Vergangene Research Seminare Asset Management
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Research Seminar (December 12, 2018)
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? -
Research Seminar (September 13, 2018)
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/
Overnight Returns 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?
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Research Seminar (April 10, 2018)
Start Referent Titel 09:30-10:30 Fabian Gamm
PEAD and Intraday/
Overnight Returns 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
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Research Seminar (October 26, 2017)
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
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Research Seminar (March 16, 2017)
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
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Research Seminar II (May 18, 2017)
Start Referent Titel 15:30-16:45 Pavel Lesnevski
Are Short Sellers Smart Anomaly Traders?
16:45 Michael Ungeheuer Daily Winners and Losers
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Research Seminar (Nov 24 + Nov 25, 2016)
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
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Research Seminar (Sep 8, 2016)
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
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Research Seminar (Nov 13, 2015)
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
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Research Seminar (May 21, 2015)
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 -
Research Seminar (March 26, 2015)
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
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Research Seminar (November 28, 2014)
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)
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Research Seminar (April 15, 2014)
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?
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Research Seminar (October 2, 2013)
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
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Research Seminar (November 27, 2013)
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
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Research Seminar (November 28, 2013)
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