[Zurück]
 
Please choose
Jahr
Details
Sprache
Sortierung
Ausgabe
neu: RTF !
 Research Report for 2003

Abteilung für Quantitative Finanzmarktforschung

Platz der Alten Synagoge
79085 Freiburg i. Br.
Tel: 0761 - 203 9362 Fax: 0761 - 203 9367
Email eva.luetkebohmert@finance.uni-freiburg.de
http://www.finance.uni-freiburg.de


Scientific Employees

  • Dr. Rene Levinsky
  • Dr. Sevtap Kestel, Administratorin Integrierte Masterprogramme
  • Diplom Volkswirt Teja Flotho
  • Dipl. Vw. Philip Jung
  • ing.com. Alexandra Petermann-Reifschneider
  • Dipl.Vw., Dipl. math. (FH) Frank Rietmann
  • Diplom Volkswirt Michael Trost
Entries in "Who is Who"

Financing

  • Volkswagenstiftung: Information Acquisition in Economic and Political Systems
  • Alexander-von-Humboldt Stiftung
  • National Science Foundation
  • German Marshall Funds
  • BW-Stiftung

Scientific and Research Projects


  • Agglomeration and Urban Development: the Case of Chile
    • Project Manager: Petermann, Alexandra
    • Start/End of project: 01.03.2000 until 01.03.2003
    • Project Details
  • B. Cross-Listings
    • Project Manager: Prof. Dr. Gehrig, Thomas, Prof. Thierry Foucault
    • Start/End of project: 01.05.2002 until 31.05.2008
    • Project Details
  • Banks, Regulation, and the Performance of Early Securities Markets: Berlin and New York in the Pre-War Period
    • Project Manager: Prof. Thomas Gehrig, Ph.D.
    • Start/End of project: 01.06.2001 until 31.12.2003
    • Project Details
  • Valuation of implicit options in "Bausparverträgen".
    • Project Manager: Rietmann Frank
    • Start/End of project: 01.06.2002 until 31.12.2004
    • Project Details
  • C. Incentives and Fund Management
    • Project Manager: Prof. Dr. Thomas Gehrig, Prof. Dr. Lukas Menkhoff
    • Start/End of project: 01.10.2003 until 31.12.2008
    • Project Details
  • D. International and Interregional Consumption Risk Sharing
    • Project Manager: Flotho, Teja
    • Start/End of project: 2002 until 2010
    • Project Details
  • Epistemische Begründung von Rationalitätskonzepten
    • Project Manager: Trost, Michael
    • Start/End of project: 2001 until 2006
    • Project Details
  • Information Acquisition in Economic and Political Systems
    • Project Manager: Gehrig, Thomas
    • Start/End of project: 01.06.2003 until 31.03.2004
    • Project Details
  • Political Institutions and the Quality of Political Decisions
    • Project Manager: Prof. Thomas Gehrig, Ph.D., Dr. Rene Levinsky
    • Start/End of project: 01.07.2000 until 31.03.2006
    • Project Details
  • Rationality and Trading
    • Project Manager: Prof. Dr. Thomas Gehrig, Prof. Dr. Lukas Menkhoff
    • Start/End of project: 01.10.2001 until 31.12.2006
    • Project Details

