Munich Finance Day

Unser Munich Finance Day fördert und unterstützt den kontinuierlichen fachlichen Austausch der Doktoranden, Postdoktoranden und Professoren auf dem Gebiet der Finanzwirtschaft. Alle finanzwirtschaftlichen Lehrstühle der LMU und TUM nehmen an diesem Austausch- und Diskussionsforum teil.

Interesse? Sie sind herzlich eingeladen, Ihre aktuelle Forschung im Rahmen unseres Munich Finance Day vorzustellen und zu diskutieren. Der Munich Finance Day wird zweimal im Jahr, am Ende jedes Semesters, vom Institut für Finance und Banking organisiert und ausgerichtet.

Der nächste Munich Finance Day findet im Sommersemester 2024 an der Ludwig-Maximilians-Universität in München statt.

"Ambiguity and the Skewness Premium"Valentin Luz17.07.2023
"Sustainability, Prices and Emotions"Mareike Worch17.07.2023
"Quote Fragmentation and Extreme Price Movements"Ryan Riordan17.07.2023
"Payment for Order Flow and Market Quality: A Field Experiment"Ralf Elsas
"Option Auctions"Ryan Riordan07.02.2023
"Mispricing Decomposition and Global Mispricing Index"Minghui Chen07.02.2023
"Can Financial Analysts' Questions Help Predict Internal Control Weaknesses?Sebastian Kuhn18.07.2022
"Household Take-up of Subsidized Insurance"Johannes Jaspersen18.07.2022
"Machine Learning for Emerging Market Stock Selection"Matthias Hanauer, Tobias Kalsbach18.07.2022
"Communication Norms in Earnings Conference Calls: The Role of Indirect Questions"Alexander Paulus18.07.2022
"The forecasting power of short-term options"Martin Reinke
"A Closer Look at Spillovers in Stocks and Bonds"Tobias Kalsbach
"Not Just a Seat at the Table? The Impact of Female Directors’ Inclusion on Firm Performance"Mennatallah Balbaa10.02.2022
"A Model of Anchoring and Adjustment for Decision-Making under Risk"Johannes Jaspersen10.02.2022
"Managerial Ambiguity and M&A Performance"Désirée-Jessica Pély12.02.2020
"Strike the right tone: Financial analysts' strategic tone in earnings conference calls"Julia Haag

