19. Kölner Finanzmarktkolloquium Asset Management
Das vom CFR unter der Leitung von Prof. Dr. Alexander Kempf organisierte 19. Kölner Finanzmarktkolloquium sollte am 30. März 2020 in den Räumlichkeiten der Ampega Asset Management GmbH in Köln stattfinden.
Das Kolloquium richtete sich an Wissenschaftler*innen und Praktiker*innen mit Interessen im Bereich Asset Management. Aufgrund der Coronavirus-Situation musste das Finanzmarktkolloquium leider abgesagt werden.
| 9.00 | Registration |
| 9.45 | Welcome |
| 10.00 | Attention Triggers and Investors’ Risk Taking Marc Arnold (University of St. Gallen), Matthias Pelster (Paderborn University), Marti G. Subrahmanyam (Stern School of Business, New York) Discussant: Daniel Schmidt (HEC Paris) |
| 10.35 | Same Bank, Same Clients but Different Pricing: How do Flat-Fees for Mutual Funds Affect Retail Investor Portfolios? Steffen Meyer (University of Southern Denmark), Benjamin Loos (University of Technology Sydney), Charline Uhr (Goethe University Frankfurt), Andreas Hackethal (Goethe University Frankfurt) Discussant: Nic Schaub (WHU) |
| 11.10 | Coffee break |
| 11.30 | Whom to Follow: Individual Manager Performance and Persistence in Private Equity Investments Reiner Braun (Technical University of Munich), Nils Dorau (Technical University of Munich), Tim Jenkinson (University of Oxford), Daniel Urban (Erasmus University Rotterdam) Discussant: Roland Füss (University of St. Gallen) |
| 12.05 | Fundraising in the Hedge Fund Industry Olga A. Obizhaeva (Stockholm School of Economics) Discussant: Pasquale Della Corte (Imperial College London) |
| 12.40 | Lunch |
| 13.40 | Activism Pressure and the Market for Corporate Assets Ulrich Hege (Toulouse School of Economics), Yifei Zhang (Toulouse School of Economics) Discussant: Daniel Urban (Erasmus University Rotterdam) |
| 14.15 | A Supply and Demand Approach to Equity Pricing Sebastien Betermier (McGill University), Laurent E. Calvet (EDHEC Business School), Evan Jo (McGill University) Discussant: Olga A. Obizhaeva (Stockholm School of Economics) |
| 14.50 | Postersession |
| A Critique of Momentum Anomalies Thiago de Oliveira Souza (University of Southern Denmark) | |
| Ambiguity and Investor Behavior Dimitrios Kostopoulos, Steffen Meyer (University of Southern Denmark), Charline Uhr (Goethe University Frankfurt) | |
| Consuming Dividends Konstantin Bräuer (Goethe University Frankfurt), Andreas Hackethal (Goethe University Frankfurt), Tobin Hanspal (WU Vienna University of Economics and Business) | |
| Learning without Trading Markku Kaustia (Aalto University), Nic Schaub (WHU), Markus Schmid (University of St. Gallen) | |
| Opinion Formation in Social Investor Networks Rouven Litterscheidt (LMU München), David J. Streich (LMU München), Rafael M. Zacherl (LMU München) | |
| Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns Sebastian Stöckl (University of Liechtenstein) | |
| Short Selling Equity Exchange Traded Funds and its Effect on Stock Market Liquidity Egle Karmaziene (VU Amsterdam), Valeri Sokolovski (HEC Montréal) | |
| The Relevance of High-Frequency News Analytics for Lower-Frequency Investment Strategies David Happersberger (Lancaster University and Invesco Quantitative Strategies), Harald Lohre (Lancaster University and Invesco Quantitative Strategies), Ingmar Nolte (Lancaster University), Carsten Rother (University of Hamburg and Invesco Quantitative Strategies) | |
| 16.00 | Coffee break |
| 16.20 | A Credit-Based Theory of the Currency Risk Premium Pasquale Della Corte (Imperial College London), Alexandre Jeanneret (HEC Montréal), Ella D.S. Patelli (HEC Montréal) Discussant: Laurent E. Calvet (EDHEC Business School) |
| 16.55 | Sentiment Risk Premia in the Cross-Section of Global Equity Roland Füss (University of St. Gallen), Massimo Guidolin (Bocconi University), Christian Koeppel (University of St. Gallen) Discussant: Steffen Meyer (University of Southern Denmark) |
| 17.30 | Farewell |
