Seminar FSS 2017 - Market Microstructure

Prerequisites & Schedule

1. Prerequisites for participation

You must have successfully completed one core course (FIN 5XX) from the Finance Area (Prof. Albrecht, Prof. Maug, Prof. Niessen-Ruenzi, Prof. Ruenzi, Prof. Terberger, Prof. Theissen or Prof. Weber) in order to participate.


2. Topics 

See below.


3. Presentation of seminar paper topics

The session for the presentation of the seminar paper topics is scheduled for:

Wednesday November 23th, 2016 (EW 148)

1:30pm - 1:45pm: LS Banking (Maximilian Wimmer) (15 minutes)
1:45pm - 3:30pm: LS Theissen (105 minutes)
3:30pm - 4:30pm: LS Niessen-Rünzi (60 minutes)
4.30pm - 5:15pm: LS Terberger (45 minutes)


4. Application (online)

Monday, November 28th, 2016 - Friday, December 2th, 2016

You can find the online application form here.


5. Assignment of seminar paper topics 

Monday, January 2nd, 2017

Please contact your advisor after the assignment of seminar paper topics. Please notice the „Hinweise zur Erstellung wissenschaftlicher Arbeiten”. You can find the assignment of seminar topics here.


6. Submission deadline seminar papers

Friday, February 24th, 2017, (12 noon)

Two hardcopies and one electronic version (preferable as PDF-file) of your seminar papers have to be handed in at the chair of Prof. Theissen (office hours 9-12 am). 


7. Seminar 

Thurday, March 2nd and Friday, March 3rd, 2017


8. Assessment

The assessment is based on your seminar paper (up to 12 pages; graphics and tables not included), your presentation of your seminar paper and your class participation.


9. Topics

T1. Applying Blockchain Technology to Clearing and Settlements

T2. SEPA and PSD2

T3. Design Characteristis of Cryptocurrencies

T4. Cryptocurrencies and Determinants

T5. High-Frequency Trading and Intraday Liquidity

T6. Liquidity Resiliency and the Short-Sale Ban

T7. Extreme Event or Data Error? How to Filter Financial Data

T8. Trading Volume in the German Equity Market


The presentation of the topics can be accesssed via ILIAS (FIN 703 Seminar "Market Microstructure" in FSS 2017).


Stata Tutorial

For participants in a seminar and master or diploma students writing an empirical thesis at a chair of the Area of Finance (not only the Chair of Finance), tutorials on empirical work with Stata and the databases of the University of Mannheim (e.g. CRSP ot Compustat) will be offered at the beginning of each semester. 

These tutorials are no mandatory prerequisite for writing a seminar, master or diploma thesis and are solely offered to help students prepare efficiently for empirical scientific work. Therefore you will receive no ECTS for participating.

Further information regarding the Stata tutorium can be found here.