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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. 16-02 "The Freedom of Information Act and the Race Towards
Information Acquisition" by Antonio Gargano, Alberto G. Rossi und Russ Wermers has been accepted for publication in Review of Financial Studies.
Review of FinanceThe CFR Working Paper No. 15-03 "Volatility of Aggregate Volatility and Hedge Fund Returns" by Vikas Agarwal, Y. Eser Arisoy und Narayan Y. Naik has been accepted for publication in Journal of Financial Economics.
On April 3rd, 2017, the 16th Cologne Colloquium on Financial Markets will take place. The deadline for submissions is
January 15th, 2017. Further information can be found here.
Review of FinanceThe CFR Working Paper No. 15-14 "Ich bin dann mal weg: Werteffekte von
Delistings deutscher
Aktiengesellschaften nach dem Frosta-
Urteil" by Markus Doumet, Peter Limbach and Erik Theissen has been accepted for publication in Zeitschrift für betriebswirtschaftliche Forschung.
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.

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 / Internal Seminar

Due to Prof. Dr. Alexander Kempf's sabbatical semester there will be no research or intern seminars at the CFR during the winter term 2016/17.

BVI-CFR Event 2016

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The BVI-CFR Event, organised by the CFR and the BVI, takes place in Frankfurt on December 5th 2016. In the course of the seminar, CFR researchers present their findings from research projects. Participants of this seminar are executive board members and managers of member companies of the BVI. The event will be held in German.

CFR Research Workshop 2017

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The CFR Research Workshop will take place on February 13th, 2017 at Deutsche Apotheker und Ärztebank in Düsseldorf. The CFR Research Workshop serves the purpose of intensifying the exchange between researchers at the CFR and the CFR sponsors.

16th Cologne Colloquium on Financial Markets

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On Monday, April 3rd 2017, the 16th 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. In order to participate in the Colloquium, enrolment is required.

CFR Working Paper Series

Bild CFR Working Paper16-02
The Freedom of Information Act and the Race Towards Information Acquisition

Antonio Gargano, Alberto G. Rossi, Russ Wermers

Executive Summary | Download

Find more CFR Working Papers
here.

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