"Data Economy & Mergers and Acquisitions"Daniela Schoch12.02.2020
"Predicting Insurance Demand fro Risk Attitudes"Johannes Jaspersen12.02.2020
“Why do large firms pay higher wages? Novel stylized facts from linked firm-establishment-worker data”Daniel Bias31.01.2019
“An analysis of net-outcome contracting with applications to equity-based compensation”Christian Hofmann31.01.2019
“Follow the Fund or the Individual? Performance Persistence in Private Equity Deals”Daniela Schoch12.07.2018
“Robust Inference in Single Firm/Single Event-Analyses in Litigation”Nils Dorau12.07.2018
“Sparse Parametric Portfolio Selection”
Roman Crößmann
“Constructing a Powerful Profitability Factor: International Evidence”Daniel Huber05.02.2018
“Technology Disclosure and Capital Market Uncertainty: The Role of Patents”Poyaan Khashabi05.02.2018
“Empire-Building, Incentives, and Cost Behavior“Daniel Meindl25.07.2017
“Large Boards“Daniel Urban25.07.2017
“A Text-Based Measure of Union Power: Evidence from 10-Ks“Nikolas Breitkopf25.07.2017
“The Anatomy of Short Squeezes“Ralf Elsas02.02.2017
“Index Membership and Capital Structure: International Evidence”Daniel Urban02.02.2017
“A Heston-Nandi GARCH Credit Risk Model”Janis Bauer02.02.2017
“Anyone Monitoring? How Vanishing Local Newspapers Affect Firms’ Debt Structure”Daniel Bias12.07.2016
“Who Learns from Whom? International Peers’ Stock Prices, Proximity, and Corporate Investment”David Florysiak12.07.2016
“Trust based on social norms: The influence of social norms on ownership structures and owner involvement”Nina Kühne12.07.2016
“Why do not all firms engage in tax avoidance?“Kai Sandner04.02.2016
“The Impact of Equity Funds‘ Cash Flows on Stock Market Liquidity: Evidence from the German Stock Market”Zhao Wenting04.02.2016
“A Sharpe Ratio Neutral Prior for Bayesian Portfolio Selection”Roman Crößmann04.02.2016
“Capital Market Access and Cash Flow Allocation during the Financial Crisis”David Florysiak04.02.2016
“Financial crime „hot spots“ – Empirical evidence from the foreign exchange market”Florian El Mouaaouy16.07.2015
“Model Calibration in Thinly Traded Derivatives Markets”Janis Bauer16.07.2015
“It´s not fear! Emotions may not matter as much as we think in financial markets”Gesa Petersen/Theresa Spickers16.07.2015
“Behavioral Biases and Corporate Risk Management”Tim Adam29.01.2015
"The influence of short sale constraints on the relationship between individual trading behavior and market prices"Peter Schmidt29.01.2015
"Disentangling the effects of corporate diversification on the cost of capital"Patrick Bielstein29.01.2015
"Asset Characteristics and Portfolio Choice Problems"Roman Crößmann29.01.2015
“Perceived Market Disruption“Jan Riepe10.07.2014
“Does it matter where you work? The role of women in the boardroom and firm valuation”Daniel Urban10.07.2014
“Do Managers Know, Think to Know or Want Others to Know – Evidence from Directors‘ Dealings“Tobias Heizer10.07.2014
“Friendship and Money, Oil and Water?
"Credit Constraints and\Family and Friends" Finance"
Manuel Wiegand10.07.2014
“What can we learn from the Information Acquisition Process of Individual Investors”Torsten Walther06.02.2014
“Expert Forecasts: Fast, Frugal, Flawed”Zwetelina Iliewa06.02.2014
“Public Information in Markets with Unknown Investors”Christian Hofmann06.02.2014
“Model Uncertainty and Expected Return Proxies”Christoph Jäckel06.02.2014
“Are there Capital Management Activities in Banks? A new empirical strategy to differentiate between earnings and capital management”Jan Riepe11.07.2013
“Managerial ownership and corporate risk-taking”Matthias Bröcker11.07.2013
“Pricing in Private Equity Club Deals”Ingo Stoff11.07.2013
“Run, Walk or Buy? Financial Literacy, Dual –Process Theory and Investment Behavior”Torsten Walther07.02.2013
“The Blind Spot of Banking Regulation: Level 3 Valuation and Regulatory Capital Ratios”Jan Riepe07.02.2013
“Production Characteristics, Financial Flexibility, and Capital Structure Decisions”Sebastian Reinartz07.02.2013
“Efficiency Wages and Earnings Distribution with Conflicting Principals”Kai Sandner, Richard Peter07.02.2013
“Financial Constraints & Firm Behavior: Evidence from a Survey-based Panel of German Firms”Catharina Klepsch, Tea Szabo17.07.2012
“Financial Literacy: An Omitted Variable in Household Finance?”Markus Glaser17.07.2012
“A New Look at the Fama-French-Model: Evidence Based on Expected Returns”Matthias Hanauer, Christoph Jäckel17.07.2012
“Market-Based Measures of the Costs and Benefits of Debt – International Evidence”Nikolas Breitkopf09.02.2012
“The Equity Risk Premium Across European Markets – An Analysis Using the Implied Cost of Capital”Christoph Jäckel, Katja Mühlhäuser09.02.2012
“Measuring and Assessing Systemic Risk Importance in Global and Regional Financial Markets – Using the Expected Shortfall Indicator”Wolfgang Lahmann09.02.2012
“Optimal Distribution of Earnings between Partners in Family Firm Contracting”Kai Sandner09.02.2012
"Heterogeneity in the Speed of Adjustment towards Target Leverage"David Florysiak10.02.2011
„Financial Flexibility“Andreas Killi10.02.2011
"Ownership Concentration and Liquidity“Christoph Rösch10.02.2011
„Determinanten der Vorstandsvergütung: Eine empirische Analyse für Europa und die USA“Alexander Hüttenbrink19.07.2010
„Analyse der Monitoring- und Incentive-Kosten in Prime Standard Unternehmen"Philipp Schaller19.07.2010
“Yes, No, Perhaps? – Explaining the Demand for Risk Classification Insurance with Incomplete Private Information"Richard Peter19.07.2010
“Bankruptcies in Japan: Recession Era? Or Business Chances?”Yoshiko Shirata12.02.2010
"Net Asset Value Discounts in Listed Private Equity Funds“Henry Lahr12.02.2010
"Taxes and Payout Policy“Oliver Trinchera12.02.2010
“Was SOX effective in reducing asymmetric information? The case of IPO-underpricing”Stefan Obernberger20.07.2009
“Validating Estimation Methods of Structural Default Risk Models”Nikolas Breitkopf20.07.2009
“Drivers of earnings quality in a bank-based economy: Evidence from voluntary vs. mandatory IFRS adoption in Germany”Nina Günther, Bernhard Gegenfurtner20.07.2009
"Family firms, agency costs and risk aversion – Empirical evidence from diversification and hedging decisions“Thomas Schmid06.02.2009
“The Predictive Performance of Applying Multifactor Models to the Black-Litterman Framework”Markus Franke06.02.2009
"Noise Trading in Stamm- und Vorzugsaktien – Eine empirische Untersuchung für DAX-Unternehmen“Martin Jaron06.02.2009
"Why and How to Integrate Liquidity Risk into a VaR-Framework“Sebastian Stange06.02.2009
"The Anatomy of Bank Diversification”Ralf Elsas27.06.2008
“Fractional Dependent Variables in Panel Data Models: Some Econometric Issues”David Florysiak27.06.2008
"Combination notes: market segmentation and equity transfer”Albert Schaber27.06.2008
"Linking Credit Risk Premia to the Equity Premium"Tobias Berg27.06.2008
"Insider Ownership, organizational behaviour and firm performance: Empirical Evidence from Germany”Markus Ampenberger27.06.2008