Deutsch Contact Directions Sitemap

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, 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.
jofThe CFR Working Paper No. 14-02 "The Lintner model revisited: Dividends versus total payouts" by Christian Andres, Markus Doumet, Erik Fernau and Erik Theissen has been accepted for publication in Journal of Banking and Finance.
jofThe CFR Working Paper No. 15-13 "Government Ownership, Informed
Trading and Private Information" by Ginka Borisova and Pradeep K. Yadav has been accepted for publication in the Journal of Corporate Finance.
jofThe CFR Working Paper No. 13-11 "Which beta is best? On the information content of option-implied betas" by Rainer Baulez, Olaf Korn and Sven Saßning has been accepted for publication in European Financial Management.
jofThe CFR Working Paper No. 13-09 "Seasonal Asset Allocation: Evidence from
Mutual Fund Flows" by Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi and Russ Wermers has been accepted for publication in the “Journal of Financial and Quantitative Analysis”.

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.

15th Cologne Colloquium on Financial Markets

Kalenderblatt
On Monday, April 11th 2016, the 15th 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 Sal. Oppenheim jr. & Cie. AG & Co. KGaA. In order to participate in the Colloquium, enrolment is required.

Please note that the deadline for your paper submissions ends on January 15th, 2016.

CFR Research Workshop 2016

Kalenderblatt
The CFR Research Workshop will take place on February 29th, 2016 at Oddo Meriten Asset Management in Düsseldorf. The CFR Research Workshop serves the purpose of intensifying the exchange between researchers at the CFR and the CFR sponsors.

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.

CFR Sponsors      

www.cfr-cologne.de | © 2004-2016 | webmaster