Vergangene Research Seminare Asset Management

Fabian Gamm

PEAD and Intraday/Overnight Returns

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

16:00-16:15

Coffee Break

16:15-17:45

A Name That Rings a Bell: Spillover Effects in Companies with Similar Names

Mengqiao Du

Stock Repurchasing Behavior of Mutual Funds

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

Zwetelina Iliewa

Causal Impact of Thinking on Financial Markets

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

Pavel Lesnevski

Are Short Sellers Smart Anomaly Traders? 

Daily Winners and Losers

08:00-09:00

Dollar Ahead of FOMC Target Changes

09:00-09:45

The Liquidity Implications of the Securities Lending Market for Treasuries: An Analysis of the European Debt Crisis

09:45-10:00

10:00-11:00

The Flow-Performance Relations­hip of Hedge Funds: Are 13 F Portfolio Returns Important?

11:00-12:45

12:45-13:45

Minimum Volatility from a Factor Perspective

13:45-15:30

15:30-16:30

Past Return Experiences and Mutual Fund Managers

16:30-17:45

Stock Returns and the Cross-Section of Investor Attention

08:00-09:00

Mispricing and Short Interest

09:00-10:00

M&A(dvertising)

10:00-10:15

10:15-11:15

Client Involvement in Expert Advice - Antibiotics in Finance?

11:15-12:00

Social Interaction and Investing: Evidence from a Social Trading Platform

Anja Kunzmann

Short Selling & CEO Turnover

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

Pavel Lesnevski

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

Pharmaceutical Advertising Biases Media Reports on Drug Safety

Alexander Hillert

Newspaper Coverage and the Cross-Section of Stock Returns

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

Drilled to Obey? Ex-Military CEOs and Financial Misconduct

Cyclicality and the Value of Holding Cash

Kristina Meier

Female Role Models and Economic Behavior

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

Corporate Fraud and Stock Returns

12:00-13:30

Lunch Break

13:30-14:00

Pavel Lesnevski

New Measure of Fund Manager Activeness

Activating the Brain: How Disfluency Makes Better Investment Choices

Lena Jaroszek

Labor Market Risk and Equity Returns

Wikipedia, Attention and Stock Market Returns

10:15-10:30

10:30-11:30

Florens Focke

Advertising Spreads Attention

11:30-12:15

Stock Preferences of US Equity Mutual Funds

12:15-13:30

Lunch Break

13:30-14:30

Michael Ungeheuer

Perception of Dependence

M&A(dvertising)

Justus Heuer

Selection and timing skills of hybrid mutual fund managers

Mutual Funds and Crash Risk

10:30-10:45

10:45-11:45

Nic Schaub

The Role of Major Data Providers in Disseminating Earnings Information in Financial Markets

11:45-12:45

Advertising, Returns, SEOs, and Repurchases

12:45-14:15

Lunch Break

14:15-15:15

Michael Ungeheuer

Advertising Spreads Liquidity

Is fraud risk priced?

Florens Focke

Advertising and Media Content

Coffee Break

09:40-10:40

Knowledge or Reflection? What matters for Consumer Credit Decisions?

10:40-10:50

Coffee Break

10:50-11:50

Mutual Funds and Tail Risks

Alexander Hillert

Textual Analysis of Letters to Shareholders for U.S. Mutual Funds

Esad Smajbegovic

Regional Economic Activity and Stock Returns

10:30-10:45

10:45-12:15

Florens Focke

Advertising and Media Content

12:15-14:00

Time-varying Uncertainty and the Cross-section of Stock Returns

Financial Advice and Bank Profits

Nominal Rigidities and Asset Pricing

Michael Ungeheuer

Perception of Dependence and Investment Behavior

Coffee Break

10:40-11:45

Advertising & IPOs

11:45-12:45

Stefan Obernberger

The Timing of Share Repurchases: Determinants, Repurchase Costs, and Long-run Performance