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Archive Finance Research Seminar

Summer term 2020


Tuesday, 18 February 2020
Speaker:  Christian Köppel, University of St. Gallen
Topic: Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns
Host: Sebastian Stöckl / Chair in Finance


Tuesday, 3 March 2020
SpeakerProf. Dr. Julian Thimme, Karlsruhe Institute of Technology
Topic: Non-substitutable consumption growth risk
Host: Sebastian Stöckl / Chair in Finance


CANCELED - Tuesday, 17 March 2020
SpeakerMichael Razen, PhD, University of Innsbruck
Topic: FiT - Financial Training: A novel approach to improving financial literacy and economic decision making
Host: Sebastian Stöckl / Chair in Finance


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


CANCELED - Tuesday, 21 April 2020
Speaker:  tba
Topic: tba
Host: tba


CANCELED - Tuesday, 28 April 2020
Speaker:  tba
Topic: tba
Host: tba


CANCELED - Tuesday, 19 May 2020
Speaker:  tba
Topic: tba
Host: tba


CANCELED - Tuesday, 26 May 2020
Speaker:  Radu Tunaru, Professor in Finance and Risk Management, University of Sussex, School of Business
Topic: The return to gaussian returns before the subprime crisis
Host: Sebastian Stöckl / Chair in Finance


Tuesday, 2 June 2020- postponed to 20 October 2020
Speaker: Ekaterina Kazak, University of Manchester
Topic: Optimal portfolio allocation with statistical learning
Host: Sebastian Stöckl / Chair in Finance


Tuesday, 9 June 2020 - postponed
Speaker:  Professor Duane Stock, University of Oklahoma
Topic: tba
Host: Sebastian Stöckl / Chair in Finance

 

Winter term 2019/2020


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


Tuesday, 8 October 2019
Speaker: Prof. Dr. Sebastian Utz, Institute for Operations Research and Computational Finance, University of St. Gallen
Topic: Corporate Social Performance and Class Action Lawsuits
Host: Ass.-Prof. Dr. Lars Kaiser / Chair in Business Administration, Banking and Financial Management


Tuesday, 22 October 2019
[cancelled]
Host: Chair in Business Administration, Banking and Financial Management


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


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


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


Tuesday, 3 December 2019
Speaker:  Research Pitch Session for PhD Students - Chair in Finance [Internal]


Tuesday, 17 December 2019 - Internal seminar
Speaker:  Research Pitch Session for PhD Students - Chair in Business Administration, Banking and Financial Management  [Internal] 

Patrick Wildhaber, MSc
“Evidence on ESG Risk Materiality”

Tian Luan, MSc
“Green Bond Pricing”

Summer term 2019

Tuesday, 26 March 2019
Speaker: Maximilian Bredendiek (VGSF
Topic: 
A Coskewness Mimicking Factor With Conditioning Information
Host: Sebastian Stöckl / Chair in Finance


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


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


Tuesday, 21 May 2019
Speaker: Alexander Kupfer (University of Innsbruck)
Topic: On the Persistence of Norms and Values: The Case of Corporate Cash Holdings in reunified Germany
Host: Sebastian Stöckl / Chair in Finance


Tuesday, 28 May 2019
Speaker: Christian Skov Jensen (Bocconi University)
Topic: Higher-Moment Risk
Host: Sebastian Stöckl / Chair in Finance

Fall term 2018/2019

Tuesday, 2 October 2018
Speaker: Prof. Nils Friewald, Ph.D., Norwegian School of Economics
Topic: Over-the-Counter Market Frictions and Yield Spread Changes
Host: Sebastian Stöckl / Chair in Finance


Tuesday, 23 October 2018
Speaker: Prof. Dr. Florian Weigert, University of St. Gallen
Topic: Risk Factor Timing and Mutual Fund Performance
Host: Sebastian Stöckl / Chair in Finance  


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


Tuesday, 20 November 2018
Speaker: Prof. Dr. Dr. h.c. Günter Franke, University of Konstanz
Topic: Employee Orientation and Financial Performance of Foundation Owned Firms
Host: Prof. Dr. Marco J. Menichetti / Chair in Business Administration, Banking and Financial Management


Tuesday, 4 Dezember 2018
Speaker: Prof. Dr. Marcel Fischer, University of Konstanz
Topic: The Debt Tax Shield Economic Growth and Inequality
Host: Sebastian Stöckl / Chair in Finance

Summer term 2018

Tuesday, 6 March 2018
Michael Hanke, University of Liechtenstein
«Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes»
Host: Chair in Finance


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


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


Tuesday, 8 May 2018
Markus Huggenberger, University of Mannheim
«Forward-Looking Tail Risk Measures»
Host: Sebastian Stöckl/Chair in Finance


Tuesday, 22 May 2018
Cyril Bachelard/Michael Frei,  OLZ Wealth Management
«Optimal portfolios and where to find them»
Host: Sebastian Stöckl/Chair in Finance

 

Fall term 2017/18

Tuesday, 28 November 2017
Wiebke Szymczak, University of Liechtenstein
Topic: «Income uncertainty and retirement savings in different pension systems»


Tuesday, 5 December 2017
Lars Kaiser, University of Liechtenstein
Topic: «Style, Momentum and ESG Integration»


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


Tuesday, 19 December 2017
Internal - Research Pitch Session: Faculty and PhD Students, University of Liechtenstein
Topics: TBD


Summer term 2017

Wednesday, 22 February 2017
Wiebke Szymczak, University of Liechtenstein
Topic: «Recent developments in behavioral finance»


Wednesday, 8 March 2017
Michael Kisser, Norwegian School of Economics (NHH)
Topic: «Leverage Dynamics of High-Frequency Debt Issuers»


Wednesday, 22 March 2017
Lars Kaiser, University of Liechtenstein
Topic: «Asset Allocation by Investment Professionals: Integration or Segmentation»


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


Wednesday, 10 May 2017
Sebastian Stöckl, University of Liechtenstein
Topic: «Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns»



Fall term 2016/17

Wednesday, 7 December 2016
Jurij-Andrei Reichenecker, University of Liechtenstein
Topic: «Parametric Currency Overlay»


Wednesday, 14 December 2016
Demelza Kelso Hays, University of Liechtenstein
Topic: «Basics of bitcoin and blockchain technology»