Martin Thyrsgaard

Martin Thyrsgaard is a Postdoctoral Researcher at Kellogg School of Management, Northwestern University. Prior to this, he was at Aarhus University and CREATES from where he obtained his PhD in 2019. His research lies in the intersection of high-frequency financial econometrics, asset pricing, and market microstructure with a specific focus on intraday patterns arising from the way in which financial markets are organized. His work has been published in leading academic journals such as Journal of Econometrics and Journal of the American Statistical Association.

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