Reichenbacher

Dr. rer. pol. Michael Reichenbacher

Alumnus

Blücherstr. 17
76185 Karlsruhe

Short Profile

2016 - 2021: PhD student and research assistant, Karlsruhe Institute of Technology (KIT), Karlsruhe
2014 - 2016: M.Sc. Industrial Engineering and Management, Karlsruhe Institute of Technology (KIT), Karlsruhe
2010 - 2014: B.Sc. Mathematics, Karlsruhe Institute of Technology (KIT), Karlsruhe
2013: Mathematics, Universidad de Valencia, Valencia

Teaching

Asset Pricing SS2020
Asset Pricing SS2019
Asset Pricing SS2018
Fixed-income securities WS2017/18

Main Research Topics

Measuring liquidity in bond markets
Analysis of liquidity effects
Higher-order risk in bond markets

Publications

Müller, M.; Reichenbacher, M.; Schuster, P.; Uhrig-Homburg, M. (2023), Expected Bond Liquidity.
Reichenbacher, M.; Schuster, P. (2022), Size-Adapted Bond Liquidity Measures and Their Asset Pricing Implications, Journal of financial economics, 146 (2), 425–443.

Conference Talks

Size-Adapted Bond Liquidity Measures: 2020 Annual Meeting of the American Finance Association, San Diego; Financial Management Association Annual Meeting 2019, New Orleans; SAFE Asset Pricing Workshop 2018, Frankfurt; DGF PhD Workshop 2017, Ulm;