Dr. Sebastian Schroff

Dissertation

Investor Behavior in the Market for Bank-Issued Structured Products

Publications

  • Burghof, H.-P., Koch, C., Schroff, S., Spankowski, S. (2016): From Traditional Floor Trading to Electronic High Frequency Trading - Market Implications and Regulatory Aspects, in "Banking & Finance in Historical Perspective" (forthcoming).
  • Schroff, S. (2015): Investor Behavior in the Market for Bank-Issued Structured Products, in "Studienreihe der Stiftung Kreditwirtschaft - Verlag Wissenschaft und Praxis".
  • Schroff, S., Meyer, S., Burghof, H.-P. (2015): Retail Investor Information Demand - Speculating and Investing in Structured Products, in "European Journal of Finance" (forthcoming).
  • Meyer, S., Schroff, S., Weinhardt, C. (2014): (Un)skilled Leveraged Trading of Retail Investors, in "Financial Markets and Portfolio Management", 28(2), 111-138.
  • Burghof, H.-P., Koch, C., Meyer, S., Schroff, S. (2014): Retail Investor Behavior and Financial Retail Products, in "Credit and Capital Markets", 47(1), 177-189.
  • Sauter, O., Schroff, S., Spankowski, U., Burghof, H.-P. (2013): Talking by Numbers - Communicated Uncertainty of the ECB, in "Intereconomics - Review of European Economic Policy", 48(5), 287-292.
  • Burghof, H.-P., Meyer, S., Schroff, S., Weinhardt, C. (2013): Bepreisungsverhalten am deutschen Zertifikatemarkt, in "Zeitschrift für das gesamte Kreditwesen", 65(4), 44-47.
  • Burghof, H.-P., Schroff, S., Spankowski, U. (2012): Applied Web-based Sentiment Analysis in Financial Markets, in "Banking and Information Technology", 13(3), 26-34.
  • Burghof, H.-P., Schroff, S., Spankowski, U. (2012): Die Suche nach dem verborgenen Finanzwissen, in "Die Bank - Zeitschrift für Bankpolitik und Bankpraxis", 10/2012, 86-90.

Former tasks at the chair

  • Trading & Exchanges (WS 14/15, WS 15/16)
  • Bachelor Seminar: Trading (SS 14)
  • Theory of Debt & Bank Lending (SS 12, SS 13)
  • Financial Intermediation (SS 13)
  • Portfolio Management (SS 12)
  • Master Seminar: The Derivatives Business of Banks during the Financial Crisis (SS 12)
  • Bachelor Seminar: Initial Public Offerings (SS 12)
  • Master Seminar: Effects of the Financial Crisis (WS 11/12)

Presentations

  • Midwest Finance Association Conference 2013, MFA (Chicago, USA)
  • Swiss Society for Financial Market Research Conference 2013, SGF (Zurich, Switzerland)
  • International French Finance Association Conference 2013, AFFI (Lyon, France)
  • INFINITI International Finance Conference 2013, INFINITI (Aix-en-Provence, France)
  • European Financial Management Association Conference 2013, EFMA (Reading, UK)
  • Asian Finance Association Conference 2013, ASFA (Nanchang, China)
  • Australasian Finance and Banking Conference 2013, AFBC (Sydney, Australia)
  • Research Seminar Banking & Finance 2014 – Invited Speaker (Innsbruck, Austria)

Working Papers

  • Individual Investor Trading in Leverage Products - Risk Appetite and Positioning around Earnings Announcements; with Stephan Meyer and Hans-Peter Burghof; Download

    • Presented at the 16th Annual Conference of the Swiss Society for Financial Market Research, SGF (Zurich, Switzerland)
    • Presented at the 62nd Midwest Finance Association Annual Conference (Chicago, USA)
    • Presented at HVB Doctoral Seminar 2012 (Regensburg, Germany)
    • Accepted at the 52nd Southwestern Finance Association Annual Conference (Albuquerque, USA)
    • Accepted at the 49th Eastern Finance Association Annual Conference (St. Pete Beach, USA)
    • Accepted at the 26th Australasian Finance and Banking Conference, AFBC (Sydney, Australia)

  • Retail Investor Information Demand - Speculating and Investing in Structured Products; with Stephan Meyer and Hans-Peter Burghof; Download

    • Presented at the 30th International French Finance Association Conference, AFFI (Lyon, France)
    • Presented at the 11th INFINITI Conference on International Finance (Aix-en-Provence, France)
    • Presented at the 2013 Asian Finance Association Annual Conference (Nanchang, China)
    • Accepted at the 53rd Southern Finance Association Annual Conference (Fajardo, Puerto Rico)
    • Accepted at the 26th Australasian Finance and Banking Conference, AFBC (Sydney, Australia)

  • Media Sentiment and Leveraged Trading; with Michael Siering; 

    • Presented at the 26th Australasian Finance and Banking Conference, AFBC (Sydney, Australia)