Christoph Schenzler

Research Associate of Finance

Subject Area(s): Finance

Christoph Schenzler teaches Financial Data Analysis, which introduces Owen students to the many financial databases used in empirical research in finance. His course, for Ph.D. students and MBAs interested in analytically oriented finance positions, uses the SAS programming language to access these databases and to analyze the data. Dr. Schenzler, who has taught at Vanderbilt since 1989, also maintains and develops databases that are used by investigators in finance, accounting and economics. He is currently working with Professor Hans Stoll on a paper, "Out-Trades: Trading Option, Reporting Delay or Trade Size," which is under review.

Education:
M.A., Vanderbilt University
Ph.D., Vanderbilt University, 1998

Research Interest(s):
Determinants of trading costs, financial data analysis.

Area(s) of Expertise:
Financial databases, SAS programming language.