Talks in previous terms

Summer Semester 2021

23.06.2021, 10 to 16 hr CET via Zoom

Time Presenter Topic
10:00 to 11:00 Niklas Paluszkiewicz  Predicting Volatility: An Image-based Approach
11:00 to 12:00 Sebastian Denk

Predicting the Equity Premium with Combination Forecasts.

12:00 to 13:00

Lunch beak

13:00 to 14:00 Syed Wasif Hussain Predicting Trends in Cryptocurrency
14:00 to 15.00 Tim Baumgartner

Has Manipulation in the VIX Decreased?

Winter Semester 2020/21

19 January 2021, 10 to 16 hr CET, via Webex

Time Presenter Topic
10:00 to 11:00 Kristijan Maric A Nonlinear Fundamental Indicator Selection Approach for Stock Markets. Application to the US Stock Market
11:00 to 12:00 Niklas Paluszkiewicz  Deep Long-Short Portfolios
12:00 to 13:00

Lunch beak

13:00 to 14:00

Mahvish Naeem

The Tip of the Iceberg: Pre-Publication Revisions of Bank Financial Statements
14:00 to 15:00

Marc Altdörfer

Analyst Distance and Credit Rating Consistency
15:00 to 16.00 Bappaditya Mukhopadhyay

Centralized vs. Decentralized Lockdowns

Winter Semester 2019/2020

23 January 2020, Thursday, Villa Eberhardt, Heidenheimer Straße 80

Time Presenter Topic
10:30-11:30 hr Nenad Curcic   Does the combination of models predicting the US equity premium lead to better out-of-sample performance?
11:30-12:30 hr Syed Wasif Hussain Forecasting stock returns for emarging markets using machine learning
12:30-13:30

Lunch

 

13.30-14:30 hr

Niklas Paluszkiewicz 

Deep trading networks
14:30-15:30 hr

Mahvish Naeem

Long-term effects of bank capital regulation

Summer Semester 2019

Friday, June 7th. Location: Villa Eberhardt 

Time Presenter Topic
10:30 hr Nenad Curcic   Does the combination of models predicting the US equity premium lead to better out-of-sample performance?
11:30 hr Syed Wasif Hussain Forecasting stock returns for emarging markets using machine learning
Lunch

 

 

13:30 hr

Mahvish Naeem

Regulatory reporting and financial stability
14:30 hr

Niklas Paluszkiewicz 

Asset Allocation with Deep Reinforcement Learning

Coffee break

 

 

16:00 hr Bappaditya Mukhopadhyay

Forced displacements: the issue with land

17:00 hr Marc Altdorfer

 

Winter Semester 2018/19

7 January 2019, Thursday, 12:30-15:45 hr

Time Presenter Topic
12:30-13:30 hr Nenad Ćurčić       Does the combination of models predicting the US equity premium lead to better out-of-sample performance?
13:30-14:30 hr Syed Wasif Hussain

Forecasting Stock Returns using Machine Learning for Emerging Markets

14:30-14:45 hr                    Coffee break  

14:45-15:45 hr     

Marc Altdörfer

A Global Study of Credit Ratings Consistency

 

Location: Helmholtzstraße 22, room 2.22

 

Additional talk by Prof. Dr. Eric Nowak (USI) entitled "If at first you don’t succeed, try, try again – Contagion effects of serially defaulting board members in Switzerland" (joint work with Matteo Garzoli, Virginia Gianinazzi, and Alberto Plazzi) on January 31 at 15.00 hr.

Summer Semester 2018

July 6, Friday, 10:30-15:30 hr, Villa Eberhardt, Heidenheimer Straße 80,  at Tagungsraum Bleiche

Time Presenter Topic
10.30-11.30 hr Nenad Curcic              Actual out-of-sample performance of predictability models
11.30-12.30 hr Carsten Schäfer-Siebert A new measure for sovereign contagion: Ordinal Pattern Dependence
12:30-13:30 hr                    Lunch break  

13:30-14:30 hr       

14.30-15.30     

Bappaditya Mukhopadhyay

Marc Altdorfer

Network Externalities with Sanitation: The case of Swaach Bharat Mission

A Global Study of Credit Ratings Consistency

Past talks in the winter semester 17/18

November 16, Thursday, 13:00-16:15 hr

Time Presenter Topic
13-14 hr Ahmet A. Taskin              The Effect of Bank Competition on the Access to Finance and Loan Quality
14-15 hr Clara Franke Textual Analysis of FOMC Documents
15:15-16:15 hr Nenad Curcic Examination of New Approaches for the Prediction of Stock Market Returns
     

Past talks in the summer semester 2017

Date Presenter Time
13th July Alexander Rieber 10 a.m.
13th July Carsten Schäfer-Siebert 2 p.m.
13th July Clara Franke 3 p.m.

