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13th Colloquium on Financial Markets

The 13th Colloquium on Financial Markets, organised by Prof. Dr. Alexander Kempf, took place in Cologne on April 07th 2014. The discussion at the conference was centred around „Asset Management“. This year, the event was held at Gothaer Asset Management AG.

Impressions of the Colloquium can be found here.

We want to take the opportunity to thank all those who presented papers, who joined the discussion and all other participants who contributed with their presentations and comments to the success of the Colloquium. In particular we would like to thank the Gothaer Asset Management AG for its support and organization of the Colloquium.

10.00 - 10.15Welcome
10.15 - 10.55Survival of Hedge Funds: Frailty versus Contagion
Serge Darolles (Paris Dauphine University), Patrick Gagliardini (University of Lugano), and Christian Gouriéroux (University of Toronto)
Discussant: Günter Strobl (Frankfurt School of Finance and Management)
10.55 - 11.35How Does Investor Confidence Lead to Trading? Theory and Evidence on the Links between Investor Return Experiences, Confidence, and Investment Beliefs
Arvid O. I. Hoffmann, Thomas Post (Maastricht University)
Discussant: Oliver Spalt (Tilburg University)
11.35 - 12.00Coffee break
12.00 - 12.40Transparency and Talent Allocation in Money Management
Simon Gervais (Duke University), Günter Strobl (Frankfurt School of Finance and Management)
Discussant: Javier Gil-Bazo (Universitat Pompeu Fabra)
12.40 - 13.40Lunch
13.40 - 13.50Announcement of the Best Paper Award 2014
13.50 - 14.30Distracted Shareholders and Corporate Actions
Elisabeth Kempf, Alberto Manconi, Oliver Spalt (Tilburg University)
Discussant: Thomas Post (Maastricht University)
14.30 - 15.45Postersession
Risk-Based Commodity Investing
Simone Bernardi, Markus Leippold (University of Zurich), Harald Lohre (Deka Investment GmbH)
Optimists, Pessimists, and the Equity Premium: The Role of Preferences and Market (In)Completeness
Nicole Branger, Patrick Konermann (University of Münster), Christian Schlag (Goethe-University Frankfurt)
Have Mutual Funds Lost Their Information Advantage? Reversal of Returns to Mutual Fund Trades
Teodor Dyakov (VU University Amsterdam), Hao Jiang (University of Texas at Austin), Marno Verbeek (Erasmus University Rotterdam)
Expert Forecasts: Fast, Frugal, Flawed
Markus Glaser (LMU Munich), Zwetelina Iliewa (ZEW Mannheim)
Market Expectations of Recovery Rates
Sorana Sarbu, Claus Schmitt, Marliese Uhrig-Homburg (Karlsruhe Institute of Technology)
Regional Economic Activity and Stock Returns
Esad Smajlbegovic (University of Mannheim)
15.45 - 16.10Coffee break
16.10 - 16.50Dealer Spreads in the Corporate Bond Market: Agent vs. Market-Making Roles
Louis Ederington (University of Oklahoma), Wei Guan (University of South Florida), Pradeep K. Yadav (University of Oklahoma)
Discussant: Monika Trapp (University of Cologne)
16.50 - 17.30Institutional Investment and Commonality in Liquidity: Evidence from Transaction Data
Mahmoud Aymo (Universidad Carlos III de Madrid), Javier Gil-Bazo (Universitat Pompeu Fabra)
Discussant: Pradeep K. Yadav (University of Oklahoma)
AfterwardsFarewell Cocktails

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Sponsors CFR Assistant Professorship Sustainable Finance

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