Archiv Finance Research Seminar

Wintersemester 2020/2021

 

Dienstag, 22. September 2020
Sprecher:  Dr. Stefan Wendt, Associate Professor, Department of Business Administration, Reykjavik University
Thema: Firm- and country-level determinants of green investments: An empirical analysis
Host: Prof. Dr. Marco Menichetti, Chair in  Business Administration, Banking & Financial Management
Location: Zoom (Bitte bei banking@uni.li registrieren)


Dienstag, 6. Oktober 2020
Sprecher:  Hanlin Yang, Department of Banking and Finance, University of Zurich
Thema: Decomposing Factor Momentum
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 13. Oktober 2020
Sprecher: Michael Hanke, Universität Liechtenstein
Thema: Political Event Portfolios: Update for the 2020 US Presidential Election
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (Bitte bei banking@uni.li registrieren)


Dienstag, 20. Oktober 2020
Sprecher: Ekaterina Kazak, University of Manchester
Thema:Portfolio Pretesting with Machine Learning
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (Bitte hier registrieren)


Dienstag, 3. November 2020
Sprecher:  tba
Thema: tba
Host: tba


Dienstag, 17. November 2020
Sprecher:  Research Pitch Session for PhD Students I [Internal]


Dienstag, 1. Dezember 2020
Sprecher:  Research Pitch Session for PhD Students II [Internal]


Dienstag, 15. Dezember 2020
Sprecher:  Prof. Dr. Sebastian Utz, University of St. Gallen (HSG) 
Thema: Capital-market effects of ESG scores: Evidence from a quasi-natural experiment
Host: Prof. Dr. Marco Menichetti, Chair in  Business Administration, Banking & Financial Management
Lociation: Zoom (bitte hier registrieren)


 

Dienstag, 12. Januar 2021
Sprecher:  Dr. Marc Berninger, TU Darmstadt
Thema:  „Environmental, Social and Governance Reporting in Annual Reports: A Textual Analysis“
Host: Prof. Dr. Marco Menichetti, Chair in  Business Administration, Banking & Financial Management
Location: Zoom (Bitte hier registrieren)

 

Sommersemester 2020

Dienstag, 18. Februar 2020
Sprecher:  Christian Köppel, Universität St. Gallen
Thema:  Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 3. März 2020
Sprecher:  Prof. Dr. Julian Thimme, Karlsruhe Institute of Technology
Thema: Non-substitutable consumption growth risk
Host: Sebastian Stöckl / Chair in Finance


ABGESAGT - Dienstag, 17. März 2020
Sprecher:  Michael Razen, PhD, University of Innsbruck
Thema: FiT - Financial Training: A novel approach to improving financial literacy and economic decision making
Host: Sebastian Stöckl / Chair in Finance


ABGESAGT - Dienstag, 7. April 2020
Sprecher:  Dr. Marc Berninger, TU Darmstadt
Thema: Environmental, social and governance reporting in annual reports: A textual analysis
Host: Prof. Dr. Marco J. Menichetti, Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement


ABGESAGT: Dienstag, 21. April 2020
Sprecher:  tba
Thema: tba
Host: tba


ABGESAGT: Dienstag, 28. April 2020
Sprecher:  tba
Thema: tba
Host: tba


ABGESAGT: Dienstag, 19. Mai 2020
Sprecher:  tba
Thema: tba
Host: tba


ABGESAGT: Dienstag, 26. Mai 2020
Sprecher:  Radu Tunaru, Professor in Finance and Risk Management, University of Sussex, School of Business
Thema: The return to gaussian returns before the subprime crisis
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 02. Juni 2020 - verschoben auf 20. Oktober 2020
Speaker: Ekaterina Kazak, University of Manchester
Topic: Optimal portfolio allocation with statistical learning
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 09. Juni 2020 - verschoben
Sprecher:  Professor Duane Stock, University of Oklahoma
Thema: tba
Host: Sebastian Stöckl / Chair in Finance 

Wintersemester 2019/2020


Dienstag, 24. September 2019
Sprecher:  Alessandro Melone, Vienna Graduate School of Finance
Thema: Asset Pricing vs Asset Expected Returning in Factor Models
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 8. Oktober 2019
Sprecher: Prof. Dr. Sebastian Utz, Institut für Operations Research und Computational Finance, Universität St. Gallen
Thema:  Corporate Social Performance and Class Action Lawsuits
Host:  Ass.-Prof. Dr. Lars Kaiser / Chair in Business Administration, Banking and Financial Management


Dienstag, 22. Oktober 2019
[cancelled]
Host: Chair in Business Administration, Banking and Financial Management 


Dienstag, 5. November 2019
[cancelled]
Host: Chair in Business Administration, Banking and Financial Management


Dienstag, 12. November 2019
Sprecher:  Dr. Martin Geiger, Liechtenstein Institut 
Thema: Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 19. November 2019
Sprecher:  Stefano Ramelli, University of Zurich
Thema: When Investors Call for Climate Responsibility, How Do Mutual Funds Respond?
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 3. Dezember 2019
Sprecher:   Research Pitch Session for PhD Students - Chair in Finance  [Intern]


Dienstag, 17. Dezember 2019
Sprecher:   Research Pitch Session for PhD Students - Chair in Business Administration, Banking and Financial Management  [Intern]:

Patrick Wildhaber, MSc
“Evidence on ESG Risk Materiality”

