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CFR Research Seminar

At the CFR Research Seminar national and international academics present their findings. Furthermore CFR researchers present the preliminary findings from ongoing research projects for informal discussion.

Currently, the seminar takes place via Zoom. Interested academics or practitioners are welcome to attend. If you want to join the seminar, please write an email to Dr. Alexander Puetz (

Time Table Winter Term 2020/21

Thur, 05.11.2020, 4-5.30pm
Monika Gehde-Trapp
University of Hohenheim
Meet me in the middle - Central clearing and netting efficiency in CDS markets
Thur, 12.11.2020, 4-5.30pm
Peter Limbach
University of Cologne
The M&A Rumor Productivity Dip
Thur, 19.11.2020, 4-5.30pm
Joachim Grammig
University of Tübingen
Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia
Thur, 26.11.2020, 4-5.30pm
Simon Lesmeister
University of Cologne
Indexing and the Performance-Flow Relation of Actively Managed Mutual Funds
Thur, 03.12.2020, 4-5.30pm
Florian Weigert
Université de Neuchâtel
Hedge Funds and the Idiosyncratic Volatility Effect
Thur, 10.12.2020, 4-5.30pm
Tom Zimmermann
University of Cologne
Open-Source Cross-Sectional Asset Pricing
Thur, 17.12.2020, 4-5.30pm
Dieter Hess
University of Cologne
Narrowing the Gap between Analyst and Model Based Earnings Forecast
Thur, 07.01.2021, 4-5.30pm
Erik Theissen
University of Mannheim
Do Contented Customers Make Shareholders Wealthy?- Implications of Intangibles for Security Pricing
Thur, 14.01.2021, 4-5.30pm
Stefan Jaspersen
University of Cologne
Screening Discrimination in Financial Markets: Evidence from CEO-Fund Manager Dyads
Thur, 21.01.2021, 4-5.30pm
Mario Hendriock
University of Cologne
Finding your calling: Matching skills with jobs in the mutual fund industry
Thur, 28.01.2021, 4-5.30pm
Olaf Korn
University of Göttingen
How to Harvest Variance Risk Premiums for the Long-term Investor?

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