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Banking and Finance Dissertation Topics – Selected for Business Students

Published by Owen Ingram at January 2nd, 2023 , Revised On August 16, 2023

Looking for an interesting banking and finance research idea for your dissertation? Your search for the best finance and banking dissertation topics ends right here because, a t ResearchProspect, we help students choose the most authentic and relevant topic for their dissertation projects.

Bank taxes, financial management, financial trading, credit management, market analysis for private investors, economic research methods, the economics of money and banking, international trade and multinational business, the wellbeing of people and society, principles and practices of banking, management and cost accounting, governance and ethics in banking, investment banking, introductory econometrics, and capital investment management are among the many topics covered in banking and finance.

Without further ado, here is our selection of the besting banking and finance thesis topics and ideas.

List of Banking and Finance Dissertation Topics

A Comprehensive Analysis of the Economic Crisis as It Relates to Banking and Finance
A Critical Review of Standard Deviation in Business
The Political and Economic Risks Involving National Bank Transactions
A Study of Corporate Developments in European Countries Regarding Banking and Finance
Security Measures Implemented in Financial Institutions Around the World
Banking and Finance Approaches from Around the World
An in-depth study of the World Trade Organization’s role in banking and finance
A Study of the Relationship Between Corporate Strategy and Capital Structures
Contrasting global, multinational banks with regional businesses
Preventing Repetitive Economic Collapse in National and Global Finances
The Motivations for Becoming International Expats All Over the World
The Difference Between Islamic Banking and Other Religious Denominations in Banking and Financial Habits
How Can Small-Scale Industries Survive the Global Banking Demands?
A Study of the Economic Crisis’s Impact on Banking and Finance
The Impact of the International Stock Exchange on Domestic Bank Transactions
A 2025 Projected Report on World Trade and Banking Statistics
How Can We Address the Issue of the Government’s Financial Deficit in Banking?
A Comparison of Contemporary and Classic Business Models and Companies’ Banking and Financial Habits
Which of the following should be the principal area of money investment that has arrived at the bank in the form of deposits?
How to strike a balance between investing money in various plans to generate a profit and managing depositor trust
What are banks’ responsibilities to their depositors, and how may such liabilities be managed without jeopardising depositor trust?
How the new banking financing laws enacted by governments throughout the world are better protecting depositors’ rights?
What is the terminology related to banking finance, which oversees the investment of deposited funds as well as the banks’ responsibilities to depositors?
Explain the most recent developments in research related to the topic of banking finance
How research in the banking finance industry assists governments and banking authorities in properly managing their finances?
What is the most recent credit rating software that assists in determining the rewards and dangers of investing bank funds in the stock market?
How banking finance assists the world’s top banks in managing consumer expectations and profit?
The negative impact of a manager’s poor management of a bank’s banking financing
Is it feasible to conduct a banking firm without the assistance of banking finance management?
What are the most significant aspects of banking financing that allow businesses to develop without constraints?

The importance of banking finance cannot be overstated. These are only a few of the most extensive subjects on which you may write a banking and finance dissertation. Remember that if you want to succeed in your studies, you must be able to offer reliable numbers and facts on the history and current state of banking and finance throughout the world. Otherwise, you will very certainly be unable to justify your study effectively. We hope you can take some inspiration and ideas from the above banking and finance dissertation topics .

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To find banking and finance dissertation topics:

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Financial Management Bachelor's Theses

Theses/dissertations from 2023 2023.

Financial literacy and financial well-being: A mediation analysis of fintech services adoption among selected generation Z in Metro Manila , Justine Marie M. Abad, Domique John T. Hernandez, Nehemih D. Pabillon, and Arianne Mae M. Teves

The impact of CSR practices and reporting on firm performance: Evidence from selected ASEAN-5 banks , Sharina B. Ahmed, Dominique Margaret O. Co, Marby Christina Alyanna R. Macob, and Julianne Annika Y. Yu

The impact of green investments on Philippine energy firms’ financial performance: The moderating role of environmental policies , Byrne Joshua B. Al-ag, Jillian Beatrice Roselli T. Gaerlan, Sean Daron Magat Guintu, and Jameson A. Ng

Behavioral finance and market efficiency: The responsiveness of the Philippine market during the COVID-19 pandemic , Greisa Eguia Alano, Arhen Richmond Payumo Nuguid, and Kenneth Gabriel Sanvictores Rojas

Sustainable finance: An analysis of the ASEAN-4 universal banking sector's sustainable growth rate (SGR) and its risk factors , Bianca Elise S. Alejandrino, Armandeep K. Bhuller, Arnel Jorge N. Francisco II, and Jean Christian C. Peralta

The long memory effect in ASEAN-6 stock markets from 2006 to 2022: A rescaled range analysis , Tricia Q. Almandres, Sharmaine Rose G. Estor, Michaela Wencee S. Ng, and Audrey T. Reyes

