I am tenure-track assistant professor of Finance at the Department of Economics at the University in Copenhagen and a research fellow at the Danish Finance Institute.

I have a deep interest in the economic implications and evolution of blockchain-based settlement in financial markets. I pursue research questions related to market fragmentation, high frequency trading and big data in financial applications. My research is thus anchored in the intersection of market microstructure, asset pricing and financial econometrics.

I am also co-author of the books Tidy Finance with R and Tidy Finance with Python, written with my colleagues Christoph Frey, Christoph Scheuch and Patrick Weiss.

You can find my current research on SSRN and arXiv.


  • DeFi and Blockchain Technology
  • Big Data in Finance
  • Financial Econometrics


  • PhD in Finance, 2020

    Vienna Graduate School of Finance

  • MSc in Mathematical Finance, 2015

    University of Konstanz



Some of my lecture notes:


  • Øster Farigmagsgade 5, Bygning 26.3.02, København K, 1353