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HWS 2019

In the fall term 2019, the research seminar Financial Markets takes place on Thursday, 5 December, 2019 in L9, 1-2, room 409. The program is available here:

StartSpeakerTitle
09:00–10:30Lukas ZimmermannEnhanced Global Asset Pricing Factors
10:45–11:45Can YilanciMomentum? What Momentum?
11:45–12:15Erik TheissenThe Post-Earnings-Announcement Drift: Experimental Evidence

12:15–14:40

Lunch Break & Brownbag Seminar

 

14:40–15:10Clemens MuellerCorporate Innovation Spillovers
15:10–15:40Stefan ScharnowskiHigh Frequency Trading, Broker Sophistication, and Institutional Execution Costs

Spring 2019

In the spring semester 2019, the research seminar Financial Markets takes place on Friday, 3 May, 2019 in L9, 1-2, room 210. The program is available here:

StartSpeakerTitle
10:00–10:30Thomas Johann

Quasi-drak trading: The effects of banning dark pools in a world of many alternatives

10:30–11:15Stefan ScharnowskiHigh Frequency Trading, Broker Sophistication, and Institutional Execution Costs

11:30–12:15

Stefan Greppmair

Hedge Funds and Systemic Risk

12:15–13:15

Lunch Break

 

13:15–13:45Clemens MuellerCorporate Angels
13:45–14:45Yannik SchneiderLoan Syndication and Price Collusion
15:00–15:30Thomas JohannFamiliarity Bias

Fall 2018

 

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

StartSpeakerTitle
09:30–10:15Clemens Müller

Call Auction Design and Price Efficiency

10:15–11:15Christian Westheide

Tick Size

11:30–12:00

Stefan Greppmair

Hedge Funds and Systemic Risk

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

12:45–13:45

Lunch Break

 

13:45–14:45Christian SchmidtBanks and Regional Economic Activity
14:45–15:30Erik FernauBanker and Momentum
16:00–17:00Yannik SchneiderInternal Capital Markets as a Link Between
Fragmented Financial Markets
17:00–17:30Mengnan WuPrice 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, 9 July, 2018 in L9, 1-2, room 409. The program is available here:

StartSpeakerTitle
09:30–10:30Thomas Johann

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

10:30–11:30Stefan 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

 

14:00–15:00Christian WestheideLiquidity and Capital Formation of Small and Medium
Sized Firms: The Role of Tick Sizes
15:00–16:00Satchit SagadeHigh-Frequency Trading Inventory Management
16:30–17:15Pavel LesnevskiA Name that Rings a bell: Spillover Effects in Stocks
with Similar Company Names
17:15–18:15Victoria AtanasovConsumption 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

SpeakerTitle
10:00–10:30Esad SmajlbegovicFinancial Transaction Tax and Price Informativeness
10:30–11:00Stefan 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

12:30–13:30Mittagspause 
13:30–14:00Yannik SchneiderInvestment-Cash Flow Sensitivity and Financial
Constraints: Evidence from European Multinational Firms
14:00–15:00Victoria AtanasovGlobal Business Cycle and Returns in Developed
Equity Markets
15:30–16:15Erik FernauWhat Drives Dividend Smoothing? A Meta
Regression Analysis of the Lintner Model
16:15–17:00Pavel LesnevskiCompanies 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:

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

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:

StartReferentTitel
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

12:45

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