Scientific publications

Journal Articles:
  • Gehrig, Thomas: Corporate Governance - Fine Tuning the Conditions for Innovation and Job Growth in a Global Economy Journal of Theoretical and Institutional Economics, 2003; 159: 656-663. (in Druck)
  • Gehrig Thomas: Organizational Form and Information Acquisition Journal of Institutional and Theoretical Economics, 2003. (in Druck)
  • Gehrig Thomas: Corporate Governance: Fine Tuning the Conditions for Innovation and Job Growth in a Global Economy Journal of Institutional and Theoretical Economics, 2003; 159 (4): 656-663.
Book Chapters:
  • Gehrig, Thomas P.: E-Finance: Causing Major Upheavals in the Spatial Organization of the Financial Sector? – Comments on Nicole Pohl In: C. Barfield, G. Heiduk, P.J. Welfens (Hrsg.): Internet, Economic Growth and Globalization: Perspectives on the New Economy Berlin, Heidelberg, New York: Springer, 2003; 171-176.
  • Gehrig Thomas: An Information Based Explanation of the Domestic Bias in International Equity Investment, reprinted from Scandinavian Journal of Economics (1993) In: Rene M Stulz, G Andrew Karolyi (Hrsg.): International Capital Markets Cheltenham: Edgar Elgar, Series: Critical Writings in Finance (ed. R. Roll), 2003.
Oral Presentations:
  • Gehrig Thomas: Venture Cycles: Theory and Empirical Evidence 2003 (Universität Mannheim).
  • Gehrig Thomas: Ultimatum Offers and the Role of Transparency – An Experimental Study of Information Acquisition 2003 (University of Helsinki).
  • Gehrig Thomas: Ultimatum Offers and the Role of Transparency – An Experimental Study of Information Acquisition (Max Planck Institut zur Erforschung von Wirtschaftssystemen, Jena) 2003.
  • Gehrig Thomas: Screening Cycles 2003 (University of Pennsylvania, Philadelphia).
  • Kestel Sevtap: Reserve Estimation of the Non-Life Insurance Sector in Turkey 2003 (54th Annual Meeting of the International Statistical Institute).
  • Levinsky Rene: On the Coevolution of Insider Information and Idiosyncratic Beliefs (Max Planck Institut zur Erforschung von Wirtschaftssystemen, Jena) 2003.
  • Lütkebohmert Eva: Asymptotic expansion of the Black-Scholes model 2003 (Arctic Workshop on Stochastic Analysis and Mathematical Finance, Tromsö (Norwegen)).
Conference Papers:
  • Gehrig, Thomas: Cross-Listing and the Geography of Firm's Ownership 2003 (ECB-CFS Research Workshop "Capital Markets and Financial Integration in Europe", Bank of Finland, Helsinki).
  • Gehrig, Thomas: Venture Cycles: Theory and Empirical Evidence 2003 (Freiburg-Nagoya Joint Research Seminar).
  • Gehrig, Thomas: Organizational Form and Research Incentives 2003 (JITE-Wienhausen -Conference: The Generation and Distribution of Knowledge).
  • Gehrig, Thomas: Venture Cycles: Theory and Evidence 2003 (European Association for Research in Industrial Economics).
  • Gehrig Thomas: Organisational Form and Information Acquisition 2003 (ESF-CEPR Conference: The Impact of Institutions on Innovation: The Case of Biotechnology).
  • Kestel Sevtap: Time Series Modelling of Interest Rates: Turkish Life Insurance Applications 2003 (54th Annual Congress of the International Statistical Institute).
  • Kestel Sevtap: Reserve Estimation in the Non-Life Insurance Sector in Turkey 2003 (54th Annual Meeting of the International Statistical Institute).
  • Levinksy, Rene: Ultimatium Offers and the Role of Transparency: An Experimental Study of Information Acquisition 2003 (ESA European Meeting 2003, Erfurt).
  • Levinsky, Rene: Models of Intra-Party Competition 2003 (Jean Monnet Workshop: Politics and Economics of European Integration Economic Theory of Political Markets).
Other publications (type Sonstiges):
  • Gehrig Thomas: Organizational Form and Research Incentives 2003.
  • Gehrig Thomas, Güth Werner, Levinsky Rene: On the Coevolution of Insider Information and Idiosyncratic Beliefs 2003.
  • Gehrig Thomas, Güth Werner, Levinsky Rene: The Commitment Effect in Evolutionary Models of Belief Formation 2003.
  • Gehrig Thomas, Güth Werner, Levinsky Rene: Ultimatum Offers and the Role of Transparency: An Experimental Study of Information Acquisition Max Planck Institute for Research into Economic Systems - Papers on Strategic Interaction, 2003; 16-2003: 1-21.
  • Gehrig Thomas, Menkhoff Lukas: The Rise of Fund Managers in Foreign Exchange – Flirting with Jobbing 2003.
  • Gehrig Thomas, Petermann Alexandra: Collusive Agglomeration under Price Discrimination: Hotelling versus Salop 2003.
  • Gehrig Thomas, Rune Stenbacka: Venture Cycles: Theory and Evidence CESifo Working Paper 822, 2003.
  • Gehrig Thomas, Stenbacka Rune: Information Sharing, Banking Competition, and Banking Relationships 2003.
  • Gehrig Thomas, Stenbacka Rune: Quality Choice in Markets with Switching Costs 2003.
  • Gehrig Thomas, Stenbacka Rune: Endogenous Differentiation, Switching Costs, and Customer Poaching 2003.
  • Gehrig Thomas, Stenbacka Rune: Screening Cycles Yrjö Jahnsson Working Paper Series in Industrial Economics, 2003; 3(2003).
  • Gehrig Thomas, Stenbacka Rune: Differentiation Induced Switching Costs and Poaching Yrjö Jahnsson Foundation Working Papers in Industrial Economics, 2003; 3(2003).

