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 CC 502 Applied Econometrics and 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

DateEventAdditional Information
28.11.2023Topics 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.

29.11.2023Topics PresentationTopics will be presented by the participating chairs via Zoom. You can find the Zoom link on the website of the Finance Area.
30.11.2023 – 15.12.2023Online ApplicationStudents 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.
03.01.2024Topic Allocation and Starting DateThe allocation of topics will be published on the website of the Finance Area.
28.02.2024Submission DeadlineLast day to hand in your thesis.

07.03.2024 –08.03.2024

Seminar ColloquiumYou present the results of your seminar thesis.

You find an information sheet on writing a seminar thesis here.

FIN 703: Topics in Empirical Finance

 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

The presentation of the topics is available here.

Topics of the last Seminar

T1. Index Revisions and Stock Returns: The Case of the DAX
T2. Intraday and Overnight Returns in the German Equity Market
T3. All That Glitters: The Effect of Attention and News on the Buying Behavior of the Robinhood Crowd
T4. Does Size Matter? Beta, Firm Size, and Volatility
T5. Alpha Momentum throughout Time
T6. Alpha Persistence in Event Studies
T7. Intraday Index Arbitrage
T8. Crypto Token Trading Volume Around Voting
T9. High frequency Periodicity in Cryptocurrency Trading
T10. Cryptocurrency Liquidity during Market Stress

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.