Research output per year
Research output per year
Personal profile
Overview
Current Position
Since 2014: Assistant Professor of Finance, Manchester Business School
Qualifications
2013 PhD in Economics, Karlsruhe Institute of Technology (KIT), Dissertation: High-Frequency Trading in Financial Markets
2013 Visiting researcher at ESSEC Business School, HU Berlin
2012 Visiting researcher at University of Toronto
2009 M.Sc. in Industrial Engineering, Georgia Institute of Technology, Atlanta, USA
2008 Undergraduate Studies in Business Engineering and Management, KIT, Karlsruhe, Germany
Prizes and awards
2017-2020 ESRC grant "Experimental Assessment of the Societal Impact of Algorithmic Traders in Asset Markets" (Co-I) joint with Jason Shachat & Julian Williams, Durham University, and Tibor Neugebauer, University of Luxembourg
2014 Young Economist, 5th Nobel Laureates Meeting in Lindau
2012 EFA Doctoral Tutorial Best Paper Prize and CQA Award
2012 IME Graduate School Best Paper Award (1st prize)
2012 Karlsruhe House of Young Scientists - International fellowship for research visit at University of Toronto
2012 Karl Steinbuch scholarship of MFG Stiftung Baden-Württemberg
2012 Research grant for Experimental HFT Project
2011 Research grant for HFT Project
2010-2013 Doctoral fellowship of German National Science Foundation (Deutsche Forschungsgemeinschaft)
2009 Scholarship of German National Academic Foundation (Studienstiftung des Deutschen Volkes)
2008-2009 Fulbright and VDAC scholarship
Memberships of committees and professional bodies
Member of: American Finance Association, European Finance Association, Financial Management Association, German Finance Association
Referee for: Journal of Empirical Finance, Journal of Banking and Finance, Econometrics MDPI, European Journal of Finance, Journal of Futures Markets, Quarterly Review of Economics and Finance, ERIC, FBI, Business & Information Systems Engineering, ECIS, Wirtschaftsinformatik
2015/17 Program committee member, European Retail Investment Conference, Stuttgart, Germany
2011 Organizing team member, 12th Symposium of Finance, Banking and Insurance (FBI), Karlsruhe, Germany
Other research
Conference & Seminar Presentations (*-by co-author, D-Discussion)
2018 American Finance Association
2017 Vienna-Copenhagen Conference on Financial Econometrics*, European Financial Management Association*, INFINITI*, BENC Symposium Newcastle, SAFE Microstructure Conference (D)
2016 Kyle Conference*, Dauphine Microstructure Workshop, Financial Econometrics and Empirical Asset Pricing Conference, German Finance Association*, 3rd SAFE Market Microstructure Workshop
2014 London School of Economics
2013 Uni Mannheim, KU Leuven, WU Wien, HU Berlin, Manchester Business School, Uni St. Gallen
2012 8th Annual Central Bank Workshop on the Microstructure of Financial Markets, Financial Management Association Annual Meeting, Northern Finance Association, Chicago Quantitative Alliance Fall Conference, European Finance Association Doctoral Tutorial, 5th Erasmus Liquidity Conference Doctoral Symposium, International Conference of the French Finance Association, University of Toronto, NASDAQ Brownbag Seminar, University of Maryland
2011 German Finance Association Doctoral Tutorial, European Retail Investment Conference Doctoral Consortium, Universität Zürich
Research interests
Market Microstructure, Experimental Finance, FinTech (Open Banking, Cryptocurrencies), LawTech and Legal Tech
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Areas of expertise
- HG Finance
Research Beacons, Institutes and Platforms
- Digital Futures
Fingerprint
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Non-Standard Errors
Kazak, E., Kolokolov, A., Mu, L., Rognone, L., Schenk-Hoppé, K. R., Zhang, S. & et al., 14 Feb 2023, (Accepted/In press) In: Journal of Finance.Research output: Contribution to journal › Article › peer-review
6 Downloads (Pure) -
Speed traps: Algorithmic trader performance under alternative market balances and structures
Peng, Y., Shachat, J., Wei, L. & Zhang, S., 12 Nov 2023, (Accepted/In press) In: Experimental Economics.Research output: Contribution to journal › Article › peer-review
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Legal Tech and Lawtech: Towards a Framework for Technological Trends in the Legal Services Industry
Harper, C. & Zhang, S., 5 Apr 2021, Market Engineering: Insights from Two Decades of Research on Markets and Information. Gimpel, H., Krämer, J., Neumann, D., Pfeiffer, J., Seifert, S., Teubner, T., Veit, D. & Weidlich, A. (eds.). 1 ed. Springer Nature, p. 183-197 15 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
Open Access -
News Sentiment in the Cryptocurrency Market: an Empirical Comparison with Forex
Rognone, L., Hyde, S. & Zhang, S., 2020, In: International Review of Financial Analysis.Research output: Contribution to journal › Article › peer-review
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Asymmetric News Responses of High-Frequency and Non-High-Frequency Traders
Zhang, S., 2019, In: The Financial Review (Statesboro).Research output: Contribution to journal › Article › peer-review
Open AccessFile16 Downloads (Pure)
Projects
- 1 Finished
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Bilateral ESRC/FNR: Experimental Assessment of the Societal Impact of Algorithmic Traders in Asset Markets
1/12/17 → 30/11/20
Project: Research
Prizes
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EFA Doctoral Tutorial Best Paper Prize
Zhang, Sarah (Recipient), 2012
Prize: Prize (including medals and awards)
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IME Graduate School Best Paper Award
Zhang, Sarah (Recipient), 2012
Prize: Prize (including medals and awards)