Current and Completed Student Research Projects and Final Theses (since 2008)

Ongoing Theses

  • Machine Learning Price Patterns

Completed Bachelor Theses

  • Asset Pricing in the Cryptocurrency Market
  • Margin Requirements of Options and the Liquidity of the Underlying: An Empirical Study Based on the Difference-in-Difference Approach (2024)
  • Developing an Index for Energy-Political-Risk in Germany (2024)
  • Measuring Energy Policy Risk with the Help of large Language Models (2024)
  • Impact of Sample Construction on the Empirical Analysis of Option Returns (2023)
  • Estimation of Implied Volatilities (2023)
  • Comparison of Transaction Costs between Centralized and Decentralized Cryptocurrency Markets (2023)
  • Predicting Price Convergence and Price Spreads in European Electricity Markets (2023)
  • Gamma Inventory Market Makers (2023)
  • Factor Models on the Cryptocurrency Market (2023)
  • Empirical Cryptocurrency Pricing via Machine Learning (2022)
  • Formation of a Local German Wind Index for Weather-Based Hedging (2022)
  • Mutual Funds - Investment Decisions based on the Morningstar Rating (2022)
  • Margin Requirements as Friction – an Event Study (2022)
  • Time Stability of Capital Market Anomalies (2022)
  • Mutual Fund Flow Prediction leveraging Machine Learning Methods (2022)
  • The Big Short Squeeze: The Role of Derivative-Markets within the Meme-Stock-Hype at the Beginning of 2021? (2022)
  • Order Imbalance Measures as Demand Proxy (2022)
  • Analysis of Market Coupling in the German and French Electricity Market (2022)
  • Model-Based Valuation of Cryptocurrencies - An Analysis (2022)
  • Different Proof-of-Stake Implementations and their Economic Effects (2022)
  • Delta-hedged Option Returns and Volatility (2021)
  • Option Market Liquidity (2021)
  • Tokenization of Assets (2021)
  • Information Asymmetry in the Crypto-Token Market - Can IEOs enhance investors' trust? (2021)
  • Sources behind the variance risk premium on German government bond markets (2020)
  • Variance risk premiums on German government bonds (2020)
  • Which factors act as value drivers of crypto currencies? (2019)
  • The implied Volatility Term Structure Shape predicts Option Returns (2019)
  • Investor sentiment and option returns (2019)
  • Evaluation of asset pricing models taking into account irrational fund investors (2019)
  • Predicting the liquidity of the bond market using machine learning approaches (2019)
  • Cryptocurrencies and Social Media (2019)
  • Value driving features of crypto currencies: An empirical analysis (2019)
  • Managing Price Risks in the Petrochemical Value Chain (2019)
  • Forecasting the U.S. Stock Market Illiquidity using Machine Learning Techniques (2019)

Further completed Bachelor theses


Completed Master Theses

  • The Effects of ETFs on the Volatility of the US Corporate Bond Market (2024)
  • Quantifying The Sentiment of Form 10-Ks and Stock Returns: A Lexicon-based Textual Analysis Approach (2024)
  • Green Taste and Mutual Funds in Germany (2023)
  • Improving Option Trade Classification with Machine Learning (2023)
  • Analysis and Optimization of Margins at Energy Exchanges (2023)
  • Impact of Margin requirements on Volatility Noise (2023)
  • The Role of ETFs on the Coporate Bond Market (2023)
  • The Effect of Market Friction on Stock Anomalies (2022)
  • Price Leadership in the Bitcoin Market - Which Exchange is leading the Bitcoin Prize? (2022)
  • Liquidity in the Cryptocurrency Market (2022)
  • Understanding Biases in Option Returns - A Simulative Approach (2022)
  • Quarter-End Effects of Balance Sheet Costs on Volatility Noise (2022)
  • Impact of Retail Traders on Vollatility (2022)
  • Effect of Tick Size Pilot Program on Option Transaction Costs Conditionally on Demand (2022)
  • Impact of Liquidity and Fund Flows on Corporate Bond Returns (2021)
  • Impact of the COVID-19 Pandemic on Pharmaceutical Companies' Stock Returns (2021)
  • Measuring European CO2 Policy Uncertainty and its Impact on Financial Markets (2021)
  • Asset Pricing Factors in Cryptocurrency Markets (2021)
  • Intermediary Asset Pricing with Multiple Intermediaries (2020)
  • Noise of Index Options (2020)
  • Stock Returns and the COVID-19 Pandemic (2020)
  • Methods to Determine the Impact of Liquidity on Bond Returns - Fama-MacBeth vs.GMM (2020)
  • Securities Lending and its Influence on the Price of the Underlying (2020)
  • Can shocks to the crypto-currency market identify price-relevant forms of crypto-currencies? (2020)
  • Forecasting Stock Liquidity with Machine Learning Techniques (2020)
  • Bitcoin Options - Pricing and Comparison with traditional Equity Option Markets (2020)
  • Measurement of option liquidity (2020)
  • Comparison of different methods for calculating option returns in a simulation study (2019)
  • Impact of the Return Calculation Methodology on Option Price Anomalies (2019)
  • Pricing of powerplants as option under liquidity constraints (2019)
  • Capital requirements and option yields (2019)
  • Measuring liquidity in the bond market - a peer group approach (2019)
  • Influence of the illiquidity of the underlying on the option price and its bid-ask spread (2019)
  • Modelling and estimation of implied volatilities (2019)
  • Development of a model for fraud detection at the time of application (2019)
  • Valuation Shopping of Structured Product Funds (2019)

Further completed master theses


Completed Diploma Theses

Completed diploma theses


Completed Student Research Projects

Completed student research projects