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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

New Member of the CFR Research Team
We are proud to welcome Frederik Simon at the CFR. Frederik Simon is research assistant and PhD student at the Department of Corporate Finance at the University of Cologne.
CFR Working Paper Accepted for Publication

Economics LettersThe CFR Working Paper No. 22-10 "One for the Money, Two for the Show? The Number of Designated Market Makers and Liquidity" by Erik Theissen and Christian Westheide has been accepted for publication in Economics Letters.

CFR Working Paper Accepted for Publication
Journal of Financial MarketsThe CFR Working Paper No. 16-04 "Spoilt for Choice: Determinants of Market Shares in Fragmented Equity Markets" by Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide has been accepted for publication in the Journal of Financial Markets.
CFR Working Paper Accepted for Publication
Review of Financial StudiesThe CFR Working Paper No. 21-08 "Option Return Predictability with Machine Learning and Big Data" by Turan G. Bali, Heiner Beckmeyer, Mathis Moerke and Florian Weigert has been accepted for publication in The Review of Financial Studies.
CFR Working Paper Accepted for Publication
Financial-Analysts-JournalThe CFR Working Paper No. 13-10 "Managerial Multitasking in the Mutual Fund Industry" by Vikas Agarwal, Linlin Ma and Kevin Mullally has been accepted for publication in the Financial Analysts Journal.



Responsible for content in the sense of § 18 para. 2 MStV:
Dr. Alexander Pütz
Centre for Financial Research (CFR)
Albertus-Magnus-Platz
50923 Köln
puetz@cfr-cologne.de

CFR Research Seminar

Kalenderblatt
On Thursday, June 15th, 2023, Ilias Filippou (Washington University in St. Louis) will give a talk in our CFR Research Seminar. The topic is: "ETFs, Anomalies and Market Efficiency". The event will start at 4pm via Zoom. If you want to join the seminar, please write an email to Dr. Alexander Puetz (puetz@cfr-cologne.de). You can find the whole program of the CFR Research Seminar here.

CFR Student Group Events

In the summer semester 2023, the CFR Student Group will again organize practical lectures for Cologne students. You can find the lectures already planned so far here. The list is constantly updated.

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://www.openassetpricing.com/

Sponsors      

Sponsors CFR Assistant Professorship Sustainable Finance

We would especially like to thank the sponsors whose donations made it possible to establish the Assistant Professorship for Sustainable Finance at the University of Cologne:

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