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19th Cologne Colloquium on Financial Markets 'Asset Management'

The 19th Cologne Colloquium on Financial Markets, organised by Prof. Dr. Alexander Kempf, was planned to take place at Ampega Asset Management GmbH in Cologne on March 30th, 2020.

It addressed both academics and practitioners who are interested in asset management. Because of the coronavirus-situation, the 19th Cologne Colloquium on Financial Markets had to be cancelled.


9.00Registration
 
9.45Welcome
 
10.00Attention Triggers and Investors’ Risk Taking
Marc Arnold (University of St. Gallen), Matthias Pelster (Paderborn University), Marti G. Subrahmanyam (Stern School of Business, New York)

Discussant: Daniel Schmidt (HEC Paris)
 
10.35Same Bank, Same Clients but Different Pricing: How do Flat-Fees for Mutual Funds Affect Retail Investor Portfolios?
Steffen Meyer (University of Southern Denmark), Benjamin Loos (University of Technology Sydney), Charline Uhr (Goethe University Frankfurt), Andreas Hackethal (Goethe University Frankfurt)

Discussant: Nic Schaub (WHU)
 
11.10Coffee break
 
11.30Whom to Follow: Individual Manager Performance and Persistence in Private Equity Investments
Reiner Braun (Technical University of Munich), Nils Dorau (Technical University of Munich), Tim Jenkinson (University of Oxford), Daniel Urban (Erasmus University Rotterdam)

Discussant: Roland Füss (University of St. Gallen)
 
12.05Fundraising in the Hedge Fund Industry
Olga A. Obizhaeva (Stockholm School of Economics)

Discussant: Pasquale Della Corte (Imperial College London)
 
12.40Lunch
 
13.40Activism Pressure and the Market for Corporate Assets
Ulrich Hege (Toulouse School of Economics), Yifei Zhang (Toulouse School of Economics)

Discussant: Daniel Urban (Erasmus University Rotterdam)
 
14.15A Supply and Demand Approach to Equity Pricing
Sebastien Betermier (McGill University), Laurent E. Calvet (EDHEC Business School), Evan Jo (McGill University)

Discussant: Olga A. Obizhaeva (Stockholm School of Economics)
 
14.50Postersession
 
A Critique of Momentum Anomalies
Thiago de Oliveira Souza (University of Southern Denmark)
 
Ambiguity and Investor Behavior
Dimitrios Kostopoulos, Steffen Meyer (University of Southern Denmark), Charline Uhr (Goethe University Frankfurt)
 
Consuming Dividends
Konstantin Bräuer (Goethe University Frankfurt), Andreas Hackethal (Goethe University Frankfurt), Tobin Hanspal (WU Vienna University of Economics and Business)
 
Learning without Trading
Markku Kaustia (Aalto University), Nic Schaub (WHU), Markus Schmid (University of St. Gallen)
 
Opinion Formation in Social Investor Networks
Rouven Litterscheidt (LMU München), David J. Streich (LMU München), Rafael M. Zacherl (LMU München)
 
Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
Sebastian Stöckl (University of Liechtenstein)
 
Short Selling Equity Exchange Traded Funds and its Effect on Stock Market Liquidity
Egle Karmaziene (VU Amsterdam), Valeri Sokolovski (HEC Montréal)
 
The Relevance of High-Frequency News Analytics for Lower-Frequency Investment Strategies
David Happersberger (Lancaster University and Invesco Quantitative Strategies), Harald Lohre (Lancaster University and Invesco Quantitative Strategies), Ingmar Nolte (Lancaster University), Carsten Rother (University of Hamburg and Invesco Quantitative Strategies)
 
16.00Coffee break
 
16.20A Credit-Based Theory of the Currency Risk Premium
Pasquale Della Corte (Imperial College London), Alexandre Jeanneret (HEC Montréal), Ella D.S. Patelli (HEC Montréal)

Discussant: Laurent E. Calvet (EDHEC Business School)
 
16.55Sentiment Risk Premia in the Cross-Section of Global Equity
Roland Füss (University of St. Gallen), Massimo Guidolin (Bocconi University), Christian Koeppel (University of St. Gallen)

Discussant: Steffen Meyer (University of Southern Denmark)
 
17.30Farewell

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