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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 HWS2018 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, November 30, 2020. The session for the presentation of the seminar paper topics is scheduled for Thursday, December 03, 2020 via Zoom. The link can be found on the website of the finance area.

TimeChair
13.45Theissen
14.45Ruenzi
15.30Maug
16.15Niessen-Ruenzi
17.15Spalt

The presentation of the topics is available here.


2. Application (online)

Online application for the seminar is from Tuesday, December 08, 2020 - Friday, December 18, 2020.


3. Assignment of seminar paper topics 

The assignment of seminar paper topics takes place on Monday, January 04, 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, March 01, 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 paper takes place on Thursday, March 04, 2021 and Friday, March 05, 2021.

 

FIN 703: Topics in Empirical Finance

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.

The presentation of the topics is available here.

 

Topics of the last Seminar

Topics

T1. The Roll Critique Reconsidered

T2. Portfolio Optimization with Cryptocurrencies

T3. The Cross-Section of Option Returns

T4. Decomposing the Value Premium

T5. Forecasting Stock Returns in Good and Bad Times

T6. The Expiration of IPO-Lockup Period

T7. International Stock Returns, Momentum, and Individualism
T8. International Stock Returns and Betting-against-Beta

 

 

    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.