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

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

When Bigger Is Better: The Impact of a Tiny Tick Size on Undercutting Behavior

Dyhrberg, A. H., Foley, F. & Svec, J. (2022)

Journal of Financial and Quantitative Analysis (Forthcoming)

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

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

One Coin, Many Markets: How Market Frictions Affect Arbitrageurs

Anne Haubo Dyhrberg

Video presentation of the paper

The Tokenization of Financial Markets

Anne Haubo Dyhrberg, Sean Foley & Talis Putnins

Closing Time: Effects of the closing mechanism and design on market quality

Anne Haubo Dyhrberg, Ester Felez-Vinas, Sean Foley & Talis Putnins

Seminars and Conferences

2021

Paris Webinar on Financial Technology and Crypto, July 7th 2021

2020

European Finance Association Annual Meeting, virtual conference, August 19-22 2020

2019

Accounting and Finance Association of Australia and New Zealand Doctoral Symposium, University of Queensland, Australia, July 3-5 2019

European Financial Management Association, University of Azores, Portugal, June 26-29 2019

2018

Financial Research Network Annual Conference, University of Queensland, Australia, November 14-16 2018

Behavioral Finance and Capital Markets Conference, La Trobe University, Australia, September 24-26 2018

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

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