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Master Thesis HWS 2019

General Information

The chair of Finance (Prof. Dr. Erik Theissen) supervises master theses in every semester.

The allocation of Master Theses in HWS 2019 takes place in coordination with the Chairs of Prof. Albrecht, Prof. Maug, Prof. Niessen-Ruenzi, Prof. Spalt, Prof. Ruenzi and Prof. Weber.

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

1. Presentation of Master Thesis Topics

The master thesis topics will be announced on August 28, 2019 on the homepage of each Chair.

The presentation of master thesis topics takes place on September 3, 2019 in O142 between 1:30 and 4:45pm

  • Below you find a rough timetable for the presentation of the master theses.
13:30 Ruenzi
14:15 Albrecht
14:45 Maug
15:30 Spalt
16:00 Theissen

2. Application (online)

The online application form for the master thesis is between September 4 and September 16, 2019. Please submit your priority list by using the application form.

3. Assignment of Master Thesis Topics

The assignment of master thesis topics takes place on September 23, 2019. You will find the assignment of topics on the website of the finance area. Please contact your advisor after the assignment of Master thesis topics. Please notice the “Guide to Scientific Writing”.
 

4. Period of Registration

The period of registration for the master thesis is between September 23 and September 27, 2019. Please register at the secretary's office of Prof. Theissen (office hours, 9:00am-12:00pm). 
 

5. Start of Processing Time

Start of the processing time is September 27, 2019.
 

6. Master Thesis Seminar

The master thesis colloquium will be on Friday, November 29 in three slots between 9:15 AM - 4:00 PM in L9, 1-2 room 409. You are only required to attend the session you are assigned to, but welcome to join others. You will find detailed information here.

7. Submission Deadline

Two hardcopies and one electronic version (preferable as PDF-file) of your master thesis have to be handed in on January 27, 2020 (12:00pm) at the chair of Prof. Theissen (office hours 9:00am-12:00pm).

Topics

LS Theissen
T1. The Amihud Illiquidity Measure: Close-to-Close or Open-to-Close Returns?

T2. A Comparison of Measures of Financial Constraints for Private and Public firms in the Eurozone

T3. Resurrecting the Momentum Effect – Momentum, Profitability Shocks, and Expected Stock Returns
T4. Systemic Risk and Reaching-for-Yield Behavior

T5. Expiration of IPO lockups

T6. Information and its Importance for Asset Prices

T7. Transaction Cost Proxies for Large Institutional Orders

T8. The Effect of Trade Secret Protection on M&A

Previous Topics

LS Theissen
T1. Dark Trading and Informational Efficiency

T2. Mutual Fund Manager Characteristics and Fund Performance

T3. OTC Trading Around Large Institutional Orders
T4. Order Flow Toxicity, Informed Trading, and Transparency

T5. Socially Responsible Investment

T6. Real Effects of Short Selling Disclosure

T7. Hedge Funds, Monetary Policy, and Search for Yield

T8. Investment and Taxation

T9. Startup Financing: The Relationship between Angel and VC Investments

T10. Horizon of Passive Investors

The presentation of the master thesis topics can be found here. The password is “theissen19”.

    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.