include Nonstandard Errors (Journal of Finance, 2024), Algorithmic Trading and Market Quality (JFQA, 2020), and studies on liquidity provision, derivatives, and institutional trading. Collaborations : Co-authored works with international scholars from Singapore Management University, University of Western Australia, Bond University, and Deakin University. Academic Contributions : His research bridges empirical finance with practical portfolio strategies, addressing market efficiency, tax implications, and technological impacts on trading.
Thierry Foucault is Professor of Finance at HEC Paris, researching market microstructure, algorithmic trading, and liquidity. His work analyzes high-frequency trading impacts, market efficiency, and financial innovation. Research Focus: Equilibrium effects of high-frequency trading Impact of alternative data on forecasting Liquidity dynamics in electronic markets Corporate investment decisions under market noise Published extensively in top finance journals with research cited over 49,000 times. Recent work examines nonstandard errors in research and algorithmic pricing mechanisms.
Björn Hagströmer is an Associate Professor at Stockholm University's Stockholm Business School, specializing in financial economics and market microstructure. His research focuses on high-frequency trading, market liquidity dynamics, and the structural evolution of financial markets. He has contributed extensively to understanding fragmentation in European markets, the behavior of high-frequency traders, and the design of optimal trading mechanisms like call auctions. His work bridges theoretical models with empirical analysis of real-world market data, addressing issues such as bid-ask spread biases, limit order cancellations, and the impact of colocation strategies on liquidity provision. Hagströmer's studies often involve collaborations with leading institutions, including the Federal Reserve Bank of St. Louis and Vrije Universiteit Amsterdam. Key themes across his research include evaluating the efficiency of decentralized markets, measuring information revelation through trading activity, and assessing regulatory policies affecting market quality. His findings have been published in top journals like the Journal of Financial Economics and Review of Financial Studies .
Terrence Hendershott is a Professor at the University of California, Berkeley's Haas School of Business, specializing in finance. His research focuses on market microstructure, high-frequency trading, liquidity, and financial market structure. He has published extensively in top finance journals including the Journal of Finance. Institution: University of California, Berkeley - Haas School of Business Research Focus: Market structure, high-frequency trading, liquidity provision Publication Record: Over 40 scholarly papers with significant citations Professor Hendershott's research interests center around financial market structure, particularly examining how technological changes and regulatory interventions impact market quality. His work spans several key areas including high-frequency trading effects on price discovery, liquidity dynamics in electronic markets, and the structure of over-the-counter markets. He has conducted influential research on how market maker inventories affect liquidity, the role of automation in exchanges, and the impact of short sale bans during financial crises. His recent publications show a clear trend toward examining electronic trading platforms, with particular focus on corporate bond markets and the transition from traditional dealer networks to more electronic, auction-based systems. His research spans both equity and fixed income markets, with increasing attention to over-the-counter market structure. Through his extensive publication record in top finance journals, Professor Hendershott has established himself as a leading researcher in market microstructure. His work on high-frequency trading, price discovery, and market liquidity has been widely cited and has influenced both academic research and market regulation. Professor Hendershott has collaborated with numerous leading finance scholars across institutions worldwide, reflecting the collaborative nature of modern finance research. His work often combines theoretical modeling with extensive empirical analysis using high-frequency market data.