An analysis of the effect and influence of macroeconomic factors on 10-year government bond Yields in the ASEAN-4 , Dan Joseph L. Andres, Ronnie-Lans T. Ayuyao, Nathan John N. Deypalan, and Jan Marcus C. Naguit

The effects of behavioral biases on investment decisions of Filipino millennials and generation Z: Moderating role of financial literacy , Liezl Katherine C. Ang, Jean Ashley A. Masanque, Johannah Mae C. Nacario, and Renna Mae M. Paguntalan

Panel regression analysis of the link between ESG indicators and financial performance in the energy and transportation Industry of ASEAN 5 countries: A sectoral perspective , Rafael Antonio C. Arellano, Skye Orin L. Libarnes, Meg Allen G. Maayo, Joaquin Francisco T. Sun, and Pedro Enrique S.A. Villamejor

Smart beta investing: A comparative study of fundamental accounting metrics and traditional market capitalization indices to measure the performance of the Philippine Stock Exchange , Miguel Benedicto Ramirez Argamosa, Faith Robles Del Rosario, Veronica Marielle Ferrer Delmo, and Miguel Antonio Rodriguez Merino II

The moderating effect of institutional quality on the relationship between financial inclusion and the profitability of commercial banks in selected ASEAN-5 countries: An analysis , Miguel Rene Q. Balboa, Timothy Karl R. Dela Torre, Alexandra Yzabella H. Lazaro, and Nishie S. Yao

The impacts of oil price shocks on the stock market index of the ASEAN-4 countries from January 2012 to October 2022: An analysis , Miguel Enrico V. Banzon, Beatriz Colleen S. Calimlim, Hesed Heindrick S. Cariño, and Siegfried Paolo B. Malabanan

Granger causality between stock market and selected macroeconomic indicators: Evidence from the Philippines , Kenneth Richard O. Bardullas, Vinzze Joseph T. Co, Aaron Henric P. Leung, and Alyzza Ariane J. Tadeo

Sustainable finance: The impact of selected green bonds on issuing firms' greenhouse gas emission (GHG) levels in selected ASEAN countries , Jomabelle C. Bautista, Mary Aubrey C. Calma, Ezekiel C. Camilo, and Krystell Abigail L. Tan

Can it walk the talk? Determining the validity of random walk hypothesis and technical analysis in the Philippine stock market , Hazel P. Bongolan, Bea Eliza A. Delos Reyes, Jenielle Joye T. Ho, and Cale Robert S. Rasco

Total factor productivity using Malmquist DEA on selected ASEAN-5 life insurers from 2007 to 2021: An analysis , John Allen C. Caballa, Riana Jade Y. Ng, Cherilyn G. Tan, and Jon Calvin C. Uy

The relationship between economic indicators and stock exchange index of ASEAN-4 countries: Indonesia, Malaysia, Philippines, and Thailand , Craig Jimver Mikael C. Camino, Micko Briel D. Del Pilar, Paul A. Fuentebella Jr., and Bryan Stephen A. Hong

Utilization of financial ratios in selected financial models to predict financial distress among food manufacturing companies in the Philippines , Simon Hongying G. Chen, Jelline C. Cheng, Lyka Mari C. Javier, and Janine F. Ong

Analyzing the causal effects of the major ASEAN-4 countries exchange rates against the Philippine peso on the volatility of the Philippine stock market returns , Richmond Ryan S. Chua, Yung Ching S. Shi, Willy W. Tang, and Rico J. Wu

Impact of mega-sporting events on the host countries’ stock market performance and economic growth: Evidenced from the Southeast Asian Games , Wendy Cai Chua, Se Jin Kaibigan Jeong, Catherine Ke Ke, and Michelle Chen Lin

An evaluation of logistic regression and random forest model as early warning system models for assessing an equity market crisis in ASEAN-5 + 3 countries , Allister James R. del Rosario, Anne Ysobel P. Guzman, Michelle O. Kohzai, and Jay Ruel B. Zape

A comparative analysis of the performance of machine learning models for predicting stock prices from the years 2012 to 2022: Evidence from the ASEAN 5 stock market indices , Sameer D. Dhanani, Hugh Leon B. Escaño, Jasmine L. Lim, and Isaiah Franz Dominique L. Pascual

Evaluating the volatility spillovers in the foreign exchange market during extreme events from 2007 to 2022 using the EGARCH model: Evidence from the ASEAN-5 countries , Helen L. Diaz, Jan Peter T. Ignacio, Melanie Grace V. Namol, and Abby Gail C. So

An analysis on the impact of crude oil prices and macroeconomic indicators on the ASEAN-5 stock market index: The 2022 Russian invasion of Ukraine , Sophia Anne B. Gallardo, Jasmine F. Kau, Christelle Joy V. Remegio, and Jaylyn M. Vibar

An analysis of the relationship between stock prices and financial ratios of banks based on the ASEAN-4 , Rica Anne A. Ko, Clarea Felice C. Lim, and Stacey Elaine T. Yap