Tian Luan, MSc
“Green Bond Pricing”

Sommersemester 2019

Dienstag, 26. März 2019
Sprecher:  Maximilian Bredendiek (VGSF
Thema: A Coskewness Mimicking Factor With Conditioning Information
Host: Sebastian Stöckl / Chair in Finance 


Dienstag, 09. April 2019
Sprecher: Sascha Füllbrunn (Radboud University)
Thema: Responsibility and Limited Liability in Decision Making for Others - An experimental consideration
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 07. Mai 2019
Sprecher: Calin Valsan (Bishop's University) 
Thema: State Capacity, Self-Righteousness, and Intolerance towards the Informal Economy
Host: Prof. Dr. Marco J. Menichetti / Chair in Business Administration, Banking and Financial Management


Dienstag, 21. Mai 2019
Sprecher: Alexander Kupfer (University of Innsbruck)
Thema: On the Persistence of Norms and Values: The Case of Corporate Cash Holdings in reunified Germany
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 28. Mai 2019
Sprecher: Christian Skov Jensen (Bocconi University)
Thema: Higher-Moment Risk
Host:  Sebastian Stöckl / Chair in Finance 

Wintersemester 2018/2019

Dienstag, 2. Oktober 2018
Sprecher: Prof. Nils Friewald, Ph.D., Norwegian School of Economics
Thema: Over-the-Counter Market Frictions and Yield Spread Changes
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 23. Oktober 2018
Sprecher: Prof. Dr. Florian Weigert, University of St. Gallen
Thema:  Risk Factor Timing and Mutual Fund Performance
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 6. November 2018
Sprecher: Prof. Dr. Alexander F. Wagner, University of Zurich
Thema:  Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election
Host: Sebastian Stöckl / Chair in Finance


Dienstag, 20. November 2018
Sprecher: Prof. Dr. Dr. h.c. Günter Franke, Universität Konstanz
Thema: Employee Orientation and Financial Performance of Foundation Owned Firms
Host: Prof. Dr. Marco J. Menichetti, Chair in Business Administration, Banking and Financial Management 


Dienstag, 4. Dezember 2018
Sprecher: Prof. Dr. Marcel Fischer, Universität Konstanz
Thema: The Debt Tax Shield Economic Growth and Inequality
Host: Sebastian Stöckl / Chair in Finance

Sommersemester 2018 

Dienstag, 6. März 2018
Sprecher: Michael Hanke, Universität Liechtenstein
Thema: «Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes»
Host: Chair in Finance


Dienstag, 20. März 2018
Sprecher: Julia E. Reynolds,Università della Svizzera Italiana
Thema: «The Impact of Trade-Through Prohibition on Liquidity Commonality»
Host: Sebastian Stöckl/Chair in Finance


 Dienstag, 24. April 2018
Sprecher: Michael Reichenecker/Alexander Wagner Universität Zürich
Thema: «Which Swiss Gnomes Attract Money? Efficiency and Reputation as Performance Drivers of Wealth Management Banks»
Host: Sebastian Stöckl/Chair in Finance


Dienstag, 8. Mai 2018
Sprecher: Markus Huggenberger, Universität Mannheim
Thema: «Forward-Looking Tail Risk Measures»
Host: Sebastian Stöckl/Chair in Finance


Dienstag 22. Mai 2018
Sprecher: Cyril Bachelard/Michael Frei,  OLZ Wealth Management
Thema: «Optimal portfolios and where to find them»
Host: Sebastian Stöckl/Chair in Finance

Wintersemester 2017/18

Dienstag, 28. November 2017
Sprecher: Wiebke Szymczak, Universität Liechtenstein
Thema: «Income uncertainty and retirement savings in different pension systems»


Dienstag, 5. Dezember 2017
Sprecher: Lars Kaiser, Universität Liechtenstein
Thema: «Style, Momentum and ESG Integration»


Dienstag, 12. Dezember 2017
Sprecher: Florian Weigert, University of St. Gallen
Thema: «The Absolute Return Wedge: A New Measure That Predicts Hedge Fund Performance» 
Host: Sebastian Stöckl/Chair in Finance


Dienstag, 19. Dezember 2017
Nur Intern
Research Pitch Session: Institutsangehörige und PhD Studenten, Universität Liechtenstein
Themen: TBD



Sommersemester 2017

22. Februar 2017
Sprecher: Wiebke Szymczak, Universität Liechtenstein
Thema: «Recent developments in behavioral finance»


8. März 2017
Sprecher: Michael Kisser, Norwegian School of Economics (NHH)
Thema: «Leverage Dynamics of High-Frequency Debt Issuers»


22. März 2017
Sprecher: Lars Kaiser, Universität Liechtenstein
Thema: «Asset Allocation by Investment Professionals: Integration or Segmentation»


5. April 2017
Sprecher: Boris Rubtsov, Financial University, Moscow, Russia
Thema: «The Russian Financial Market and Europe: the Level of Development and Problems of Interaction»


10. Mai 2017
Sprecher: Sebastian Stöckl, Universität Liechtenstein
Thema: «Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns»



Wintersemester 2016/17

7. Dezember 2016
Sprecher: Jurij-Andrei Reichenecker, Universität Liechtenstein
Thema: «Parametric Currency Overlay»


14. Dezember 2016
Sprecher: Demelza Kelso Hays, Universität Liechtenstein
Thema: «Basics of bitcoin and blockchain technology»