I am a Ph.D student at the University of St.Gallen, working at the chair of Prof. Manuel Ammann at the Swiss Institute of Banking and Finance.
My research work focuses on empirical asset pricing and risk management with a special focus on cryptoassets. My job market paper introduces active addresses-to-network value as an additional common risk factor in the returns on cryptoassets.
Further, I am interested in DeFI, machine learning, innovative finance, data science, and web scraping.
Email: luca.liebi at unisg.ch