Determinants of property sector profitability: Empirical evidence from the selected publicly listed real estate companies in the ASEAN-5 , France Gabriel D. Palileo, Miguel Faustino O. Mallari, Paul John S. Sison, and Mary Angeleen V. Teodosio

Financial literacy and fintech adoption among millennials in Metro Manila, Philippines: An analysis , Alyanna Marie L. Toh, Stacey Eunice U. Lee, Jason W. Su, and Athena Micah B. De Guzman

Theses/Dissertations from 2022 2022

Effects of volatilities on property sector indices of ASEAN-6 pre, during, and after the Global Financial Crisis and during the COVID-19 pandemic from 2006 to 2022 , Maria Charizza Acuña, Ernest Joseph Coronel, Margarita Lauren Cortez, and Nathalie Raika Julio

The impact of exchange rate volatility on the stock market index returns of select developed and developing Asian countries: An analysis , Alianne J. Alfonso, Mariela C. Cai, Erika Anne D. Jaurigue, and Sofia Eloisa U. Placino

Philippine financial institutions' counterparty default risk and stock price relationships: An analysis , Gerard Constantine Amano, Juwan Kenzie Gomez, Gilbert Angelo Juan, and Jan Michael Pioquinto

The effect of ESG activities on the financial performance of PSE listed companies during the COVID-19 pandemic—Evidence from the Philippines , Andrea Danielle S. Amil, Raizen Philippe M. King, Rondel Y. Ortiz, and Gweneth Allona Mikaela B. Te Tan

The impact of COVID-19 and specific control indicators on the performance of selected universal banks in the Philippines , Keana Aedrielle Modesto Ang, Bea Alexis Gotay Lim, Issey Miuccia Domminiq Uy Tan, and Jenny Huang Zhang

A study on the determinants of dividend payout policy: Evidence from the ASEAN-5 countries , Princess Askha Intal Artates, Mary Coshey Israel Dabatos, Claire Aimy Padilla Sendin, and Reynalyn Del Mundo Tenorio

Forecasting value-at-risk during crises in select ASEAN stock market indices through GARCH-EVT models , Janelle Fatima A. Balmaceda, Maxim Anthonnae M. Miranda, Mary Haniel Joy M. Parba, and Patricia Anne M. Zapanta

The relationship of the daily number of COVID-19 cases, lockdown classifications in the National Capital Region, and Philippine stock returns: An analysis , Beatrice Q. Bañagale, Dazle M. Edralin, Joaquin Pierre T. Guinto, and Isabelle Rhein D. Rivera

Financial development in the ASEAN 8: Impact of foreign direct investment and institutional quality , Katherine Marie F. Batto, Julie T. Caguioa, Sophia L. Cruz, and Sofia Julia S. Uy

The rise of fintech in the Philippines: A study on the impact of digital finance and demographics on financial inclusion and its effect on economic growth , Sofia Angeli M. Bobier, Gillian Clare O. Carbonilla, Alessandra Rayne L. Mallari, and Erika Marie D. Moleno

Investigating the long-term co-movement and spillover effects of the stock markets between the United States and the ASEAN-5 countries for the periods up to and after the 2008 Global Financial Crisis and the COVID-19 pandemic , James Paul Misa Calub, Stephanie Joyce Chua Chan, and Elisa Kyle Agulto Lim

The effect of credit and liquidity risk management practices on the profitability ratios of selected Philippine thrift banks , Renee Ysobelle S. Canlas, Jerlene E. Coronado, Joana Raquel S. Gianan, and Stephanie Mae C. Hu

A relationship between world oil prices and Philippine mining and oil sector index: A comparative study of multivariate GARCH approaches , Errol Stephen Santos Chan, Justin Matthew Carrasco Hou, Mychael John Llamado Ong, and Marcus Adrian Garyth Ejercito Tan

Evaluating the impact of competition on the profitability and the stability of the commercial banking sector: A case of selected Asian countries (2008-2020) , Gianina Jewel Paredes Chan, John Matthew Menco Chua, Jeanne Marie Lim Si, and Christian Rosales Sy

Examining financial performance of ASEAN REITs from 2020-2022 , Lorenz Dominick Santos Chon, Martin Clifford King Ornido, Bryce Harvey Angsanto Tan, and John Henderson Co Tan

An analysis on the total factor productivity of selected commercial banks in the ASEAN-5 countries using Malmquist-DEA analysis from 2006-2020 , Kervin T. Chua, Maria Jeanette C. Mallari, Joacquin Carlo A. Navales, and Chelsea Ann A. Yu

The impact of human development in the ASEAN 5 countries on financial inclusion (2015-2019): An analysis , Danica Deryll C. Condes, Justin Nicholas D. Nocum, and Kenneth C. Sevilla

Behavioral biases and demographic factors influencing Filipino’s investment decision during the COVID-19 pandemic: An empirical study , Chevy Louise G. De Guzman, Pierre Angelo A. Lopez, Alley Jill Q. Ocampo Tan, and Jannah Andre A. Seville

