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Welcome to the CFR!

The CFR conducts independent, cutting-edge research of practical relevance in the area of finance. We offer talented students and graduates the opportunity to participate in our research, so that, given adequate abilities and interests, their way into international research may become easier. As a competence centre for finance, the CFR is finding resonance in academia and practitioners. We invite you to be part of the process!

 

News

We congratulate the member of our CFR Research Team, Stefan Jaspersen, for obtaining his Doctorate. Stefan Jaspersen has written his thesis on "Information advantages in the mutual fund industry“.
Review of Financial StudiesThe CFR Working Paper No. 14-11 "The Investment Value of Mutual Fund Managers’ Experience outside the Financial Sector" by Gjergji Cici, Monika Gehde-Trapp, Marc-André Göricke and Alexander Kempf has been accepted for publication in Review of Financial Studies.
Journal of Banking and FinanceThe CFR Working Paper No. 14-14 "Trading Efficiency of Fund Families: Impact on Fund Performance and Investment Behavior" by Gjergji Cici, Laura Dahm and Alexander Kempf has been accepted for publication in Journal of Banking and Finance.
Review of Financial StudiesThe CFR Working Paper No. 16-10 "Mutual Fund Transparency and Corporate Myopia" by Vikas Agarwal, Rahul Vashishtha, and Mohan Venkatachalam has been accepted for publication in Review of Financial Studies.
Journal of EconometricsThe CFR Working Paper No. 17-01 "A two-step indirect inference approach to estimate the long-run risk asset pricing model" by Joachim Grammig and Eva-Maria Küchlin has been accepted for publication in Journal of Econometrics.

CFR Research Seminar

Kalenderblatt
On Thursday, May 17th 2018, Professor Gjergji Cici (University of Kansas) will give a talk in our CFR Research Seminar. The topic is:
"Do Connections with Buy-Side Analysts Inform Sell-Side Analyst Research". The event will start at 4pm in room 610a of the WiSo-building. You can find the whole program of the CFR Seminar here.

CFR Student Group Events

The CFR Student Group Events for the summer term 2018 are scheduled. Further information about the program can be found here.

German Factors and Test Assets

The Fama-French factors, the Carhart factor and test assets for the German equity market are now available for download. The factors and test assets have been calculated as part of a joint project of the CFR and the chairs of Prof. Alexander Kempf and Prof. Erik Theissen. We hope that this will be a useful and valuable resource to the research community. You can find the data sets here.

CFR Working Paper Series

Bild CFR Working Paper18-01
The Impact of Labor Mobility Restrictions on Managerial Actions: Evidence from the Mutual Fund Industry

Gjergji Cici, Mario Hendriock, Alexander Kempf

Executive Summary | Download Paper

Find more CFR Working Papers
here.

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