Personal profile
Personal information
Lucas Saru is a PhD candidate at the department of Finance of the Vrije Universiteit Amsterdam.
Research
Financial Econometrics, Market Microstructure, Time Series Econometrics
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Research output
- 1 PhD-Thesis - Research and graduation internal
-
Econometric Analyses of Financial Markets: Essays on Market Microstructure
Saru, I. L., 9 Feb 2026, 217 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile87 Downloads (Pure)
Prizes / Grants
-
Best paper award for Lucas Saru and Albert J. Menkveld
Şaru, I. L. (Recipient) & Menkveld, A. (Recipient), 7 Sept 2023
Prize / Grant: Prize › Academic
-
best paper award in Investments and Asset Pricing at the FMA’s 2023 European Conference in Aalborg from June 7-9.
Şaru, I. L. (Recipient), 9 Jun 2023
Prize / Grant: Prize › Academic
Press/Media
-
Tinbergen Institute team selected for the Alberto Giovaninni Programme for Data Science
Menkveld, A., Yu, S. & Şaru, I. L.
25/11/22
1 item of Media coverage
Press/Media: Expert Comment