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
| Date | Event | Additional Information |
|---|---|---|
30.05.2023 | Topics Announcement | Topics will be uploaded to the individual websites of the participating chairs. You can find the topics of our chair below. |
31.05.2023 | Topics Presentation via Zoom | Topics will be presented by the participating chairs. 15.00: LS Ruenzi 15.45: LS Theissen 16.30: LS Niessen-Ruenzi 17.15: LS Spalt The Zoom-Link will be provided on the website of the Finance Area |
01.06.2023 – 15.06.2023 | Online Application | Students 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. |
27.06.2023 | Topics Allocation Announcement and Starting Date | The allocation of topics will be published on the website of the Finance Area. |
22.08.2023 | Submission Deadline | Last day to hand in your thesis. |
07.09.2023 – 08.09.2023 | Colloquium | You will present the results of your thesis. |
FIN 703: Topics in Empirical Finance
| Topics |
|---|
| T1. Seasonal Variation in Liquidity |
| T2. Pricing Model for Cryptocurrencies |
| T3. IPOs and Characteristic Based Benchmark Returns |
| T4. Salience Theory and Stock Prices |
| T5. Voluntary Carbon Offset Tokens |
| T6. Privacy Coins |
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. 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.