Start | Referent | Titel |
---|---|---|
9:45-10:45 | Santanu Kundu | Regulation and Firm Valuation: Evidence from the 2016 Presidential Election |
10:45-11:30 | Chiayi Yen | The Brighter the Light, the Darker the Shadow: Window-dressing Behavior Induced by Transparency |
11:30-11:45 | Break | |
11:45-12:30 | Mengqiao Du | Fund Expenses in a Mutual Fund Family |
12:30-13:15 | Fabian Brunner | Are investors buying their neighbors' winners? |
13:15-14:15 | Lunch | |
14:15-15:00 | Pavel Lesnevski | Machine Learning and Stock Market Returns |
15:00-16:00 | Florian Weigert | Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle? |
Im HWS 2018 findet das Forschungsseminar Asset Management am Donnerstag, 13.09.2018 in L9, 1-2, Raum 409 statt. Das Programm finden Sie hier:
Start | Referent | Titel |
---|---|---|
9:05-10:20 | Fabian Gamm | The PEAD and Intraday/ |
10:20-10:35 | Coffee Break |
|
10:35-11:20 | Santanu Kundu | Information and Stock Price Informativeness (Ideas-Session) |
11:20-11:50 | Mengqiao Du | Expense Strategies of Mutual Fund Families (Ideas-Session) |
11:50-13:40 | Break | (Area-Sitzung) |
13:40-14:40 | Fabian Brunner | Reference-Dependent Return Chasing |
14:40-15:40 | Zwetelina Iliewa | Causal Impact of Thinking on Financial Markets |
15:40-15:50 | Coffee Break | |
15:50-16:35 | Maximilian German | Algorithm Aversion in Financial Investing |
16:35-17:50 | Pavel Lesnevski | Do Short Sellers Exploit Stock Mispricing Smartly? |
Start | Referent | Titel |
---|---|---|
09:30-10:30 | Fabian Gamm | PEAD and Intraday/ |
10:30-11:30 | Theresa Spickers | Climate Risk - An Emerging Risk Factor |
11:30-11:45 | Coffee Break |
|
11:45-13:00 | Anja Kunzmann | Short Selling & CEO Turnover |
13:00-14:00 | Lunch Break | |
14:00-14:45 | Santanu Kundu | Trump, Regulation and Stock Returns |
14:45-16:00 | Fabian Brunner | Reference-dependent return chasing |
16:00-16:15 | Coffee Break | |
16:15-17:45 | Pavel Lesnevski | A Name That Rings a Bell: Spillover Effects in Companies with Similar Names |
Start | Referent | Titel |
---|---|---|
10:00-11:15 | Mengqiao Du | Stock Repurchasing Behavior of Mutual Funds |
11:15-11:30 | Coffee Break |
|
11:30-12:15 | Fabian Brunner | Institutional and Retail Investors' Information Demand |
12:15-13:45 | Lunch Break |
|
13:45-14:45 | Pavel Lesnevski | Comovement of Firms with Similar Names |
14:45-15:00 | Coffee Break |
|
15:00-16:00 | Anja Kunzmann | Distracted Analysts |
16:00-17:00 | Fabian Gamm | Sentiment Spillover Effects in International Stock Markets |
Start | Referent | Titel |
---|---|---|
09:15-10:15 | Zwetelina Iliewa | Causal Impact of Thinking on Financial Markets |
10:15-11:00 | Fabian Gamm | Wikipedia-Based Investor Sentiment in International Stock Returns |
11:00-11:15 | Coffee Break |
|
11:15-12:15 | Martin Lenz | Factor-Loading Persistence and Expected Returns |
12:15-13:45 | Lunch Break |
|
13:45-14:30 | Fabian Brunner | Prospect Theory and Mutual Funds |
14:30 | Anja Kunzmann | Does the Board Learn from Short Sellers? Evidence from CEO Turnovers |
Start | Referent | Titel |
---|---|---|
15:30-16:45 | Pavel Lesnevski | Are Short Sellers Smart Anomaly Traders? |
16:45 | Michael Ungeheuer | Daily Winners and Losers
|
Start | Referent | Titel |
---|---|---|
24. November 2016 | ||
08:00-09:00 | Nina Karnaukh | Dollar Ahead of FOMC Target Changes |
09:00-09:45 | Zorka Simon | The Liquidity Implications of the Securities Lending Market for Treasuries: An Analysis of the European Debt Crisis |
09:45-10:00 | Coffee Break | |
10:00-11:00 | Florian Weigert | The Flow-Performance Relationship of Hedge Funds: Are 13 F Portfolio Returns Important? |
11:00-12:45 | Break |
|
12:45-13:45 | Tatjana Puhan | Minimum Volatility from a Factor Perspective |
13:45-15:30 | Break | |
15:30-16:30 | Fabian Brunner | Past Return Experiences and Mutual Fund Managers |
16:30-17:45 | Michael Ungeheuer | Stock Returns and the Cross-Section of Investor Attention |
| ||
25. November 2016 | ||
08:00-09:00 | Pavel Lesnevski | Mispricing and Short Interest |
09:00-10:00 | Anja Kunzmann | M&A(dvertising) |
10:00-10:15 | Coffee Break | |
10:15-11:15 | Christine Laudenbach | Client Involvement in Expert Advice - Antibiotics in Finance? |
11:15-12:00 | Nic Schaub | Social Interaction and Investing: Evidence from a Social Trading Platform |
Start | Referent | Titel |
---|---|---|
12:00-13:00 | Anja Kunzmann | Short Selling & CEO Turnover |
13:00-14:00 | Michael Ungeheuer | Stock Returns and the Cross-Section of Investor Attention |
