Tim Baumgartner

Academic staff

Tim studied Mathematics and Economics ("Wirtschaftsmathematik") at Ulm University and at Fudan University, Shanghai. He gained experience by working in Investment Banking and for a Big Four accounting firm.

Research Interests

• Financial Markets
• Market Microstructure
• Forensic Finance
• Empirical Asset Pricing
• Market Manipulation
• Derivatives
• Crypto Assets

Working Papers

"Has Manipulation in the VIX Decreased?"

   with Andre Guettler.

   Conference Presentations:

• Spanish Finance Association (AEFIN) Finance Forum 2021
• AEFIN PhD Mentoring Day 2021
• International Young Finance Scholars Conference (Peking University) 2021
• German Finance Association (DGF) Annual Meeting 2021, Innsbruck
• Swiss National Bank (SNB) Microstructure Conference 2021, Zurich

"Trust in a Trustless Network: The Case of the Bitcoin Flash Crash on May 19, 2021"

   with Andre Guettler.

   Conference Presentations:

• Spanish Finance Association (AEFIN) Finance Forum 2022, Santiago de Compostela
• AEFIN PhD Mentoring Day 2022, Santiago de Compostela
• British Accounting and Finance Association 2022, Bristol
• Auckland Centre for Financial Research Conference on Derivative Markets 2022
• MIT Golub Center for Finance and Policy (GCFP) 2022, Cambridge, MA
• Boca Corporate Finance and Governance Conference, Boca Raton, FL
• Paris December Finance Meeting 2022
• Chain Workshop 2023, Blockchain Center Kassel University
• Singapore Blockchain and Impact Conference 2023, Singapore Management University (scheduled)
• Economics of Financial Technology Conference, Edinburgh (scheduled)

It has been included into the discussion paper series of the Halle Institute for Economic Research (IWH).

There is also a short and non-technical Medium article covering our main findings.

Previous Title: "Bitcoin Flash Crash on May 19, 2021: What did really happen on Binance?"

Awards

• Swiss Derivative Awards 2022, First Prize (5 000 CHF)
• CFA Quant Awards 2022 (500 EUR), CFA Society
• BAI Science Award 2020 (1 000 EUR) of the German Association for Alternative Investments (Bundesverband Alternative Investments e.V.)
• Dr. Hans Riegel Award 2015, First Prize in Mathematics (600 EUR), University of Düsseldorf

Teaching Assistant

• Summer 2023: Valuation
• Summer 2023: Project Class Asset Management
• Winter 2022/2023: Research in Finance
• Winter 2022/2023: Fundamentals of Business Administration
• Winter 2022/2023: Business Unit Strategy and Corporate Finance
• Summer 2022: Valuation
• Summer 2022: Project Class Asset Management
• Winter 2021/2022: Research in Finance
• Winter 2021/2022: Introduction to Business Administration
• Winter 2021/2022: Business Unit Strategy and Corporate Finance
• Summer 2021: Valuation
• Summer 2021: Project Class Asset Management

I offer Master thesis supervision for motivated students. Have a look at our proposals or feel free to bring your own idea.