Master Thesis HWS 2023
General Information
The Chair of Finance (Prof. Dr. Erik Theissen) supervises master theses in every semester. The allocation of master theses takes place in coordination with the chairs of Prof. Maug, Prof. Niessen-Ruenzi, Prof. Ruenzi, and Prof. Spalt.
You must have successfully completed a seminar with one of the chairs of the Finance Area (FIN 7XX) in order to participate. As most topics require to work empirically, some knowledge of statistics and econometrics is useful and participants should be motivated to undertake empirical work. You should write your thesis in English.
Time Schedule
| Date | Event | Additional Information |
| 05.09.2023 | Topics Announcement | Topics will be uploaded to the individual websites of the participating chairs. You can find the topics of our chair below. Please feel free to contact us if you have questions. If your questions relate to a specific topic please contact the supervisor of the topic directly. |
07.09.2023 – 15.09.2023 | Online Application | Students should submit an online application form indicating their preferences. The link for the Ilias group will be provided on the website of the Finance Area. |
19.09.2023 | Topics Allocation Announcement | The allocation of topics will be published on the website of the Finance Area. |
19.09.2023 – 25.09.2023 | Registration Period | Ask your advisor to register your thesis at the student services office within this period. |
25.09.2023 | Starting Date | Formal starting date of the writing phase. |
24.11.2023 | Colloquium | You will present preliminary results of your thesis and get feedback to your progress. |
25.01.2024 | Submission Deadline | Last day to hand in your thesis. |
Topics
| Topic Name |
| T1. The Value of the Voting Right |
| T2. Market Underreaction and Earnings Announcements: What Explains the Post-earnings-announcement Drift? |
| T3. Algorithmic Trading Around Earnings Announcements |
| T4. Political Risk and Stock Return |
| T5. Disagreement of Inside Investors and Stock Market Reaction |
| T6. Salience Effect Across the Business Cycle |
| T7. IPOs and Characteristic Based Benchmark Returns |
| T8. Privacy Coins |
| T9. Long Run Stock Returns After Corporate Events |
The presentation of the master thesis topics can be found here.
Please feel free to contact us if you have questions. If your questions relate to a specific topic please contact the supervisor of the topic directly.
Previous Topics
| Topic Name |
| T1. Beta Estimation and Return Prediction |
| T2. Momentum and 52-Week High |
| T3. Impact of Biological Factors on Stock Market |
| T4. Cybersecurity Risk |
| T5. Is Dividend Juicing A Problem for Passive Funds? |
| T6. Cosmetic Fund Names: the Case of Mutual Fund Name Changes and Mutual Fund Initiations |
| T7. Salience Effect on Investor Behavior |
| T8. Credit rating changes and the impact on financial market |
| T9. Commonality across Time Zones |
Further Information
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), a course 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. The name of the course is FIN 604 – Stata in Finance.
This course is no mandatory prerequisite for writing a seminar, master or diploma thesis and are solely offered to help students prepare efficiently for empirical scientific work.