DE / EN

Fall 2018

 

In the fall term 2018, the research seminar Financial Markets takes place on Wednesday, December 19, 2018 in L9, 1-2, room 409. The program is available here:

Start Speaker Title
09:30-10:15 Clemens Müller

Call Auction Design and Price Efficiency

10:15-11:15 Christian Westheide

Tick Size

11:30-12:00

Stefan Greppmair

Hedge Funds and Systemic Risk

12:00-12:45 Victoria Atanasov Cash-Flow News, Discount Rate News and
Predictability of International Stock Returns

12:45-13:45

Lunch Break

 

13:45-14:45 Christian Schmidt Banks and Regional Economic Activity
14:45-15:30 Erik Fernau Banker and Momentum
16:00-17:00 Yannik Schneider Internal Capital Markets as a Link Between
Fragmented Financial Markets
17:00-17:30 Mengnan Wu Price Pressure or Imperfect Substitutes:
Evidence from Tax-Induced Selling in Germany

 

Spring 2018

In the spring semester 2018, the research seminar Financial Markets takes place on Monday, July 9, 2018 in L9, 1-2, room 409. The program is available here:

Start Speaker Title
09:30-10:30 Thomas Johann

Let There Be Light? The Impact of MiFID II Imposed
Small Dark Trade Bans on Market Quality

10:30-11:30 Stefan Scharnowski

A Tale of Two Cities

12:00-13:00

Lukas Zimmermann

Leverage Channels and Their Impact on Equity Anomalies

13:00-14:00

Mittagspause

 

14:00-15:00 Christian Westheide Liquidity and Capital Formation of Small and Medium
Sized Firms: The Role of Tick Sizes
15:00-16:00 Satchit Sagade High-Frequency Trading Inventory Management
16:30-17:15 Pavel Lesnevski A Name that Rings a bell: Spillover Effects in Stocks
with Similar Company Names
17:15-18:15 Victoria Atanasov Consumption Fluctuations and Expected Returns

Fall 2017

In the fall semester 2017, the research seminar Financial Markets takes place on Tuesday, 19 December, 2017 in L9, 1-2, room 409. The program is available here:

Start

Speaker Title
10:00-10:30 Esad Smajlbegovic Financial Transaction Tax and Price Informativeness
10:30-11:00 Stefan Greppmair

The Effect of Mini Index Futures on the Liquidity of
the Regular Contract

11:00-11:30

Thomas Johann

Bitcoin Markets

11:45-12:30

Erik Theissen

Underpricing in the Eurozone Corporate Bond Market

12:30-13:30 Mittagspause  
13:30-14:00 Yannik Schneider Investment-Cash Flow Sensitivity and Financial
Constraints: Evidence from European Multinational Firms
14:00-15:00 Victoria Atanasov Global Business Cycle and Returns in Developed
Equity Markets
15:30-16:15 Erik Fernau What Drives Dividend Smoothing? A Meta
Regression Analysis of the Lintner Model
16:15-17:00 Pavel Lesnevski Companies with Similar Names

Spring 2017

In the spring semester 2017, the research seminar Financial Markets takes place on Monday, 10 July, 2017 in L9, 1-2, room 409. The program is available here:

Start Speaker Title
12:00 Marcelo Perlin The Impact of Contractual Differences in Market Making in Options Markets
12:30 Lunch Break  
13:30 Lukas Zimmermann Do Contented Customers Make Shareholders Wealthy? - Implications of Intangibles for Security Pricing
14:45 Stefan Greppmair Mini Futures and their Effect on the Liquidity of the Regular Contract
15:15 Christian Schmidt The Global Cost of Equity for Banks

Fall 2016

In the fall semester 2016, the research seminar Financial Markets takes place on Wednesday, 21 December, 2017 in L9, 1-2, room 409. The program is available here:

Start Referent Titel
10:00 Thomas Johann The Best in Town: A Comparative Analysis of Low-Frequency Liquidity Estimators
11:00 Pavel Lesnevski Mispricing and Short Interest
11:30 Coffee Break  
11:45 Christian Westheide Small Cap Tick Size

12:45

Lunch Break  

13:45

Robert Schelenz

Time Varying Price of Risk and the Cross-Section of Investment

14:45

Lukas Zimmermann

Leverage, Systematic Risk, and Anomalies

15:45

Coffee Break  

16:00

Markus Doumet

Investor Relations and Corporate Governance

17:00

Esad Smajlbegovic

Suprise in Short Interest

17:30

Coffee Break  

17:45

Erik Fernau

TBA

18:15

Stefan Scharnowski

The Relative Trading Volume of Stock Market Index Futures