Special Scientific Activities

Preise / Ehrungen:
  • Dr. Petermann-Reifschneider, Alexandra: von Hayek-Preis für die beste wirtschaftswissenschaftliche Dissertation im Jahr 2003, Promotion, 15.10.2003.
  • Prof.Thomas P. Gehrig, Ph.D.: Hanken Senior Distinguished Fellow, Swedish School of Economics, Helsinki, 01.09.2002 bis 30.06.2003.
Herausgeberschaften:
  • Prof. Thomas P. Gehrig, Ph.D.: Associate Editor, Economica, 01.12.1995 bis 31.12.2008.
Veranstaltung:
  • Prof. Thomas Gehrig, Ph.D.: Gutachter für das Programmkommittee des Vereins für Socialwirtschaft in Zürich, Jahrestagung des Vereins für Socialwirtschaft, Zürich, Schweiz, 01.01.2003 bis 30.09.2003.
  • Prof. Thomas Gehrig, Ph.D.: Member of the Program Committee European Association for Research in Industrial Economics (EARIE), Helsinki, European Association for Research in Industrial Economics (EARIE), Helsinki, Finland, 01.01.2003 bis 31.08.2003.
  • Prof. Thomas Gehrig, Ph.D.: Member of the Program Committee, European Finance Association, Glasgow, European Finance Association, Annual Conference, Glasgow, Scotland, 01.01.2003 bis 31.08.2003.
  • Prof. Thomas P. Gehrig, Ph.D.: Visiting Professor, Department of Economics and Wharton School of Management, University of Pennsylvania, Philadelphia, Forschungsfreisemester, USA, 01.09.2003 bis 31.03.2004.
  • Prof. Thomas P. Gehrig, Ph.D.: Vorsitzender des Prüfungsausschuß für Diplom-Volkswirte (Lastfaktor), 01.04.2002 bis 31.07.2005.
  • Prof. Thomas P. Gehrig, Ph.D.: Sprecher der Integrierten Masterstudiengänge (Lastfaktor), 01.06.2001 bis 31.03.2008.
Fakultaet:
  • Professor Dr. Thomas P. Gehrig: Koordinator des Master of Finance, 01.07.2002 bis 31.08.2010.

Scientific Dissertations

Dissertations
  • Petermann - Reifschneider, Alexandra: On the Optimal Provision of Local Public Goods: Towards a Theoretical Foundation of the Concept of Functionally Overlapping Competing Jurisdictions (Supervisor Prof. Dr. Thomas Gehrig, Secondary Supervisor Prof. Dr. Günther Schulze), 2003.
Degree Dissertations
  • Holmok, Denise: Intermediäre und dezentrale Preisbildung in Suchmärkten (Supervisor Prof. Thomas Gehrig, Secondary Supervisor Prof. Oliver Landmann), 2003.




Guest Scientists:

  • Prof. George Mailath, University of Pennsylvania, USA, Forschungsaufenthalt, 23.05.2003 bis 25.05.2003
  • Prof. Hans Haller, Virginia Polytechnical Institute, Blacksburg, USA, Forschungsseminar, 16.06.2003 bis 18.06.2003
  • Prof. Rune Stenbacka, Swedish School of Economics, Helsinki, Finnland, Forschungskooperation, 10.06.2003 bis 15.06.2003
  • Prof. Yuko Arayama, Nagoya University, Japan, Forschungskooperation, 27.03.2003 bis 31.03.2003