DE / EN

FIN 703 Seminar

General Information

The Chair of Finance (Prof. Dr. Erik Theissen) offers the seminar FIN 703 “Topics in Empirical Finance” for students of the Master program (Mannheim Master in Management). 

You must have successfully completed one core course (FIN 5XX) from the Finance Area (Prof. Albrecht, Prof. Maug, Prof. Niessen-Ruenzi, Prof. Ruenzi, Prof. Spalt, Prof. Terberger, 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 Tuesday, May 25, 2021. The session for the presentation of the seminar paper topics is scheduled for Thursday, May 27, 2021 via Zoom. The link can be found on the website of the finance area.

TimeChair
14.00Theissen
15.00Ruenzi
16.00Spalt
17.00Niessen-Ruenzi

The presentation of the topics is available here.


2. Application (online)

Online application for the seminar is from Monday, May 31, 2021 - Monday, June 14, 2021.


3. Assignment of seminar paper topics 

The assignment of seminar paper topics takes place on Monday, June 28, 2021. 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 „guidelines for scientific work”.

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 23, 2021 (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 09 and 10, 2021, respectively. Attendance throughout both days is mandatory. 

 

FIN 703: Topics in Empirical Finance

The chair will supervise a maximum of 11 seminar theses. Topics that might get assigned twice are highlighted accordingly.

Topics

T1. Impact Investing (2x)

T2. Climate Change and Corporate Policies
T3. Carbon Emission Trading and Policy Uncertainty
T4. Climate Change and Systemic Risk (2x)
T5. Is Climate Risk Priced in Equity Markets?
T6. ESG Investment Strategies (2x)
T7. Climate Change Expectations
T8. Impact of Climate-related Announcement on Cryptocurrency

The presentation of the topics is available here

 

Topics of the last Seminar

Topics

T1. The Momentum Effect in Germany Reconsidered

T2. Liquidity in the Austrian and German Stock Market

T3. High-Frequency and Institutional Trading in Cryptocurrencies

T4. Economic Policy Uncertainty and Carbon Emission Trading

T5. Second Layer of Cryptocurrency

T6. CAPM and Cryptocurrency

T7. “Die Akte Wirecard”: Accounting Fraud, Auditor Quality, and Stock Returns
T8. Low-Beta Anomaly and Macroeconomic Announcement Days.

 

 

    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.