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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

Review of FinanceThe CFR Working Paper No. 15-10 "The Pricing of Different Dimensions of Liquidity: Evidence from Government Guaranteed Bank Bonds" by Jeffrey R.Black, Duane Stock and Pradeep Yadav has been accepted for publication in Journal of Banking and Finance.
Review of FinanceThe CFR Working Paper No. 12-05 "Runs on Money Market Mutual Funds" by Lawrence Schmidt, Allan Timmermann and Russ Werners has been accepted for publication in American Economic Review.
Review of FinanceThe CFR Working Paper No. 12-09 "Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows" by Gjergji Cici, Alexander Kempf and Christoph Sorhage has been accepted for publication in Review of Finance.
We congratulate the member of our CFR Research Team, Florian Sonnenburg and Christoph Sorhage, for obtaining their Doctorate. Florian Sonnenburg has written his thesis on “Essays on Mutual Fund Governance and Corporate Governance”. Christoph Sorhage has written his thesis on “Essays on the Interaction of Investor Clienteles and Mutual Fund Behavior”.
Journal-of-Empirical-FinanceThe CFR Working Paper No. 12-07 "A Study of Analyst-Run Mutual Funds: The Abilities and Roles of Buy-Side Analysts" by Gjergji Cici and Claire Rosenfeld has been accepted for publication in Journal of Empirical Finance.

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 Research Seminar

Kalenderblatt
On Thursday, June 30th 2016, Benjamin R. Auer (Universität Leipzig) will give a talk in our CFR Research Seminar. The topic is: "Are Anomaly-Separating Methodologies up to Their Designated Task?". The event will take place from 4pm to 6.15pm in room 610a of the WiSo-building.
You can find the whole program of the CFR Seminar here.

CFR Internal Seminar

Kalenderblatt
On Thursday, July 07rd 2016, Florian Sonnenburg (Centre for Financial Research (CFR) and University of Cologne) will give a talk in our Internal Seminar. The topic is: "Mutual Fund Governance". The event will take place from 4pm to 6.15pm in room 610a of the WiSo-building.
You can find the whole program of the CFR Seminar here.

CFR Working Paper Series

Bild CFR Working Paper16-01
Cross-Company Effects of Common Ownership: Dealings Between Borrowers and Lenders With a Common Blockholder

Gjergji Cici, Scott Gibson, Claire Rosenfeld

Executive Summary | Download

Find more CFR Working Papers
here.

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