Dr. Timo Schäfer
Alumnus
Timo Schäfer received his Master in Banking&Finance and Data Science from the University of Zurich in February 2018 and a Bachelor in Economics from the University of Heidelberg in July 2014. Besides his studies he worked as a research assistant at the Chair of Logistics Management at the ETH Zurich and at the Chair of Macroeconomics and Political Economy at the University of Zurich. Timo Schäfer gained practical experience while working at Deka, Deutsche Bundesbank and Swiss Financial Market Supervisory Authority FINMA.
Publications
VHB C
(2020)
Leveraging Textual Analyst Sentiment for Investment
FinanceCom 2020, Lecture Notes in Business Information Processing (LNBIP), Vol. 401, pp. 59-74, Eds.: B. Clapham and J.-A. Koch; Springer, Cham 2020
No VHB Rating
(2022)
The Value of Information in Financial Markets - Evidence from Text as Data
Dissertation Thesis, Goethe-University Frankfurt
(2021)
Professional vs. Non-Professional Analysts: Evidence from the Cross-Section of Stocks
Working Paper; presented at the 27th Annual Meeting of the German Finance Association (DGF 2021); Innsbruck, Austria
(2021)
Qualitative Information in Analyst Reports and Investment Profitability
Working Paper; presented at the 37th International Conference of the French Finance Association (AFFI 2021)
(2020)
Mutual Funds and Qualitative Disclosure: Information Content of Fund Prospectuses
Working Paper; presented at the 7th Paris Financial Management Conference (PFMC 2019), the 47th Annual Meeting of the European Finance Association (EFA 2020), and the 30th Annual Meeting of the European Financial Management Association (EFMA 2021)
Sponsors
The following sponsors support efl - the Data Science Institute Frankfurt
