Personal profile

Personal information

Norman received his PhD from Goethe University in Frankfurt and subsequently worked as Assistant Professor of Finance at University of St. Gallen. 2012 he moved to Amsterdam to work as an Assistant Professor of Finance (tenured 2017) at the finance department of the VU University. In 2019 he has been promoted to Associate Professor of Finance. Norman is a visiting scholar at Dutch National Bank and frequently visits Columbia Business School NYC as research scholar as well. From 2014-2017 he served as Associate Editor of the Journal of Banking and Finance and is affiliated to the Tinbergen Research Institute as research fellow.

Research

Norman’s primary research interests are the fields of asset pricing, financial econometrics, derivatives, commodities, international macroeconomics and finance. His research has been published in the Review of Financial Studies, Journal of Business & Economic Statistics, Journal of Economic Dynamics & Control, Journal of Financial Markets, Journal of Empirical Finance, Journal of Banking and Finance, European Journal of Operational Research and Journal of Futures Markets.

Teaching

Master of Finance:

  • Derivatives
  • Research Project Finance
  • Supervising Master Thesis Class

Minor Applied Econometrics: A Big Data Experience for All

  • Empirical Finance

Pre Master Program:

  • Academic Paper Writing Class

Postgraduate Program Risk Management for Financial Institutions:

  • Black&Scholes, Risk Management, and Implied Volatility
  • Quantiative Risk Management

Postgraduate Program VBA-Opleiding Investment Management:

  • Derivatives
  • Quantiative Risk Management

Postgraduate Program Treasury Management:

  • Credit Risk
  • Quantiative Risk Management
  • Futures and Options

Grants

NWO pilot project high performance computing grant

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Keywords

  • HG Finance
  • HA Statistics

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
  • Option pricing of earnings announcement risks

    Dubinsky, A., Johannes, M., Kaeck, A. & Seeger, N. J., Feb 2019, In: The Review of Financial Studies. 32, 2, p. 646-687 42 p.

    Research output: Contribution to JournalArticleAcademicpeer-review

    Open Access
    File
    229 Downloads (Pure)
  • Empirical Analysis of Affine vs. Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices

    Seeger, N. J., Rodrigues, P. J. M. & Ignatieva, K., 2015, In: Journal of Business and Economic Statistics. 33, 1, p. 68-75 24 p.

    Research output: Contribution to JournalArticleAcademicpeer-review

    File
    286 Downloads (Pure)
  • Non-Standard Errors

    Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johanneson, M., Kirchler, M., Razen, M., Weitzel, U., Abad, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J. J., Bach, A., & 321 othersBaidoo, E., Bakalli, G., Barbon, A., Bashchenko, O., Bindra, P. C., Bjonnes, G. H., Black, J. R., Black, B. S., Bohorquez, S., Bondarenko, O., Bos, C. S., Bosch-Rosa, C., Bouri, E., Brownlees, C. T., Calamia, A., Cao, V. N., Capelle-Blancard, G., Capera, L., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chernov, M., Cheung, W. M. Y., Chincarini, L. B., Chordia, T., Chow, S. C., Clapham, B., Colliard, J-E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, R. J., De Blasis, R., De Nard, G., Declerck, F., Deev, O., Degryse, H., Deku, S., Desagre, C., Van Dijk, M. A., Dim, C., Dimpfl, T., Dong, Y. J., Drummond, P., Dudda, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A. H., Dzieliński, M., Eksi, A., El Kalak, I., ter Ellen, S., Eugster, N., Evans, M. D. D., Farrell, M., Félez-Viñas, E., Ferrara, G., FERROUHI, E. M., Flori, A., Fluharty-Jaidee, J., Foley, S., Fong, K. Y. L., Foucault, T., Franus, T., Franzoni, F. A., Frijns, B., Frömmel, M., Fu, S., Füllbrunn, S., Gan, B., Gehrig, T., Gerritsen, D., Gil-Bazo, J., Glosten, L. R., Gomez, T., Gorbenko, A., Güçbilmez, U., Grammig, J., Gregoire, V., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J. H., Harris, L., Hartmann, S., Hasse, J-B., Hautsch, N., He, X-Z. T., Heath, D., Hediger, S., Hendershott, T. J., Hibbert, A. M., Hjalmarsson, E., Hoelscher, S., Hoffmann, P., Holden, C. W., Horenstein, A. R., Huang, W., Huang, D., Hurlin, C., Ivashchenko, A., Iyer, S. R., Jahanshahloo, H., Jalkh, N., Jones, C. M., Jurkatis, S., Jylha, P., Kaeck, A., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., van Kervel, V., Khan, S., Khomyn, M., Klein, T., Klein, O., Klos, A., Koetter, M., Krahnen, J. P., Kolokolov, A., Korajczyk, R. A., Kozhan, R., Kwan, A., Lajaunie, Q., Lam, F. Y. E. C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, H., Liew, C. Y., Lindner, T., Linton, O. B., Liu, J., Liu, A., Llorente-Alvarez, J-G., Lof, M., Lohr, A., Longstaff, F. A., Lopez-Lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D. C., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Nordén, L. L., O'Neill, P., Obaid, K., Ødegaard, B. A., Östberg, P., Painter, M., Palan, S., Palit, I., Park, A., Pascual Gascó, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A. J., Pearson, N. D., Pelizzon, L., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O-A., Prodromou, T., Putnins, T. J., Raizada, G., Rakowski, D. A., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Wang, R., Renò, R., Riddiough, S., Rinne, K., Rintamäki, P., Riordan, R., RITTMANNSBERGER, T., Rodríguez Longarela, I., Rösch, D., Rognone, L., Roseman, B., Rosu, I., Roy, S., Rudolf, N., Rush, S., Rzayev, K., Rzeźnik, A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, K. R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M. A., Seasholes, M. S., Seeger, N., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L. A., Söderlind, P., Sojli, E., Sokolov, K., Spokeviciute, L., Stefanova, D., Subrahmanyam, M. G., Neusüss, S., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W. W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A. B., Vaduva, M., Valente, G., Van Ness, R. A., Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., van der Wel, M., Werner, I. M., Westerholm, P. J., Westheide, C., Wipplinger, E., Wolf, M., Wolff, C. C. P., Wolk, L., Wong, W. K., Wrampelmeyer, J., Wu, Z-X., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P. K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, S., Yueshen, B. Z., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S., Zhang, S., Zhang, X., Zhong, Z., Zhou, Z. I., Zhou, C., Zhu, X., Zoican, M., Zwinkels, R. C. J., Chen, J., Duevski, T., Gao, G., Gemayel, R., Gilder, D., Kuhle, P., Pagnotta, E., Pelli, M., Sönksen, J., Zhang, L., Ilczuk, K., Bogoev, D., Qian, Y., Wika, H. C., Yu, Y., Zhao, L., Mi, M. & Bao, L., 2024, (Accepted/In press) In: Journal of Finance.

    Research output: Contribution to JournalArticleAcademicpeer-review

    Open Access
  • A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks

    Pollastri, A., Rodrigues, P., Schlag, C. & Seeger, N. J., Jan 2023, In: Journal of Empirical Finance. 70, p. 322-341 20 p.

    Research output: Contribution to JournalArticleAcademicpeer-review

    Open Access
  • Price impact versus bid–ask spreads in the index option market

    Kaeck, A., van Kervel, V. & Seeger, N. J., Jun 2022, In: Journal of Financial Markets. 59, Part A, p. 1-22 22 p., 100675.

    Research output: Contribution to JournalArticleAcademicpeer-review

    Open Access