Relationship of information and communication technology (ICT) and stock market development (SMD): Empirical evidence using a panel of ASEAN-6 and East Asian-3 countries , Erica Jillian Allison S. Dela Cruz, Huihuang Shi, Edward Spencer D. Tan, and Micah Lovell V. Tan

Analysis of the impact of selected financial ratios and macroeconomic factors on share price: Empirical evidence from selected emerging ASEAN countries mining and oil sector , Marielle C. Dela Cruz, Kieza Francesca C. Garra, Samantha Rose V. Pontines, and Serin Hanbyeol A. You

Will the renminbi emerge as a safe-haven currency? Evidence from the tiger cub economies’ stock market volatility from 2016 to 2021 , Paolo Manuel D. Delfin, Kay Lin Ding, Hana Juniela N. Sebe, and Sofia Nicole C. Villanueva

Financial integration in ASEAN emerging markets: The relationship between macroeconomic variables and stock index performance from 2011 to 2020 , Loren Margaret Malabanan Dizon, Mico Angelo Pasion Magturo, Maria Nicole Sebastian Molina, and Rainiele Clarice Galaura San Juan

A comparative analysis of the risk-adjusted performance of Philippine active and passive equity funds before and during the COVID-19 pandemic , Luisa L. Dizon, Irvin Avery F. Ng, Audrey Nicole F. See, and Lance Spencer T. Yu

Information and communication technology (ICT), economic indicators, and banking sector indicators: Its impact on the ASEAN-5 countries' banking sector performance: An analysis , Piero Antonio D. Dominguez, Samantha Colleen M. Francisco, and Maria Regina T. Ignacio

Influence of digital finance accessibility on financial inclusion and bank stability: Evidence from the ASEAN , Jameson Esparas and Faustine Angela B. Zipagan

A study on Filipino investors and their intention to invest in mutual funds in the Philippines , Jaan Alexander Lacap Gana, Mauro Ramon Campos Lacson, Dheeraj Motiani, and Yu-jin Dacula Nam

A comparative study on the impact of COVID-19 pandemic and exchange rate on the stock market returns of the Philippines and Thailand , Jan Gavin Santos Go, Bea Jilian Banaag Llana, Reignard Alric Chong Uy, and Aaron Elian Lardizabal Yaneza

The significance of microfinance to Pototan rice farmers in the Philippines: An analysis , Mikaela Luis A. Gutierrez and John Dominic D. Hechanova

Comparative analysis of top cryptocurrencies to other financial markets , Chadwick Wayne G. Ilagan, Stephen C. Ong, and Juanito P. Valdecantos IV

The impact of sustainability reporting on corporate financial performance: A multilevel modelling approach using evidence from publicly listed companies in the Philippines , Julienne Elisha Q. Juan, David Joshua T. Marin, John Raymond D. Reyes, and Shaila Kimberly U. Sy

A comparative assessment of Benjamin Graham's stock selection criteria as quantitative investment strategy in ASEAN-5 markets post global financial crisis: An examination of the defensive and enterprising investor approach , Geoffrey James O. Lim, Jose Rafael M. Malamug, and Ethen Aldrich P. Panugayan

The effects of the adoption of blockchain technology on selected ASEAN banks’ stock performance: An event study , Angelo Gabriel G. Lopez, Joachim Santino G. Palacios, Romualdo Anton T. Rosas, and Samantha T. Santos

The effect of fintech on the efficiency of selected Philippine universal banks using DEA from 2010 to 2019 , Sarah Frances O. Ludo, Joaquin Vicente C. Sese, Leah Beatrice S.D. Tagabucba, and Regine Elixhea S. Torres

An assessment of risk management's mediating effect on financial innovation and bank's performance: A study of selected ASEAN-5 listed commercial banks from 2018-2020 , Raphael Gerardo Nisce, Louise Kate R. Ramirez, and Kataaki M. Watanabe

The effect of selected financial ratios and macroeconomic factors on stock price: A study of Bursa Malaysia Berhad's listed energy companies from 2015 to 2019 , Rexwin Anthony Osida, Joanne Chelsea B. Pecson, and Miguel Benedicto C. Tupas

Efficiency, financial performance, and stock returns of the food and beverage industry: A study on the ASEAN 5 , Jan Dominique O. Tan, Hanns Dominic W. Chen, Christian Lance L. Haw, and Queenie Yvette S. Shi

Theses/Dissertations from 2021 2021

A comparative study: Underpricing and long-run performance of initial public offerings in Singapore Exchange and Bursa Malaysia from 2007-2016 , Ann Nicole Louise L. Ang, Alexa May B. Domingo, Paula M. Maniulit, and Ysabel T. Maniulit

Women empowerment through microfinance: Twenty year historical data analysis of selected microfinance institutions in NCR and CALABARZON , Bianca Erica D. Bala, Cristina Mae Y. Chu, Paolo Tristan L. Chu, and Dustinmico S. Wee

