Fabricius Somogyi

Education

• PhD Finance, University of St.Gallen
• MSc Finance, Imperial College London
• BSc Economics, University of Mannheim

Selected Publications

• Somogyi, F. & Söderlind P. (April 2024). Liquidity Risk and Currency Premia. Management Science.
• Somogyi, F. & Ranaldo, A. (May 2021). Asymmetric Information Risk in FX Markets. Journal of Financial Economics, Volume 140(2):391-411.

Awards and Recognition

• Swiss Finance Institute Best Discussant Doctoral Award 2022
• Runner-up of the QCGBF Young Economist Prize 2022
• 8th Econ Job Market Best Paper Award
• University of St.Gallen FT50 Publication Success Fee 2021
• Swiss National Science Foundation Doc.Mobility Fellowship 2020

Selected Presentations

• Constrained Dealers and Market Efficiency, 11th Annual 2022 Stern/Salomon Center Microstructure Conference
• Dollar Dominance in FX Trading, 2022 American Finance Association Meetings
• Constrained Dealers and Market Efficiency, 11th Workshop on Exchange Rates (SNB)
• FX Liquidity Risk and Carry Trade Premia, 24th Annual Meeting of the Swiss Society for Financial Market Research
• Dollar Dominance in FX Trading, 2021 Oxford-ETH Macro-Finance Conference