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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/Diploma programs and exchange students. This term, the chair has decided to offer a seminar on the topic of Empirical Asset Pricing.

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 Friday, November 29, 2019. The session for the presentation of the seminar paper topics is scheduled for Thursday, December 05, 2019 in room SO318.

Time Chair
16.00 LS Spalt
16.45 LS Theissen
17.45 LS Niessen-Ruenzi

The presentation of the topics is available here.


2. Application (online)

Online application for the seminar is from Monday, December 09, 2019 - Thursday, December 19, 2019.


3. Assignment of seminar paper topics 

The assignment of seminar paper topics takes place on Friday, January 03, 2020. 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.  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. Please contact your advisor in case you were assigned a seminar paper topic. Please notice the „Hinweise zur Erstellung wissenschaftlicher Arbeiten”.


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 Friday, February 14 (6 weeks), 2020 (12:00pm) and Friday, February 28 (8 weeks), 2020 (12:00pm) at the secretary office (L9, 1-2, floor 3, 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 March 5 and 6 in L9, 1-2 room 409.

 

Topics of FIN 703: Empirical Asset Pricing

FIN 703 “Topics in Empirical Finance” - LS Theissen

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

The presentation of the topics is available here.

 

Topics of the last Seminar

FIN 703 “Topics in Empirical Finance” - LS Theissen

T1. FinTech and Banks

T2. Robo-Advice

T3. Guiding retail investment decisions: Questionnaire-based matching of risk preferences and portfolio choices

T4. Wheather and Insurance

T5. Blockchain Technology in Securities Trading and Settlement

T6. Cryptocurrencies - Volatility and Efficiency

T7. Equity Crowdfunding
T8. How innovative are financial institutions?

 

 

    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.