Dr. Lidan Großmaß

Wissenschaftliche Mitarbeiterin


Düsseldorf Institute for Competition Economics (DICE)
University of Duesseldorf
Universitätsstr. 1
40225 Düsseldorf
Germany

Gebäude 25.43 Raum 02.33
Tel.: +49 211 81-14872

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Akademische Laufbahn

04/2013

PhD in Quantitative Economics and Finance, University of Konstanz

07/2006

Master of Science in Economics (Applied), Singapore Management University

07/2005

Bachelor of Engineering (Chemical), National University of Singapore

Positionen

seit 04/2019

Post-Doc, Düsseldorf Institute for Competition Economics (DICE), Heinrich-Heine University Düsseldorf

10/2009-05/2013

Research and teaching assistent, Marie Curie early-stage research fellow, Econometrics Department, University of Konstanz

2011-2012

Visiting Researcher, Manchester Business School, U.K.

05/2007-05/2008

Market Risk Analyst, United Overseas Bank, Singapore

11/2006-05/2007

Corporate Finance Senior Officer, Bank of Tokyo-Mitsubishi UFJ, Singapore

Repräsentative Veröffentlichungen

Aktuelle Forschung

  • "Uncovering the Nonlinear Dynamics of CDS Spreads Based on CDS Liquidity and other Conditioning Variables” (with Ser-Huang Poon, revise and resubmit)
  • ”Ultra Short Tenor Yield Curves For High-Frequency Trading and Blockchain Settlement” (with Anton Golub and Ser-Huang Poon, revise and resubmit)
  • "Does gender diversity impact performance and social responsible investment decisions in mutual funds?” (with Ser-Huang Poon and Lin Ming-Tsung)
  • "Measuring Spillover Effects of Electricity Prices in Europe” (with Ulrich Heimeshoff)

Lehr- und Forschungsinteressen

  • Quantitative risk management
  • Financial Econometrics
  • High Frequency Data Analysis
  • Time series forecasting
  • Machine Learning
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