FIN 703 Seminar
General Information
The Chair of Finance (Prof. Dr. Erik Theissen) offers a Seminar in Financial Markets for students of the Master program (Mannheim Master in Management). You must have successfully completed one core course (FIN 5XX) from the Finance Area in order to participate. Information regarding the time schedule are available below or on the homepage of the Finance Area.
Time Schedule
| Date | Event | Additional Information |
| 04.06.2024 | 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. |
| 05.06.2024 | Topics Presentation | Topics will be presented by the participating chairs via Zoom. You can find the Zoom link on the website of the Finance Area. |
| 06.06.2024 – 20.06.2024 | 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. |
| 27.06.2024 | Topic Allocation and Starting Date | The allocation of topics will be published on the website of the Finance Area. |
| 22.08.2024 | Submission Deadline | Last day to hand in your thesis. |
05.09.2024 –06.09.2024 | Seminar Colloquium | You present the results of your seminar thesis. |
You find an information sheet on writing a seminar thesis here.
FIN 703: Topics in Empirical Finance
| Topics |
|---|
| T1. ELTIF 2 – An Overview |
| T2. Event Studies – How to Estimate the Market Model? |
| T3. Biodiversity Scores and Stock Return |
| T4. Event Study: Protected Areas and Municipal Bond |
| T5. Informed Corporate Bond Trading |
| T6. Best Execution in Municipal Bonds |
| T7. Size and value |
| T8. Industry momentum |
| T9. Bitcoin Spot ETFs and Fund Flows |
| T10. Climate Policy Uncertainty and Emissions Trading |
The presentation of the topics is available here.
Topics of the last Seminar
| Topics |
|---|
| T1. What Happened to AT1 Bonds During the CS Crisis? |
| T2. Out of Sample Return Prediction With the Market Model |
| T3. International Stock Returns, Momentum, and Individualism |
| T4. International Stock Returns and Betting against Beta |
| T5. Are ETFs different from stocks for algorithmic traders? |
| T6. On the Predictability of Index Membership |
| T7. Good Volatility, Bad Volatility and Volatility Persistence |
| T8. Lottery-Like Mutual Funds |
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.