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Welcome to the CFR!

The Centre for Financial Research (CFR) is a research institute at the University of Cologne and conducts independent, cutting-edge research of practical relevance in the area of financial markets. 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!



Accounting ReviewThe CFR Working Paper No. 16-11 "CEO Tenure and Firm Value" by Francois Brochet, Peter Limbach, Markus Schmid and Meik Scholz-Daneshgari has been accepted for publication in the Accounting Review.
Journal of Banking and FinanceThe CFR Working Paper No. 19-01 "Till Death (or Divorce) Do Us Part:
Early-life Family Disruption and Investment Behavior" by André Betzer, Peter Limbach, P. Raghavendra Rau and Henrik Schuermann has been accepted for publication in the Journal of Banking and Finance.
Journal of Corporate FinanceThe CFR Working Paper No. 20-14 "Are hedge funds’ charitable donations strategic?" by Vikas Agarwal, Yan Lu and Sugata Ray has been accepted for publication in the Journal of Corporate Finance.
Logo DeutschlandstipendiumThe Fördergesellschaft Finanzmarktforschung e.V. financially supports five students in the field of finance at the University of Cologne as part of the "Deutschlandstipendium" --> Certificate.
We congratulate the member of our CFR Research Team, Mario Hendriock, for obtaining his Doctorate. Mario Hendriock has written his thesis on "Performance in Active Asset Management“.

Responsible for content within the meaning of § 55 II RStV:
Dr. Alexander Pütz,

CFR Research Seminar

The program for the Research Seminar in the winter term 2020/21 is scheduled. This year, the seminar takes place via Zoom. Information on the program can be found here.

Data and Programs on "Open Source Cross Sectional Asset Pricing"

In CFR Working Paper 20-04, Prof. Tom Zimmermann and Prof. Andrew Y. Chen compile an extensive data set to reproduce 315 cross-sectional stock return predictors. The data set and the associated programs can be downloaded here:

CFR Working Paper Series

Bild CFR Working Paper21-02
The M&A Rumor Productivity Dip

Christian Andres, Dmitry Bazhutov, Douglas Cumming, Peter Limbach

Executive Summary | Download Paper

Find more CFR Working Papers

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