معرفی
Sebastian Vogel is an Assistant Professor in the Department of Finance at the Erasmus School of Economics, Erasmus University Rotterdam. His research lies at the intersection of finance, econometrics, and statistical inference, with a strong emphasis on methodological rigor and market design.
His research interests include financial econometrics, uncertainty modeling, hypothesis testing, and market microstructure. He investigates how statistical methods can be improved in financial contexts and explores the impact of information costs and market structure on trading outcomes.
The most recent publications show a consistent focus on methodological challenges in empirical finance, particularly around error estimation and market design. His work combines theoretical statistics with practical applications in financial markets, contributing to both academic and policy-relevant discussions.
Scientific Contributions:
- Co-authored "Nonstandard Errors" in the Journal of Finance (2024), a high-impact study on statistical inference in finance.
- Authored "When to introduce electronic trading platforms in over-the-counter markets?" (2019), addressing critical issues in market infrastructure.
He is actively engaged in research collaborations across international institutions, as evidenced by co-authorship with scholars from diverse backgrounds. While no formal advising or grant information is available, his publications suggest strong engagement with current debates in finance and econometrics.
Sebastian Vogel contributes to advancing knowledge in financial economics through rigorous empirical and theoretical work, particularly in improving statistical practices and understanding market dynamics.