Past talks in the winter semester 16/17

Date Presenter Topic
27th October Ahmet A. Taskin Does Home Ownership Prolong the Duration of Unemployment?
24th November Patrick Launhardt Can Equity-based Inside Information Help Predict Corporate Bond Returns?
08th December, room 2.09 Nenad Curcic Can Network Variables Help Explain the Cross-Country Severity of the Recent Crisis?
13th December,
2 p.m.
Matthias Bühlmaier Financial Media, Price Discovery, and Merger Arbitrage
26th January 2017 Alexander Rieber The Career of Credit Rating Analysts
09th February 2017 Mahvish Naeem Do Credit Unions Provide Access to Credit in Dire Times

Past talks during the summer semester 2016

28.04.2016 Vahid Saadi (IWH) Mortgage supply and the US housing boom
30.06.2016 Larissa Schäfer (FS) Forgive but not Forget: The Behavior of Relationship Banks when Firms are in Distress
30.06.2016, 2-3 p.m.; E19 Bernardus Van Doornik Relationship Lending and Credit Unions
Remaining talks will be given on a workshop on the 6th of May 2016 at Kloster Heiligenkreuztal.    

Talks in Heiligenkreuztal

Nino PapiashviliHave Credit Rating Agencies Become Better Monitors Following the Dodd-Frank Act?
Bappaditya Mukhopadhyay (Great Lakes Institute)Promoting Cashless Payments in India
Alexander RieberRating Reports - Do Investors Get the Text Message?
Annika HankeA Global Study of Credit Rating Consistency
Marc AltdörferEuropean versus Anglo-Saxon Credit View: Evidence from the Eurozone Sovereign Debt Crisis
Maximilian FrankeThe Favorite-Longshot Bias on Betting Exchanges: Evidence from the European Soccer Betting Market


Past talks during the winter semester 15/16

17.12.2015 Nino Papiashvili Managerial Incentives and Market Reaction to Voluntary Disclosures
14.01.2016 Patrick Launhardt The OOS Predictive Power of Aggregate Insider Trading
28.01.2016 Moritz Meissner Does It Pay to Talk About ESG? Evidence from Acquisitions
04.02.2016 Christian Richter (German University of Cairo) A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps
11.02.2016 Maximilian Franke Revisiting the favorite-longshot Bias – Evidence from the European Soccer Betting Market

Past talks during the summer semester 2015

07.05.2015

Vahid Saadi
(Uni Frankfurt)

Public Bank Guarantees and Allocative Efficiency
21.05.2015 Patrick Launhardt Aggregate Insider Trading and Credit Spread Forecasting
     
18.06.2015 Carlos de las Salas Sovereign Credit Ratings and the European Debt Crisis
     
16.07.2015 Nino Papiashvili Have Credit Rating Agencies Become Better Monitors Following the Dodd-Franck Act?

 

Past talks during the winter semester 2014/2015

23.10.2014 Costas Lambrinoudakis Capital Structure and Financial Flexibility - Expectations of Future Shocks
     
20.11.2014 Florian Weigert Tail Risk in Hedge Funds: Evidence from Portfolio Holdings
  (Uni St. Gallen)  
     
04.12.2014 Björn Imbierowicz Does Lack of Financial Stability Impair the Transmission of Monetary Policy?
  (Uni Frankfurt)  
     
18.12.2014 Maximilian Franke The Valuation of Internet and Technology Stocks in the late 1990s: A Long-Term Performance Perspective
     
22.01.2015 Nino Papiashvili Managerial Incentives and Firm Investor Base
     
     
29.01.2015 Matthias Böhm  
     
12.02.2015 Alexander Rieber Reading between the lines: The informational content of rating announcements
     

Past talks during the summer term 2014

     
Date Presenter Topic
24.04.2014 Alexander Rieber Reading between the lines: The informational content of rating announcements
     
08.05.2014 Carlos de las Salas Not from my hood: a cross-country analysis of corporate credit ratings
     
22.05.2014 Patrick Launhardt  Aggregate Insider Trading and Credit Spread Forecasting 
     
     
05.06.2014 Maximilian Franke The Valuation of Internet and Technology Stocks in the late 1990s:
    A Long-Term Performance Perspective
     
10.07.2014 Prof. Bappaditya Mukhopadhyay Achieving Financial Inclusion in India: Road towards going Cashless
     
17.07.2014  Matthias Böhm Risk Aversion Conditional on Saving and Investing Behaviour
     
24.07.2014 Philipp-Michael Kusche Inefficiencies in High Yield Corporate Bond Markets on Index Level