The relationship of stock returns with systematic risk in the ASEAN-5 Region: A panel data approach analysis of the relationship prior to and during the COVID-19 pandemic , Wren Angelo Encarnacion Banaag, Maxinne Vaughn Julia Catoto De Guzman, and Kassandra Mari Banawa Luces

The impact of financial literacy, attitude, and behavior on financial well-being among Metro Manila residents , Erika Shaine Chong Bana Lim, Domingo Maria Carmona Garcia IV, Joiecel Labung Tan, and Alyssa Janine Hong Yao

The effect of the coronavirus (COVID-19) on the optimal portfolio composition of select industry sectors in the Philippines , Laxmir Roselle Magpantay Biacora, Ida Augusta Ramos Lim, Marc Ivan Pagtama Lanuza, and Denise Nicole Pimentel Lim

Cardinality-constrained approach: Small portfolios breakthrough in the Philippine market from January 2015 to December 2019 , Judely Ann Calipusan Cabador, Clarissa Lingat Calo-oy, Krisma Allu Gapasin Duldulao, and Juliene Faye Palmares Zamora

Empirical analysis: Application of specific GARCH models in examining stock market volatility , Adrianne Nicole J. Canonizado, Charles Lawrence L. Chua, Jon Pryce Y. Go, and Jackie C. Yu

The relationship between financial literacy and fraud detection between generation X and Y Filipinos in Metro Manila, Philippines , Elijah Climaco Castañeda, Eric Paul Mariano, and Mark Ildefonso M. Zurbano III

Evaluating early warning systems for currency crisis in select emerging ASEAN economies , Mikhaela Kristine R. Chan, Berndhart S. Co, Mary Khristine P. Juan, and Erryl Ron M. Lacanlale

A PLS-structural equation modelling of the role of financial inclusion, financial technology, financial stability, and bank competition on economic growth in ASEAN , Lou Marie Princess Dimalibot Chua, Richelyn May Pantig Chua, Kim Borja Fernandez, and Ericka Christian Ando Javate

A panel analysis of Philippine banks’ loan portfolio quality in relation to their bank lending rates, bank performance, and key accounts , Antonio Miguel Tayag Coronel, Lorenzo Jose Morales Prieto, Zach Gabriel Server Rapanot, and Xavier Maria Castro Roxas

An analysis on the effect of demographic characteristics and e-money usage towards bank account ownership in the Philippines , Miguel Carlos S. De Guzman, Zores Miguel A. Declaro, Vincent Thomas F. Garcia, and Dana Erika E. Julaton

A comparative analysis of the inflation hedging properties of gold, stocks, corporate bonds, and foreign currency in the Philippines from years 2011-2019 , Ma. Danielle Kyle L. de Jesus, Eduardo Wolfgang U. Gargarita, Dessa Fay A. Isubol, and Eira Jasmine H. Javaluyas

The impact of the COVID-19 pandemic on revenue diversification of selected banks in the ASEAN 5 countries , Alma Grace De Vera, Adrian Keith Deparene, Regina Sofia Ong, and Jonas Marvin Villar

Examining the impacts of environmental, social, and governance (ESG) considerations on millennials and generation Z’s investment attitudes and behaviors , Micaella Danielle Go, Mary Agnes Alita Grino, and Tyrone Kyle Jambalos

Behavioral factors influencing retail investors’ decision making during the COVID-19 pandemic: A study on the Philippine stock exchange , Justin Martin Meneses Jacaria, Ma. Isabel Anacleta San Jose Paredes, Matthew Jeremy Sacdalan Quismorio, and Gonzalo Philip Centennial Caligagan Exconde

Value investing and technical analysis in the Philippine Stock Exchange, investing in the five different sectors after the financial crisis of 2008 from the years 2010-2019 , Mathew Luis L. Marzan, James Ryan A. Sese, and Bryan Michael C. Yap

An analysis of the relationship between financial performance of Microfinance Institutions and the Sustainable Development Goals , Samuel Villacruz, Dallin Torio, Jing-Jing Go, and Carolyn Tan

Theses/Dissertations from 2020 2020

The effect of ASEAN-4 stock market volatility on the Japanese yen as a safe haven asset from 2003 to 2019 , Angela Angie Wu Chen, Kymberlin Rae Chan Cua, and Shiela Camille Chua Lao

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Bachelor Theses

Bachelor theses winter semester 2023/2024.

Dates for writing a bachelor thesis at our professorship in winter semester 2023/2024

Announcement of the list of topics: Mon., 9 October 2023
Deadline for naming your topic preferences or submitting the exposé: Sun. , 15 October 2023
Kick-off event: Wed., 18 October 202 3, 09:00 (s.t.) (via BBB)
1st colloquium: Wed., 8 November 202 3 , 09:00 (s.t.) (via BBB)
2nd colloquium: Wed., 29 November 202 3 , 09:00 (s.t.) (via BBB)
3rd colloquium: Wed., 13 December 2023 , 09:00 (s.t.) (via BBB)
Submission: Tue., 16 January 2024

Participation in the kick-off event is mandatory, whereas participation in the colloquia is optional, but strongly recommended.

