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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

jofThe CFR Working Paper No. 10-16 "Sturm und Drang in Money Market Funds: When Money Market Funds Cease to Be Narrow” by Stephan Jank and Michael Wedow has been accepted for publication in the "Journal of Financial Stability".
jofThe CFR Working Paper No. 14-13 "Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds” by Vikas Agarwal, Yan Lu and Sugata Ray has been accepted for publication in the "Management Science".
jofThe CFR Working Paper No. 11-08 "Can internet search queries help to predict stock market volatility?" by Thomas Dimpfl and Stephan Jank has been accepted for publication in the “European Financial Management”.
jofThe CFR Working Paper No. 11-08 "On the Use of Options by Mutual Funds: Do They Know What They Are Doing?" by Gjergji Cici and Luis-Felipe Palacios has been accepted for publication in the “Journal of Banking and Finance”.
jofThe CFR Working Paper No. 10-15 "The Valuation of Hedge Funds’ Equity Positions" by Gjergji Cici, Alexander Kempf and Alexander Pütz has been accepted for publication in the “Journal of Financial and Quantitative Analysis”.
jofThe CFR Working Paper No. 13-07 "Market Transparency and the Marking Precision of Bond Mutual Fund Managers" by Gjergji Cici, Scott Gibson, Yalin Gunduz and John J. Merrick, Jr. has been accepted for publication in the “Journal of Portfolio Management”.

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 Internal Seminar

Kalenderblatt
On Thursday, Februar 05th 2015, Marc-André Göricke (Centre for Financial Research (CFR) and University of Cologne) will give a talk in our Internal Seminar. The topic is: "Manager Experience and Investment Behavior". The event will take place from 4pm to 6pm in room 610a of the WiSo-building.
You can find the whole program of the CFR Seminar here.

CFR Research Workshop 2015

Kalenderblatt
The CFR Research Workshop will take place on March 16th, 2015 at HSBC Trinkaus & Burkhardt AG in Düsseldorf. The CFR Research Workshop serves the purpose of intensifying the exchange between researchers at the CFR and the CFR sponsors.

14th Cologne Colloquium on Financial Markets

Kalenderblatt
On Monday, April 20th 2015, the 14th Cologne Colloquium on Financial Markets will take place. The Conference will address current questions concerning asset management and is aimed at academics and practitioners.The Cologne Colloquium on Financial Markets will last the whole day and will be held at Kreissparkasse Köln in Cologne.

CFR Working Paper Series

Bild CFR Working Paper15-01
Who trades on momentum?

Markus Baltzer, Stephan Jank, Esad Smajlbegovic

Executive Summary | Download

Find more CFR Working Papers
here.

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