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FIN 703 Seminar

General Information

The ​​Chair of Finance (Prof. Dr. Erik Theissen) offers the seminar “Topics in Empirical Finance” for students of the Master program (Mannheim Master in Management). 

You must have successfully completed CC 502 Applied Econometrics and one core course (FIN 5XX) from the Finance Area (Prof. Albrecht, Prof. Maug, Prof. Niessen-Ruenzi, Prof. Ruenzi, Prof. Spalt, Prof. Theissen or Prof. Weber) in order to participate. Information regarding the time schedule are available below or on the homepage of the Finance Area.

Note that from HWS 2018 on, it will be possible to write the seminar and master's thesis consecutively in one semester both in HWS and FSS. For more information, you may refer to this document.

 

Time Schedule

1. Topic Presentation

Topics are announced on this page by Monday, May 30, 2022. The session for the presentation of the seminar paper topics is scheduled for Tuesday, May 31, 2022. Please look at the website of the Finance Area to find the Zoom link. 

TimeChair
14.15LS Theissen
15.30LS Niessen-Ruenzi
16.15LS Spalt

The presentation of the topics is available here.


2. Application (online)

Online application for the seminar is from Wednesday, June 01, 2022 – Wednesday, June 15, 2022.


3. Assignment of seminar paper topics 

The assignment of seminar paper topics takes place on Monday, June 27, 2022. You can find the assignment of seminar topics on the hompage of the finance area. The assignment of the seminar paper topics is based on the average grade in the courses of the Finance Area and your priority list from the seminar application form. Priority will be given to students with a high semester count. Please contact your advisor in case you were assigned a seminar paper topic. Please notice the „Thesis/Seminar Guidelines”.

Note: Supervision capacity is limited and the assignment of topics is competitive. It may well happen (and has happened in the past) that not all applying students will be assigned a topic. 


4. Submission deadline for seminar papers

Two hardcopies and one electronic version (preferable as PDF-file) of your seminar thesis have to be handed in on Monday, August 22, 2022 (12:00pm) at the secretary office (L9, 1-2, room 306) of Prof. Theissen (office hours 9:00am-12:00pm).


5. Seminar

For the course FIN 703, the presentation of the seminar papers takes place on Thursday and Friday, September 08 and 09, 2022, respectively. Attendance throughout both days is mandatory. 

 

FIN 703: Topics in Empirical Finance

The chair will supervise a maximum of 12 seminar theses. Topics might get assigned twice.

Topics

T1. Intraday and Overnight Returns in the German Equity Market

T2. Residual Momentum and Stock-Level Risk Adjustment
T3. Mutual Fund Flow and Rating induced Price Pressure
T4. Forecasting Stock Returns in Good and Bad Times
T5. High frequency Trading in Cryptocurrencies
T6. Liquid Staking
T7. GARCH Model and Cryptocurrencies
T8. Cryptocurrency Liquidity Event Study

The presentation of the topics is available here

 

Topics of the last Seminar

Topics

T1. Index Revisions and Stock Returns: The Case of the DAX

T2. The Predictive Power of Idiosyncratic Volatility
T3. The Costs of Trading Market Anomalies:  Size, Value, and Momentum
T4. Momentum Crashes: No Return Comes without a Risk?
T5. Quality of ETF Data
T6. MiFID II
T7. Invest on your lucky numbers
T8. COVID-19 and asset markets: a survey

 

 

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.