Bachelor Theses summer semester 2024

Dates for writing a bachelor thesis at our professorship in summer semester 2024

Announcement of the list of topics: Tue., 9 April 2024
Deadline for naming your topic preferences or submitting the exposé: Sun. , 14 April 2024
Kick-off event: Wed., 17 April 2024, 09:00 (s.t.) (via BBB)
1st colloquium: Wed., 8 May 2024 , 09:00 (s.t.) (via BBB)
2nd colloquium: Wed., 29 May 2024 , 09:00 (s.t.) (via BBB)
3rd colloquium: Wed., 12 June 2024 , 09:00 (s.t.) (via BBB)
Submission: Tue., 16 July 2024

Bachelor theses at the Chair of Business Administration VI can be written in German or English .

We would be pleased to receive your own topic suggestions from your side. You are welcome to be inspired by the titles below or choose them as your topic (you are welcome to make changes to the titles).

Possible theses topics:

CSR and corporate value creation
ESG Ratings: chances and limitations

The effects of non-financial disclosures on financial performance

The financial performance of green bonds

Regulation of executive renumeration - A comparison

The German Corporate Goverance Codex - Development and comparison to other international codices

Corporate Governance in German medium-sized companies
Active vs. passive investment - What consequences do ETFs have for market efficiency and stability?
Multi-factor models in asset pricing

We appreciate that you are interested in writing a thesis at the Institute of Banking and Finance. The following sections provide information on potential areas for both Bachelor and Master theses. When conducting your thesis, you will have to critically review the relevant literature and to carry out your own quantitative analysis. This requires applying software for statistical analysis (R, Matlab, or Stata). To prepare you, we offer online courses in scientific writing and an introduction to R. We are looking forward to supervising your thesis!

Bachelor theses

Master theses, general information on final theses, contact for general questions about theses, registration.

After you have been assigned to the Institute of Banking and Finance through the central allocation procedure of the Faculty of Economics and Management, you can apply for one of the topics listed below. If you have any questions, please contact Brian von Knoblauch .

Please note: Bachelor theses at our institute are always related to empirical research questions. We there strongly (!) recommend to conduct a seminar thesis at our institute and to take finance related classes.

An information session that covers organizational aspects and introduces available topics will be held on Tuesday, February 13, (Warning: Changed Date!) 2024, from 2:30pm - 4:00pm via Cisco WebEx . To join the session (via browser or app), please click here . Further information is available via this link (in German).

To choose preferences and your preferred starting date, please click here: Application form

Please also note that - to register your thesis - it is mandatory to complete our introductions to Scientific Writing and R .

Bachelor theses not related to the central allocation prodecure (industrial engineers or second attempts) can be registered throughout the whole year. Please note that we can only offer a limited number of Wi-Ing places at our institute in the upcoming summer semester 2023. Currently (as of 01.02.2024) four places are still open.

As soon as you have received your topic, you will have 2 weeks to prepare a proposal (please take into account time to revise the proposal!). On 2-3 pages, the proposal should cover the following elements:

Problem setting and objective of the thesis
Methodology and theoretical and/or conceptual approaches
Necessary data and sources for data acquisition
Expected knowledge gains for research and/or practice
Basic literature (from international, peer-reviewed journals)

After the proposal has been accepted by your supervisor, your bachelor thesis will be registered immediately.

Bachelor theses in Behavioral Finance

Theoretical part of the task:

Explain the "noise trader theory" according to De Long et al (1990).
Define the term "investor sentiment" and outline approaches to measure sentiment.

Empirical part of the task:

Investigate the impact of investor sentiment on stock market returns or anomalies.
Test the robustness of your results with respect to combinations of selected control variables. Are you results robust to subperiods?

Basic literature:

