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:
| Start | Speaker | Title |
|---|---|---|
| 09:00–10:30 | Lukas Zimmermann | Enhanced Global Asset Pricing Factors |
| 10:45–11:45 | Can Yilanci | Momentum? What Momentum? |
| 11:45–12:15 | Erik Theissen | The Post-Earnings-Announcement Drift: Experimental Evidence |
12:15–14:40 | Lunch Break & Brownbag Seminar |
|
| 14:40–15:10 | Clemens Mueller | Corporate Innovation Spillovers |
| 15:10–15:40 | Stefan Scharnowski | High 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:
| Start | Speaker | Title |
|---|---|---|
| 10:00–10:30 | Thomas Johann | Quasi-drak trading: The effects of banning dark pools in a world of many alternatives |
| 10:30–11:15 | Stefan Scharnowski | High 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 |
|
| 13:15–13:45 | Clemens Mueller | Corporate Angels |
| 13:45–14:45 | Yannik Schneider | Loan Syndication and Price Collusion |
| 15:00–15:30 | Thomas Johann | Familiarity 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:
| 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, 9 July, 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 |
| 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 |
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 |