Anne Haubo Dyhrberg
Assistant Professor at Wilfrid Laurier University, Lazaridis School of Business and Economics
Research Interests
Market microstructure, cryptocurrency exchanges, blockchain design
Education & Academic Affiliation
Wilfrid Laurier University, Department of Finance
Assistant Professor, 2021-present
University of Sydney, Department of Finance
PhD in Finance. Supervisors Sean Foley and Jiri Svec, 2017 - 2021
VU Amsterdam
Visiting Scholar, two month visit. Host Albert Menkveld, 2020
Ohio State University
Visiting Scholar, two month visit, cancelled due to pandemic. Host Ingrid Werner, 2020
University College Dublin
MSc Economics. Thesis supervisor Vincent Hogan, 2014 - 2015
Copenhagen Business School
BSc International Business. Thesis supervisor Niels Blomgren-Hansen, 2011 - 2014
Publications
Non-Standard Errors
Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Razen, M., Weitzel, U., Dyhrberg, A.H., et. al. (2023)
Journal of Finance (Forthcoming).
When Bigger Is Better: The Impact of a Tiny Tick Size on Undercutting Behavior
Dyhrberg, A. H., Foley, F. & Svec, J. (2023)
Journal of Financial and Quantitative Analysis, 58(6), 2387-2416.
Can Digital Assets and Markets: A Transaction Cost Analysis of Market Architectures
Aspris, A., Dyhrberg, A. H., Foley, F. & Putnins, T. (2022)
Swift Institute.
Can Bitcoin be Trusted? Quantifying the Economic Value of Blockchain Transactions
Cole, B., Dyhrberg, A. H., Foley, F. & Svec, J. (2022)
Journal of International Financial Markets, Institutions and Money, 79, 101577.
How investible is Bitcoin? Analyzing the Liquidity and Transaction Costs of Bitcoin markets
Dyhrberg, A. H., Foley, F. & Svec, J. (2018)
Economics Letters, 171, 140-143.
Bitcoin, Gold and the Dollar – A GARCH Volatility Analysis
Dyhrberg, A. H. (2016)
Finance Research Letters, 16, 85-92.
Hedging Capabilities of Bitcoin. Is it the Virtual Gold?
Dyhrberg, A. H. (2016)
Finance Research Letters, 16, 139-144.
Working Papers
The Retail Execution Quality Landscape
Anne Haubo Dyhrberg, Andriy Shkilko, & Ingrid Werner
One Coin, Many Markets: How Market Frictions Affect Arbitrageurs
Anne Haubo Dyhrberg
How Should We Ring the Closing Bell? Determining Optimal Closing Auction Design
Anne Haubo Dyhrberg, Ester Felez-Vinas, Sean Foley & Talis Putnins
Seminar and Conference Presentations
2024
American Finance Association Annual Meeting, San Antonio, USA.
2023
Seminar at University of Graz, Austria.
Central Bank Conference on the Microstructure of Financial Markets, Washington D.C., USA.
Financial Management Association Annual Meeting, Chicago, USA.
Northern Finance Association Annual Meeting, Toronto, Canada.
European Finance Association Annual Meeting, VU Amsterdam, Netherlands.
NBER Big Data and High-Performance Computing for Financial Economics Conference, Boston, USA.
Webinar – After FTX collapse: can cryptoassets be ethical?2020
European Finance Association Annual Meeting, virtual conference.
2019
Accounting and Finance Association of Australia and New Zealand Doctoral Symposium, University of Queensland, Australia.
European Financial Management Association, University of Azores, Portugal.
2018
Financial Research Network Annual Conference, University of Queensland, Australia.
Behavioral Finance and Capital Markets Conference, La Trobe University, Australia.
Teaching
2022
Undergraduate course Financial Management II BU393 at Wilfrid Laurier University.
2021
Undergraduate course Financial Management II BU393 at Wilfrid Laurier University.
2019
Postgraduate course Algorithmic Trading FINC3014 at the University of Sydney.
2018
Undergraduate course Corporate Finance I FINC2011 at the University of Sydney.
Honors and Awards
Social Sciences and Humanities Research Council of Canada Insight Development Grant (2022).
Best paper award for "When bigger is better: The impact of a tiny tick size on undercutting behavior" at the Cryptocurrency Research Conference, University of Southampton, June 15-16 2019.
University of Sydney Business School Research Scholarship Award (2018).
Reviewing work
Journal of Financial and Quantitative Analysis
Energy Economics, Elsevier
Journal of Futures Markets, John Wiley & Sons
Applied Economics, Taylor & Francis
Economic Modelling, Elsevier
Finance Research Letters, Elsevier
Economics Letters, Elsevier
Journal of International Financial Markets, Institutions and Money, Elsevier
International Journal of Managerial Finance, Emerald Publishing
Journal of International Money and Finance, Elsevier
Asia-Pacific Journal of Financial Studies, John Wiley & Sons
Financial Markets and Portfolio Management, Springer
North American Journal of Economics and Finance, Elsevier
Quarterly Review of Economics and Finance, Elsevier
Research in International Business and Finance, Elsevier
International Journal of Business Excellence, Inderscience Publishers
Australasian Journal of Applied Finance, Fansia
International Journal of Finance and Economics, John Wiley & Sons
International Review of Economics and Finance, Elsevier
Physica A: Statistical Mechanics and its Applications, Elsevier