Professorship appointment of Julian Thimme

Junior Professor Julian Thimme received an offer for a permanent W3 professorship at KIT in April 2025.

Best PhD-paper award

The success of our training environment is reflected in the recent achievements of our PhD students, Franziska Weishaupt (A12) and Philipp Höfler (A13), who received the award for the best PhD paper at the 30th Annual Meeting of the German Society of Finance (DGF 2024). This recognition underlines the effectiveness of our measures to promote outstanding research.

Professorship appointment of Jantje Sönksen

Jantje Sönksen completed her habilitation in 2024 and was appointed to a permanent W3 professorship for Data Science and Financial Market Econometrics at Leibniz Universität Hannover(Link).

Paper Presentations at important Conferences

Presentations at the Annual Meeting of the German Finance Association (DGF) 2025

The research group presented 5 recent research papers:

Once a Trader, Always a Trader: The Role of Traders in Fund Management — presented by Franziska Weishaupt (A12)
Measuring Option Liquidity — presented by Alexander Götz (A22)
How Option Traders Take Sides on Return Predictability — presented by Fanchen Meng (A23)
Intermediary Asset Pricing with Heterogeneous Intermediaries in a Production Economy — presented by Leonie Wieneke (B01)
Same Same but Different: The Risk Profile of Corporate Bond ETFs — presented by Johannes Dinger (A12)

Presentations at the Annual Meeting of the German Finance Association (DGF) 2024

The research group presented 7recent research papers:

Once a Trader, Always a Trader: The Role of Traders in Fund Management - presented by Franziska Weishaupt (A12), presented at the PhD workshop
Volatility Surfaces and Expected Option Returns - presented by Philipp Höfler (A13), presented at the doctoral workshop
Portfolio Choice with ETFs - presented by Holger Kraft (A14)
Option Trade Classification - presented by Caroline Grauer (A22)
Asset Pricing Results in Option Markets: True, Spurious, or Overlooked? - presented by Matthias Molnar (A22)
Following the Footprints: Towards a Taxonomy of the Factor Zoo - presented by Julian Böll (A23)
Intermediary Asset Pricing with Heterogeneous Intermediaries and State-Dependent Restrictions - presented by Nicole Branger (B01)

International Top Conferences

Matthias Molnar presented the working paper Asset Pricing Results in Options Markets: True, Spurious, or Overlooked? at the renowned FMA 2025 Conference on Derivatives and Volatility in Chicago as well as at the annual meeting of the Southern Finance Association in Orlando.
The paper Passive Investing and Market Quality by Philipp Höfler, Christian Schlag and Maik Schmeling was presented at the annual meeting of the American Finance Association in 2025(link) as well as at the SFS Cavalcade North America 2024(link).
Julian Böll presented the working paper Following the Footprints: Towards a Taxonomy of the Factor Zoo at the EUROFIDAI-ESSEC Paris December Finance Meeting 2024(link).
Marcel Müller presented the working paper Expected Bond Liquidity at the EUROFIDAI-ESSEC Paris December Finance Meeting in 2024.

Media appearances

The paper Passive Investing and Market Quality by Philipp Höfler, Christian Schlag and Maik Schmeling made several media appearances, including in Bloomberg, Morningstar and Die Welt.

Visit Valentin Haddad

In June 2023, we had the privilege to welcome Valentin Haddad, a leading international expert in the field of intermediary-based asset pricing research, as a guest of our RU at Goethe University Frankfurt. During his visit, he not only gave an insightful lecture, but also had individual discussions with members of our RU, in which he provided valuable input that enriched our research.