Dipl.-Wi.-Math. Florian Weigert

University of Mannheim
Business School
Chair of International Finance
D-68161 Mannheim

Note: This page is not being updated since 09/2013!

 

 


Own Research Homepage

Current Position

  • Research Assistant at the Chair of International Finance
  • Ph.D. Candidate in Finance at the Center for Doctoral Studies in Business (CDSB) of the University of Mannheim

Research Interests

  • Empirical Asset Pricing (Liquidity & Asset Prices, Stock Market Anomalies)
  • Mutual Funds & Hedge Funds
  • Financial Econometrics (Dependence and Volatility Modeling)
  • Behavioral Finance

Publications

Working Papers

  • "Crash Sensitivity and the Cross-Section of Expected Stock Returns" (with Stefan Ruenzi), Revise and Resubmit at the Journal of Finance

     

    DGF 2011 Meeting Paper, EEA 2011 Meeting Paper, EFA 2011 Meeting Paper, INQUIRE Autumn Seminar 2011 Paper, EFM 2012 Asset Management Symposium Paper, FMA European Conference 2012 Paper, SGF 2012 Meeting Paper, FIRS 2013 Conference Paper

     

    This paper was previously circulated under the title "Extreme Dependence Structures and the Cross-Section of Expected Stock Returns" and won the prize for the 2nd best paper at the INQUIRE Autumn Seminar 2011

     

  • "Extreme Downside Liquidity Risk" (with Stefan Ruenzi and Michael Ungeheuer)

     

    EEA 2012 Meeting Paper, Erasmus Liquidity Conference 2012 Paper, SMYE 2012 Meeting Paper, 6th Financial Risks International Forum 2013 Paper, Humboldt-Copenhagen 2013 Conference Paper, SGF 2013 Meeting Paper

     

  • "In Search of Cushion? Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide"

     

    FMA European Conference 2013 Paper, SGF 2013 Meeting Paper

Curriculum Vitae