Forschungsseminar Financial Markets

Spring 2017

Im FSS 2017 findet das Forschungsseminar Financial Markets am Montag, 10.07.17 in L9, 1-2, Raum 409 statt.

Das Programm finden Sie hier:

StartSpeakerTitle
12:00Marcelo PerlinThe Impact of Contractual Differences in Market Making in Options Markets
12:30Lunch Break
13:30Lukas ZimmermannDo Contented Customers Make Shareholders Wealthy? - Implications of Intangibles for Security Pricing
14:45Stefan GreppmairMini Futures and their Effect on the Liquidity of the Regular Contract
15:15Christian SchmidtThe Global Cost of Equity for Banks

Fall 2016

Im HWS 2016 findet das Forschungsseminar Financial Markets am Mittwoch, 21.12.16 in L9, 1-2, Raum 409 statt.

Das Programm finden Sie hier:

StartSpeakerTitle
10:00Thomas JohannThe Best in Town: A Comparative Analysis of Low-Frequency Liquidity Estimators
11:00Pavel LesnevskiMispricing and Short Interest
11:30Coffee Break
11:45Christian WestheideSmall Cap Tick Size
12:45Lunch Break
13:45Robert Schelenz Time Varying Price of Risk and the Cross-Section of Investment
14:45Lukas ZimmermannLeverage, Systematic Risk, and Anomalies
15:45Coffee Break
16:00Markus DoumetInvestor Relations and Corporate Governance
17:00Esad SmajlbegovicSurprise in Short Interest
17:30Coffee Break
17:45Erik FernauTBA
18:15Stefan ScharnowskiThe Relative Trading Volume of Stock Market Index Futures

Spring 2016

Im FSS 2016 findet das Forschungsseminar Financial Markets am Dienstag, 03.05.2015 in W 017 statt.

Das Programm finden Sie hier:

UhrzeitNameTitle
10:00-10:45Inga van den BongardOverconfi dence and Investment Failure
10:45-12:00Robert SchelenzCorporate Investment, Expected Returns, and Macroeconomic Shocks
13:00-13:45Philipp SchreiberThe Influence of Time Preferences on Retirement Timing
13:45-15:00Martin Lenz

The presidential puzzle resolved

16:15-17:00Erik Fernau

Executive Attributes, Director Attributes, and Firm Performance: Evidence from the Two-Tiered Board System

17:00-17:45Christian Westheidetba

 

Fall 2015

Im HWS 2015 findet das Forschungsseminar Financial Markets am 09.12.2015 stattfinden. Das Programm finden Sie hier:

UhrzeitNameTitle
10:15-11:00Lukas ZimmermannThe Performance of Risk and Investment Based Explanations for Return Premia
11:00-11:45Christian WestheideCorporate Insider Trading and Higher Moments of Stock Returns
12:00-12:45Thomas Johanntba
13:45-14:45Markus DoumetUsed Car Wholesale Auctions – The Case of a German Online Platform
14:45-16:00Ekaterina ZatononvaGeography of Dividends
16:15-17:30Esad SmajlbegovicRegional Economic Activity and Stock Returns (Job Market Talk)

Das Seminar findet statt in Raum 409 in L9, 1-2.

 

Seminarprogramm vom 10.10.2014:

Uhrzeit Name Title
09:15-10:45Christian WestheideTick Size and Liquidity
Fragmentation and Liquidity
11:00-12:30Stephan Jank (Frankfurt School)Who trades on momentum?
13:30-15:00Anja Frommherz (Universität Basel)Price Discovery of German Index Derivatives during Financial Turmoil
15:15-16:00Stefan ScharnowskiThe relative trading volume of index futures
16:15-17:45Satchit Sagade (Center for Financial Studies/ SAFE at Goethe University)Off-Exchange Trading

Spring 2015

Im FSS 2015 findet das Forschungsseminar Financial Markets an zwei Blockterminen im Semester statt.

Das Programm für den zweiten Termin am 16.06.2015 finden Sie hier:

UhrzeitNameTitle
09:00-10:15Esad SmajlbegovicShort-sale performance
10:15-11:00Tim Kroencke (Univ of Basel)Global Asset Allocation Shifts
11:15-12:00Markus DoumetDelistings / Credit Default Swaps
12:00-12:45Martin Lenz

Corporate Financial Policies as Determinants of Equity Risk

14:00-15:15Satchit Sagade (Goethe Universität)

Distinct Dark Markets and the Determinants of their Trading Volume

15:15-16:00Thomas JohannWindow Dressing in Mutual Funds

 

16:15-17:30Jasmin Gider (Univ of Bonn)High-Frequency Trading and Fundamental Information Efficiency

Das Seminar findet in L9, 1-2 (Raum 002) statt.

 

Das Programm für den ersten Termin am 24.04.2015 finden Sie hier:

UhrzeitNameTitle
09:00-10:15Ekaterina Zatonova
Geography of Dividends
10:15-11:00Stefan ScharnowskiPost-Trade Transparency under MiFID
11:15-12:30Christian Westheide
Designated Market Makers and Liquidity / Order submission strategies and transaction costs
14:00-15:15Peter Limbach (KIT)
CEO Fitness and Firm Value
15:15-16:00Jasmin Gider (Universität Bonn)Investment Banks and M&A Leaks
16:15-17:30Meik Scholz (KIT)
When it’s time to say goodbye: CEO learning vs. loss of strategic fit

Das Seminar findet in der Bibliothek in L5, 2 (Raum 107, 1.OG) statt.

Fall 2014

Im HWS 2014 findet das Forschungsseminar Financial Markets an zwei Blockterminen im Semester statt. Das Programm für den zweiten Termin am 12.12.2014 finden Sie hier:

UhrzeitNameTitle
09:15-10:30Ekaterina Zatonova
Geographic Dividend Competition
10:45-12:00Jean-Marie Meier (London Business School)Distressed Acquisitions
12:00-12:45Inga van den Bongard
Survey Evidence on Heterogeneity in Managerial Beliefs
13:45-14:30Erik FernauCorporate board gender quotas
14:30-15:15Esad Smajlbegovic
Short Selling
15:30-16:15Markus Doumet
Lintner Reloaded
16:15-17:30Thomas JohannSpread Horse Race

Das Seminar findet statt in Raum 409 in L9, 1-2.

 

Das Programm für den ersten Termin am 10.10.2014 finden Sie hier:

Uhrzeit Name Title
09:15-10:45Christian WestheideTick Size and Liquidity
Fragmentation and Liquidity
11:00-12:30Stephan Jank (Frankfurt School)Who trades on momentum?
13:30-15:00Anja Frommherz (Universität Basel)Price Discovery of German Index Derivatives during Financial Turmoil
15:15-16:00Stefan ScharnowskiThe relative trading volume of index futures
16:15-17:45Satchit Sagade (Center for Financial Studies/ SAFE at Goethe University)Off-Exchange Trading