Baker, M. and Wurgler, J. (2006): Investor Sentiment and the Cross-Section of Stock Returns. The Journal of Finance, 61(4), 1645–1680.
Baker, M. and Wurgler, J. (2007): Investor Sentiment in the Stock Market. Journal of Economic Perspectives, 21(2), 129–152.
De Long, J.B., Shleifer, A., Summers, L.H., and Waldmann, R.J. (1990): Noise Trader Risk in Financial Markets. Journal of Political Economy, 98(4), 703–738.
Fisher, K.L. and Statman, M. (2000): Investor Sentiment and Stock Returns. Financial Analysts Journal, 56(2), 16–23.
Frazzini, A. and Pedersen, L.H. (2014): Betting against beta. Journal of Financial Economics, 111(1), 1-25.
Jegadeesh, N. and Titman, S. (1993): Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. The Journal of Finance, 48(1), 65-91.
Lee, W.Y., Jiang, C.X., and Indro, D.C. (2002): Stock market volatility, excess returns, and the role of investor sentiment. Journal of Banking & Finance, 26(12), 2277–2299.
Lee, C.M.C., Shleifer, A., and Thaler, R.H. (1991): Investor Sentiment and the Closed-End Fund Puzzle. The Journal of Finance, 46(1), 75–109.
Lemmon, M. and Portniaguina, E. (2006): Consumer Confidence and Asset Prices: Some Empirical Evidence. The Review of Financial Studies , 19(4), 1499–1529.
Stambaugh, R.F., Yu, J., and Yuan, Y. (2012): The short of it: Investor sentiment and anomalies. Journal of Financial Economics , 104(2), 288-302.
Kenneth French Data Library
Refinitiv Datastream
Describe the term "investor sentiment" and explain ways to measure it. In particular, address methods for text-based measurement of investor sentiment.
Provide a review of relevant literature examining the relationship between text-based sentiment measures and stock returns.
Calculate a text-based sentiment measure and explain its step-by-step derivation from raw text to final measure.
Perform a descriptive analysis of the sentiment measure.
Analysieren den Zusammenhang zwischen Ihrem hergeleiteten Stimmungsmaß und Aktienrenditen anhand von Regressionsmodellen.
Analyze the relationship between your inferred sentiment measure and stock returns using regression models.
McDonald, B. and Loughran, T. (2011): When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks. The Journal of Finance, 66(1), 35-65.
Smales, L. A. (2017): The importance of fear: investor sentiment and stock market returns. Applied Economics , 49(34), 3395-3421.
Stambaugh, R.F., Yu, J., and Yuan, Y. (2012): The short of it: Investor sentiment and anomalies. Journal of Financial Economics, Special Issue on Investor Sentiment, 104(2), 288-302.
Tetlock, P.C. (2007): Giving Content to Investor Sentiment: The Role of Media in the Stock Market. The Journal of Finance, 62(3), 1139-1168.
Refinitiv Workspace
Loughran-McDonald Master Dictionary
New York Times News Article
Separate the empirical evidence of investor participation from the assumptions of classical portfolio theory. Motivate and explain determinants of participation.
Formulate a probit model in accordance with relevant models from the literature. Introduce the probit regression.
Among other things, you will deal with estimation using the maximum likelihood method.

Empirical part of the task:

Check the developed model by means of a panel data set.
Explicitly refer to the definitions you used to create variables and describe the data set.
Perform the estimation of the probit model and interpret your results.
Grinblatt, M., Keloharju, M., and Linnainmaa, J. (2011): IQ and stock market participation. The Journal of Finance, 66 (6), 2121-2164.
Kaustia, M. and Torstila, S. (2011): Stock market aversion? Political preferences and stock market participation. Journal of Financial Economics, 100(1), 98-112.
Van Rooij, M., Lusardi, A., and Alessie, R. (2011): Financial literacy and stock market participation. Journal of Financial Economics, 101(2), 449-472.
Brooks, C. (2019): Introductory Econometrics for Finance. Fourth edition. Cambridge, United Kingdom; New York, NY: Cambridge University Press.
Polkovnichenko, V. (2005): Household Portfolio Diversification: A Case for Rank-Dependent Preferences. The Review of Financial Studies, 18(4), 1467–1502.
Malmendier, U. and Nagel, S. (2019): Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?. The Quarterly Journal of Economics, 126(1), 373–416.

Data:

Explain the difference between normative and descriptive decision theories.
Introduce and explain selected static and dynamic portfolio insurance strategies.
Explain Cumulative Prospect Theory (CPT) and its role for the evaluation of portfolio insurance strategies.
Conduct a simulation study comparing different selected portfolio insurance strategies in regard to their CPT value and the corresponding expected utility (EUT). Do the decisions of CPT investors differ from an EUT investor?
Interpret your results in regards to the sensitivity of your results to the different CPT parameters. Is any parameter more important than others?
Tversky, A. and Kahneman, D. (1992): Advances in prospect theory: Cumulative representation of uncertainty. Journal of Risk and uncertainty , 5(4), 297-323.
Dichtl, H. and Drobetz, W. (2011): Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products. Journal of Banking and Finance , 35(7), 1683-1697.
Dierkes, M., Erner, C., and Zeisberger, S. (2010): Investment horizon and the attractiveness of investment strategies: a behavioral approach. Journal of Banking and Finance, 34, 1032-1046.
Explain the Cumulative Prospect Theory (CPT) as a descriptive decision theory and outline differences from normative decision theories.
Explain how individual stocks can be evaluated as "prospects" under the CPT.
Present the model-theoretical prediction for stock returns of companies depending on their CPT value.

Quantitative part of the task:

Calculate the CPT values of all companies in a relevant sample of a stock market (e.g., US market).
Analyze the performance of companies depending on their CPT values using portfolio construction and Fama-MacBeth regressions.
Evaluate with your performance analysis whether factor models (e.g., CAPM, Fama-French Three-Factor Model) can explain these returns.
Tversky, A. and Kahneman, D., (1992 ), Advances in prospect theory: Cumulative representation of uncertainty, Journal of Risk and Uncertainty , 5(4), 297-323. Cambridge, United Kingdom.
Barberis, N., Abhiroop, M. and Baolian, W., (2016 ), Prospect theory and stock returns: An empirical test, The review of financial studies , 29(11), 3068-3107. Cambridge, United Kingdom.
Bali, T.G., Engle, R. F. and Murray, S., (2016 ), Empirical asset pricing: The cross section of stock returns, John Wiley & Sons, Cambridge, United Kingdom.

