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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

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.
The CFR Working Paper No. 19-01 "Till death (or divorce) do us part: Early-life family disruption and investment behavior" by André Betzer, Peter Limbach, P. Raghavendra Rau, and Henrik Schuermann was accepted for presentation at the Western Finance Association (WFA) meeting in San Francisco, USA. We are very happy about this success!
We are proud to welcome Florian Weigert at the CFR. Florian Weigert is full Professor of Financial Risk Management at the University of Neuchâtel (Switzerland).
We are proud to welcome Tom Zimmermann at the CFR. Tom Zimmermann is an assistant professor for Applied Econometrics at the University of Cologne.
Schmalenbach Business ReviewThe CFR Working Paper No. 19-02 "Liquidity in the German Stock Market" by Thomas Johann, Stefan Scharnowski, Erik Theissen, Christian Westheide, and Lukas Zimmermann has been accepted for publication in Schmalenbach Business Review.




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

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 Paper20-02
Finanzwirtschaftliche Anwendungen der Blockchain-Technologie

Philipp Schuster, Erik Theissen, Marliese Uhrig-Homburg

Executive Summary | Download Paper

Find more CFR Working Papers
here.

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