Wintersemester 25/26

Fachseminar
Seminar „Selected Topics in Empirical Capital Market Research“ (Master)
- Lecturer:
- Prof. Dr. Heiko Jacobs
- Alexander Lauber, M.Sc.
- Jens Heckmann, M.Sc.
- Contact:
- Term:
- Winter Semester 2025/2026
- Cycle:
- Wintersemester
- Time:
- 15.10.2025 - 29.01.2026
- Room:
- tbd
- Start:
- 15.10.2025
- End:
- 29.01.2026
- Language:
- English
- Moodle:
- Veranstaltung in Moodle
- LSF:
- Veranstaltung im LSF
- Participants
- Module Stock Market Anomalies and Quantitative Trading Strategies in the degree programs
Description:
The module provides students with the knowledge and skills to independently and critically analyze a practically and scientifically relevant subfield of empirical capital market research based on an in-depth literature review as well as an accompanying presentation.
Prerequisite:
- Successful completion of the test “Scientific Work at the Chair of Finance” in the Moodle course of the same name.
Please register for the Moodle course yourself. You will find the password for self-registration below on this page under “Material.” You must log in with your university ID (Unikennung) to do so.
Recommended previous knowledge:
- Students are assumed to have a profound understanding of finance (for instance by having taken the lectures offered by the chair).
- Basic econometric skills are helpful to understand empirical research conducted in the academic papers which the module’s content is based on.
- A sufficient level of spoken and written English language skills is necessary.
Learning Targets:
Students
- Meet the formalities of a scientific paper
- Independently collect, systemize, compare, and review the state-of-the-art academic literature
- Acquire a profound understanding of a specific subfield of empirical capital market research
- Can evaluate scientific studies accurately, understand the methodology used in leading papers of the field, can interpret estimation results correctly
- Are able to critically reflect on limitations of existing research
- Are able to present and defend their term paper in a professional way
Are in a position to identify starting points for their own research
Outline:
30.09.2025: Application deadline (application form in the Moodle course)
The further timetable is expected to be as follows:
- 15.10.2025: Opening event from 14:00 to 16:00 (room: tba)
- 22.10.2025: Official registration with topic preference (e-mail to the secretariat)
- 23.10.2025: Assignment of topics via e-mail
- 08.01.2026: Submission of the seminar paper (online upload in the Moodle course & submission of the 1x printed copy on the day of the seminar presentation)
- 29.01.2025 (late afternoon) or 30.01.2025 (afternoon): Presentation of the seminar papers; room: tba
Literature:
The literature depends on the specific topic. Students will be provided with relevant papers in the introductory session.
Formalities:
The module-related examination consists of a seminar paper (usually 15 pages, 75% of the grade), and of an accompanying presentation (usually 20 minutes, 25% of the grade). The successful presentation of the seminar paper is a requirement to pass the module.
Material:
The course material is only available to a restricted user group. Please login using this button: