Thomas Gruenthaler

Welcome to my homepage!

I am an Assistant Professor of Finance at Tilburg University.

I have obtained my Ph.D. in July 2023 at the University of Münster and visited Northwestern University in 2022.

Email: t.grunthaler@tilburguniversity.edu

Research Interests: Asset Pricing, Derivatives, Volatility, Tail Risk, Market Frictions, Intermediaries, News Announcements

Publications

Option-Based Intermediary Leverage, Journal of Banking and Finance 75 (DOI)

with Friedrich Lorenz and Paul Meyerhof

Working Paper

Risk Premia and Option Intermediation (PDF)

Presentations: Quantitative Finance Seminar, Northwestern University; PhD Seminar, University of Muenster

Volatility Uncertainty and Jumps, with Hendrik Huelsbusch (SSRN)

Presentations: European Finance Association (EFA), NYU Shanghai, DGF, IRMC

Fed Tails: FOMC Announcements and Stock Market Uncertainty, with Heiner Beckmeyer and Nicole Branger (SSRN)

Presentations: European Finance Association (EFA), Canadian Derivative Institute (CDI) Conference*, Eurofidai Paris December Finance Meeting*, Econometric Society Winter Meeting* (ESMW), DGF, AFA (Poster), AEA (Poster)

*Presented by co-author