14:00-14:30 | Coffee Break |
|
14:30-15:30 | Pavel Lesnevski | News in Short Interest |
15:30-16:00 | Fabian Brunner | Investors' Assessment of Mutual Fund Returns and Lottery Preferences |
16:00-16:15 | Coffee Break |
|
16:15 | Simon Zorka | Macroeconomics and Capital Structure |
Start | Referent | Titel |
---|---|---|
09:30-10:00 | Pavel Lesnevski | Shortselling by Mutual Funds |
10:00-10:30 | Anja Kunzmann | The impact of gender composition on a team's willingness to defraud |
10:30-10:45 | Coffee Break |
|
10:45-11:45 | Laura Dahm | Milk or Wine: Mutual Funds' (Dis)economies of Life |
11:45-12:15 | Maximilian Wimmer | Sustainable Index Tracking |
12:15-13:45 | Lunch Break |
|
13:45-14:30 | Simon Zorka | Looking into the Distance |
14:30 | Florens Focke | Pharmaceutical Advertising Biases Media Reports on Drug Safety |
Start | Referent | Titel |
---|---|---|
08:30-09:15 | Alexander Hillert | Newspaper Coverage and the Cross-Section of Stock Returns |
09:15-10:00 | Lena Jaroszek | (Early) Career Experiences and Expectations of Professional Forecasters |
10:00-10:15 | Coffee Break |
|
10:15-10:45 | Anja Kunzmann | M&A(dvertising) |
10:45-11:15 | Zwetelina Iliewa | Framing Effect in Stock Market Expectations |
11:15-11:30 | Coffee Break |
|
11:30-12:15 | Michael Ungeheuer | Perception of Dependence |
12:15-13:45 | Lunch Break |
|
13:45-14:15 | Irmela Koch | Drilled to Obey? Ex-Military CEOs and Financial Misconduct |
14:15-15:15 | Tatjana Xenia Puhan | Cyclicality and the Value of Holding Cash |
15:15-15:30 | Coffee Break | |
15:30 | Victoria Dobrynskaya | Asymmetric Risks of Momentum Strategies |
Start | Referent | Titel |
---|---|---|
09:00-09:45 | Kristina Meier | Female Role Models and Economic Behavior |
09:45-10:00 | Coffee Break |
|
10:00-11:00 | Florens Focke | A Friendly Turn: Advertising Bias in the News Media |
11:00-11:15 | Coffee Break |
|
11:15-12:00 | Lena Jaroszek | Corporate Fraud and Stock Returns |
12:00-13:30 | Lunch Break |
|
13:30-14:00 | Pavel Lesnevski | New Measure of Fund Manager Activeness |
14:00-14:30 | Anja Kunzmann | Activating the Brain: How Disfluency Makes Better Investment Choices |
Start | Referent | Titel |
---|---|---|
08:30-09:15 | Lena Jaroszek | Labor Market Risk and Equity Returns |
09:15-10:15 | Alexander Hillert | Wikipedia, Attention and Stock Market Returns |
10:15-10:30 | Coffee Break | |
10:30-11:30 | Florens Focke | Advertising Spreads Attention |
11:30-12:15 | Pavel Lesnevski | Stock Preferences of US Equity Mutual Funds |
12:15-13:30 | Lunch Break |
|
13:30-14:30 | Michael Ungeheuer | Perception of Dependence |
14:30-15:30 | Anja Kunzmann | M&A(dvertising) |
Start | Referent | Titel |
---|---|---|
08:30-09:30 | Justus Heuer | Selection and timing skills of hybrid mutual fund managers |
09:30-10:30 | Pavel Lesnevski | Mutual Funds and Crash Risk |
10:30-10:45 | Coffee Break | |
10:45-11:45 | Nic Schaub | The Role of Major Data Providers in Disseminating Earnings Information in Financial Markets
|
11:45-12:45 | Alexander Hillert | Advertising, Returns, SEOs, and Repurchases |
12:45-14:15 | Lunch Break |
|
14:15-15:15 | Michael Ungeheuer | Advertising Spreads Liquidity |
15:15-16:15 | Coffee Break |
|
16:15-17:15 | Lena Jaroszek | Is fraud risk priced? |
Start | Referent | Titel |
---|---|---|
08:30-09:30 | Florens Focke | Advertising and Media Content |
09:30-09:40 | Coffee Break |
|
09:40-10:40 | Lena Jaroszek | Knowledge or Reflection? What matters for Consumer Credit Decisions? |
10:40-10:50 | Coffee Break |
|
10:50-11:50 | Pavel Lesnevski | Mutual Funds and Tail Risks |
Start | Referent | Titel |
---|---|---|
08:30-09:30 | Alexander Hillert | Textual Analysis of Letters to Shareholders for U.S. Mutual Funds |
09:30-10:30 | Esad Smajbegovic | Regional Economic Activity and Stock Returns |
10:30-10:45 | Coffee Break |
|
10:45-12:15 | Florens Focke | Advertising and Media Content |
12:15-14:00 | Lunch Break |
|
14:00-15.15 | Tatjana Xenia Puhan | Time-varying Uncertainty and the Cross-section of Stock Returns |
15:15-16:15 | Nic Schaub | Financial Advice and Bank Profits |
16:15-16:30 | Coffee Break | |
16:30-17:45 | Michael Weber | Nominal Rigidities and Asset Pricing |
Start | Referent | Titel |
---|---|---|
09:30-10:30 | Michael Ungeheuer | Perception of Dependence and Investment Behavior |
10:30-10:45 | Coffee Break |
|
10:40-11:45 | Paris Tsotsonos | Advertising & IPOs |
11:45-12:45 | Stefan Obernberger | The Timing of Share Repurchases: Determinants, Repurchase Costs, and Long-run Performance |