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Welcome to the CFR!

The Centre for Financial Research (CFR) is a research institute at the University of Cologne and conducts independent, cutting-edge research of practical relevance in the area of financial markets. We offer talented students and graduates the opportunity to participate in our research, so that, given adequate abilities and interests, their way into international research may become easier. As a competence centre for finance, the CFR is finding resonance in academia and practitioners. We invite you to be part of the process!

 

News

Finance Research LettersThe CFR Working Paper No. 19-03 "#MeToo Meets the Mutual Fund Industry: Productivity Effects of Sexual Harassment" by Gjergji Cici, Mario Hendriock, Stefan Jaspersen und Alexander Kempf has been accepted for publication in Finance Research Letters .
zfbf - Schmalenbachs Zeitschrift für betriebswirtschaftliche ForschungThe CFR Working Paper No. 20-02 "Finanzwirtschaftliche Anwendungen der Blockchain-Technologie" by Philipp Schuster, Erik Theissen and Marliese Uhrig-Homburg has been accepted for publication in the zfbf - Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung.
Journal of Financial IntermediationThe CFR Working Paper No. 18-03 "Underpricing in the Euro Area Corporate Bond Market: New Evidence from Post-Crisis Regulation and Quantitative Easing" by Tobias Rischen and Erik Theissen has been accepted for publication in the Journal of Financial Intermediation.
Europoean Financial ManagementThe CFR Working Paper No. 20-03 "Regulatory Stress Testing and Bank Performance" by Lukas Ahnert, Pascal Vogt, Volker Vonhoff and Florian Weigert has been accepted for publication in the European Financial Management.
Journal of Banking and FinanceThe CFR Working Paper No. 20-01 "Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications" by Stefan Ruenzi, Michael Ungeheuer, and Florian Weigert has been accepted for publication in the Journal of Banking and Finance.
Journal of Financial MarketsThe CFR Working Paper No. 16-05 "Call of duty: Designated market maker participation in call auctions" by Erik Theissen and Christian Westheide has been accepted for publication in the Journal of Financial Markets.




Responsible for content within the meaning of § 55 II RStV:
Dr. Alexander Pütz, puetz@cfr-cologne.de

Data and Programs on "Open Source Cross Sectional Asset Pricing"

In CFR Working Paper 20-04, Prof. Tom Zimmermann and Prof. Andrew Y. Chen compile an extensive data set to reproduce 315 cross-sectional stock return predictors. The data set and the associated programs can be downloaded here: https://github.com/OpenSourceAP/CrossSection/

CANCELLATION of the 19th Cologne Colloquium on Financial Markets

Kalenderblatt

Because of the coronavirus-situation, we have decided to CANCEL the 19th Cologne Colloquium on Financial Markets that was to take place on March 30th.

German Factors and Test Assets

The Fama-French factors, the Carhart factor and test assets for the German equity market are now available for download. The factors and test assets have been calculated as part of a joint project of the CFR and the chairs of Prof. Alexander Kempf and Prof. Erik Theissen. We hope that this will be a useful and valuable resource to the research community. You can find the data sets here.

CFR Working Paper Series

Bild CFR Working Paper20-05
The Death of Trust Across the Finance Industry

Peter Limbach, P. Raghavendra Rau, Henrik Schuermann

Executive Summary | Download Paper

Find more CFR Working Papers
here.

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