Marius Zoican
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Guidelines for Bachelor Theses

Topics for 2014/2015

#

Topic title

Group

Approach

1

Are IPO prices efficient?

Asset pricing

Empirics

2

Is the volatility of liquidity priced?

Asset pricing

Empirics

3

When did the Internet bubble start?

Asset pricing

Empirics

4

Tail price dependence in the crisis

Asset pricing

Empirics

5

Market-wide effects of Hong Kong short selling restrictions

Asset pricing

Empirics

6

Financial market integration and systemic risk

Banking

Empirics

7

Too-big-to-fail? Measuring the systemic importance of banks

Banking

Empirics

8

The economics of the European banking union

Banking

Theory

9

The economics of shadow banking

Banking

Theory

10

The interconnection between bank and sovereign risk

Banking

Empirics

11

Bank charter value and risk taking: theory and empirics

Banking

Empirics

12

Impact of trading speed on return volatility: event study

Microstructure

Empirics

13

Impact of trading speed on liquidity: event study

Microstructure

Empirics

14

Impact of trading speed on price efficiency: event study

Microstructure

Empirics

15

Impact of tick size on liquidity: event study

Microstructure

Empirics

16

Impact of tick size on price efficiency: event study

Microstructure

Empirics

17

The benefits and costs of high-frequency trading

Microstructure

Theory

18

The economics of central clearing counterparties

Microstructure

Theory

19

Impact of French transaction tax on liquidity: event study

Microstructure

Empirics

20

Impact of French transaction tax on volatility: event study

Microstructure

Empirics

 

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