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 

Market Microstructure and Asset Pricing

T1. Trading Volume in Financial Markets
T2. Reporting Time Requirements in Corporate Bond Markets
T3. Liquidity in the Corporate Bond Market
T4. High-Frequency Trading
T5. The Effect of Liquidity on Security Prices
T6. Frictions and Asymmetric Information in Financial Markets
T7. The Effect of Tick Size Reductions on Liquidity
T8. Liquidity Measures: A Horse Race 

 

3. Presentation of seminar paper topics

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

Wednesday, May 24th, 2017, O 048

1.30pm - 1.45pm: Wimmer

1.45pm - 2.45pm: Theissen

2.45pm - 3.45pm: Ruenzi

4. Application (online)

Monday, June 5th, 2017 - Friday, June 9th, 2017

You can find the online application form Opens external link in new windowhere.

 

5. Assignment of seminar paper topics 

Monday, June 26th, 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

Monday, August 21th, 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 

tba

 

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 particapating.

Further information regarding the Stata tutorium can be found here.