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Master Thesis HWS 2021

General Information

The chair of Finance (Prof. Dr. Erik Theissen) supervises master theses in every semester. The allocation of Master Theses in HWS 2021 takes place in coordination with the Chairs of Prof. Albrecht, Prof. Maug, Prof. Niessen-Ruenzi, Prof. Spalt, and Prof. Ruenzi.

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 Topics

The master thesis topics will be announced on Monday, September 06, 2021 on the homepage of each Chair. The presentation of master thesis topics takes place on Wednesday, September 08, 2021 (online) between 1:30 and 6:00 pm. Below you find a rough timetable for the presentation of the master theses.

13.30Theissen
14.30Ruenzi
15.30Niessen-Ruenzi
16.15Spalt
17.00 Maug

The presentation of the master thesis topics can be found here.

 

2. Application (online)

The online application form for the master thesis is between Thursday, September 09, 2021 and Friday, September 17, 2021. Please submit your priority list by using the application form.

3. Assignment of Topics

The assignment of master thesis topics takes place on Wednesday, September 22, 2021. 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 Wednesday, September 22, 2021 and Monday, September 27, 2021. 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 Monday, September 27, 2021.
 

6. Colloquium

The master thesis colloquium will be on Friday, November 26, 2021 in three slots between 9:00 AM – 05:00 PM. 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 Thursday, January 27, 2022 (12:00pm) at the secretary's office of Prof. Theissen (office hours: 9:00am-12:00pm).

 

Topics

LS Theissen

T1. Shrinking Stock Markets

T2. Pricing Cryptocurrency Futures

T3. ESG Content in Initial Coin Offering Whitepapers

T4. Cryptocurrency: Spillover from Different Bitcoin News

T5. Featured ETF ownership and stock volatility

T6. Analyst Coverage and Fundamental Co-movement of Stocks

T7. Financial Statement Ratios through the Lens of Machine Learning

T8. Price Stabilization in the IPO Aftermarkets

T9. Momentum and Information Uncertainty: What Goes Up Must Come Down?
T10. Don't Take Their Word for It: Do Equity Mutual Funds Misclassify Their Styles? 

The presentation of the master thesis topics can be found here.

 

Previous Topics

LS Theissen

T1. Beta and Data Frequency

T2. Investor Herding in Cryptocurrency Markets

T3. Retail Trading in Derivatives

T4. Socially Responsible Investments

T5. Features and Social Media Sentiment of Cryptocurrency

T6. Mutual fund flow-induced return comovement

T7. Demand shocks, excess comovement and return predictability

T8. Macroeconomic News and Stock Market Anomalies

 

 

    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.