Sebastian Schäfer
Ph.D. Student
E-mail: sebastian.schaefer[at]uni-wuppertal.de
Phone: +49 (0)202 / 439-2885
Office hours: by appointment only
Short CV:
Sebastian Schäfer studied business administration (Bachelor) and finished his Master in Business administration (with major in Finance) at the University of Cologne. In addition to his occupation in business, he has been a Ph.D. student at the University of Wuppertal since 2021 and conducts research in the area of empirical asset pricing.
Research Focus:
- Empirical Asset Pricing
- Behavioral Finance
- Financial Machine Learning
Publications:
- Reversal of Monday returns: It is the afternoon that matters, Finance Research Letters, 2024, (with Uta Pigorsch)
- Anxiety in Returns, Journal of Behavioral Finance, 2023, (with Uta Pigorsch)
- High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning, 2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr), 2022, pp. 1-8 (with Uta Pigorsch)
