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Welcome to the CFR!

The CFR conducts independent, cutting-edge research of practical relevance in the area of finance. 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 and Quantitative AnalysisThe CFR Working Paper No. 16-12 "Are Generalists Beneficial to Corporate Shareholders? Evidence from Exogenous Executive Turnovers" by André Betzer, Hye Seung (Grace) Lee, Peter Limbach und Jesus M. Salas has been accepted for publication in Journal of Financial and Quantitative Analysis.
The CFR Working Paper No. 18-01 "The Impact of Labor Mobility Restrictions on Managerial Actions: Evidence from the Mutual Fund Industry" by Gjergji Cici, Mario Hendriock and Alexander Kempf was accepted for presentation at the American Finance Association (AFA) meeting in Atlanta, USA. In addition, Mario Hendriock was selected to receive an AFA Doctoral Student travel grant to attend the meeting. We are very happy about this success!
On April 1st, 2019, the 18th Cologne Colloquium on Financial Markets will take place. The deadline for submissions is January 15th, 2019. Further information can be found here.
Journal of Financial and Quantitative AnalysisThe CFR Working Paper No. 15-12 "Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds" by Vikas Agarwal, George O. Aragon, and Zhen Shi has been accepted for publication in Journal of Financial and Quantitative Analysis.
We congratulate the member of our CFR Research Team, Stefan Jaspersen, for obtaining his Doctorate. Stefan Jaspersen has written his thesis on "Information advantages in the mutual fund industry“.




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

CFR Research Seminar

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On Thursday, October 25, 2018, the CFR Research Seminar of the University of Cologne will take place together with the seminar of the Value & Risk Research Group. Two presentations will be given: On the one hand Alexander Kempf (University of Cologne) will talk about "Career Concerns of Fund Managers", on the other Dominik Wied (University of Cologne) on "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets". The event will start at 4pm in room 610a of the WiSo-building. You can find the whole program of the CFR Research Seminar here.

BVI-CFR Event 2018

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The BVI-CFR Event, organised by the CFR and the BVI, takes place in Frankfurt on December 4th, 2018. In the course of the seminar, CFR researchers present their findings from current research projects. Participants of this seminar are executive board members and managers of member companies of the BVI. The event will be held in German.

CFR Research Workshop 2019

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The CFR Research Workshop will take place at HSBC Trinkaus & Burkhardt AG in Düsseldorf on March 7th, 2019.

The CFR Research Workshop serves the purpose of intensifying the exchange between researchers at the CFR and the CFR sponsors.

18th Cologne Colloquium on Financial Markets

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The 18th Cologne Colloquium on Financial Markets, organised by Prof. Dr. Alexander Kempf, will take place at Sparkasse KoelnBonn in Cologne on April 1st, 2019.

The Colloquium addresses both academics and practitioners interested in the field of asset management. The conference language is English. Further information about the event and the Call for Papers can be found here.

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 Paper18-05
Where do Investor Relations Matter the Most?

Dmitry Bazhutov, André Betzer, Francois Brochet, Markus Doumet, Peter Limbach

Executive Summary | Download Paper

Find more CFR Working Papers
here.

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