Humboldt-Universität zu Berlin - Finance Group

Curriculum Vitae - Maria Kasch

Dr. habil. Maria Kasch

Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität zu Berlin
Dorotheenstr. 1
10117 Berlin

maria.kasch [at]

Office hours: Mondays, 11:00 - 12:00


  • Empirical Asset Pricing
  • Sources of Volatility
  • Market Frictions
  • Trading and Price Dynamics


Advanced Financial Economics: Asset Pricing (PhD level), Spring 2016

Behavioral Finance and Asset Pricing, since Spring 2017

Empirical Research in Finance, Spring 2018


Stern School of Business, NYU, Department of Finance

Federal Reserve Bank of New York

University of Texas at Austin, Department of Finance



Systematic Risk and Share Turnover

Finalist for the Best Paper Award, FMA European Conference 2016; Humboldt/ESMT Finance-Accounting Research Seminar 2016; Paris December Finance Meeting 2016

Is There an S&P 500 Index Effect? with Asani Sarkar

Federal Reserve Bank of New York Staff Report no. 484; Portuguese Finance Network 2014; FIRS 2013; 1st Luxembourg Asset Management Summit 2012; 9th European Winter Finance Summit (Skinance) 2013; DGF 2013; University of Mannheim; University of Texas at Austin; University of Rotterdam; Federal Reserve Bank of New York

Market Crashes, with Jose Gonzalo Rangel and Moritz Weigand

Central Bank Workshop on the Microstructure of Financial Markets 2011, DGF 2011, FMA 2011, European Meeting FMA 2010, University of Mannheim


Volatility Threshold Dynamic Conditional Correlations: An International Analysis, with Massimiliano Caporin, 2013, Journal of Financial Econometrics 11 (4), 706-742

A Closer Look at Comovements Among Stock Returns, with Allan Zebedee, 2009, Journal of Economics and Business 61, 279-294

Competition between Exchanges: Euronext versus Xetra, with Erik Theissen, 2008, European Financial Management 15, 181-207

Volatility in the Transition Market of Central Europe, with Simon Price, Applied Financial Economics 11, 93 - 105


Kil A. Y., Capital Heterogeneity, Volatility Shock, and the Value Premium, Paris December Finance Meeting 2016

Liu H. and L. Peng, Investor Attention: Seasonal Patterns and Endogenous Allocations, FMA European Conference 2016 

Peress J. and D. Schmidt, Glued to the TV: The Trading Activity of Distracted Investors, European Finance Association 2015

Keloharju M., Linnainmaa J.T., and P. Nyberg, Common Factors in Return Seasonalities, European Finance Association 2014


ING Barings, Emerging Markets Research, London

Allianz Asset Management, Passive Portfolio Management, Munich