Bachelor theses in Asset Management

Define sustainability criteria (e.g. ESG) and explain the Morningstar-Sustainability-Ranking .
Give an overview of the relevant literature of performance measurements and explain common descriptive and risk-adjusted performance measurements.
Calculate and compare performance measurements for different categories of sustainability funds and a market benchmark.
Identify and interpret differences between the categories.
Bauer, R., Koedijk, K., and Rotten, R. (2005): International evidence on ethical mutual fund performance and investment style. Journal of Banking & Finance, 29(7), 1751-1767.
Brooks, C. (2019): Introductory Econometrics for Finance. Fourth edition. Cambridge, United Kingdom ; New York, NY: Cambridge University Press.
Schroeder, M. (2006): Is there a Difference? The Performance Characteristics of SRI Equity Indices. Journal of Business Finance & Accounting, 34(1-2), 331-348.
Database of Richard Stehle
Morningstar

Bachelor theses in Risk Management

Introduce in general terms the role of volatility in financial markets.
Explain the concept of Realized Volatility and provide an overview of traditional econometric forecasting models, such as Corsi's (2008) heterogenous autoregressive (HAR) model.
Explain selected machine learning methods and their estimation procedures in the context of Realized Volatility predictions.
Evaluate the predictive performance of selected machine learning methods based on a chosen data set, such as daily Realized Volatility of the S&P 500.
Compare your results with those of selected traditional econometric models and discuss your findings.

Basic literature (selection):

Corsi, F. (2008): A Simple Approximate Long-Memory Model of Realized Volatility. Journal of Financial Econometrics, 7(2), 174–196.
Bucci, A. (2020): Realized Volatility Forecasting with Neural Networks. Journal of Financial Econometrics, 18(3), 502–531.
Christensen, K., Siggaard, M., and Veliyev, B. (2022): A Machine Learning Approach to Volatility Forecasting. Journal of Financial Econometrics.
James, G., Witten, D., Hastie, T., and Tibshirani, R. (2013): An introduction to statistical learning: with applications in R. 2nd Edition, Springer.

Data Resources:

Oxford Realized Library
Provide an overview of the relevant literature on the forecasting of credit defaults of companies and individuals.Pay special attention to so-called P2P loans.
Identify relevant characteristics of private debtors that potentially affect the risk of credit default.
Explain the logit regression and address the marginal effects and the ROC procedure.
Set up a logit model to estimate the probability of default of personal loans.
Analyse the Lending Club data set and present the characteristics of the loans granted there.
Do you estimate the logit model set up on the basis of the data, can defaults be forecast?
Emekter, R., Tu, Y., Jirasakuldech, B., and Lu, M. (2015): Evaluating credit risk and loan performance in online Peer-to-Peer (P2P) lending. Applied Economics, 47(1), 54-70.
Hull, J. (2018): Risk management and financial institutions. Hoboken, New Jersey: Wiley & Sons.
Brooks, C. (2014): Introductory econometrics for finance. Cambridge: Cambridge University Press.
Lending Club Privatkredite, via kaggle.com

Bachelor theses in Asset Pricing

Describe the momentum anomaly and explain how to construct the momentum strategy.
Note both advantages and disadvantages of the momentum strategy. In particular, focus on momentum crashes.
Outline the risk management strategies of Barroso and Santa-Clara (2015) and Dierkes and Krupski (2022).
Estimate the momentum strategy for the U.S. market over the period from 1926 to 2022.
Implement the risk management strategies of Barosso and Santa-Clara (2015) and Dierkes and Krupski (2022).
Outline both advantages and disadvantages of each strategy.
Barroso, P. and Santa-Clara, P. (2015): Momentum has its moments. Journal of Financial Economics, 116(1), 111–120.
Cooper, M.J., Gutierrez, R.C., and Hameed, A. (2004): Market States and Momentum. The Journal of Finance, 59(3), 1345–1365.
Dierkes, M. and Krupski, J. (2022): Isolating momentum crashes. Journal of Empirical Finance, 66, 1-22.
Daniel, K. and Moskowitz, T.J. (2016): Momentum crashes. Journal of Financial Economics, 122(1), 221–247.
Jegadeesh, N. and Titman, S. (1993): Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. The Journal of Finance, 48(1), 65–91.
Kenneth French's database
Derive the Capital Asset Pricing Model (CAPM) and explain why the use of additional factors can be a useful extension.
Outline the three-factor model of Fama and French (1993).
Explain the value and the size effect on which the three-factor model is built.
Calulate the risk factors yourself using monthly price data.
Analyze to which extend multi-factor models can increase the explanability of return data.
Explicitly conduct a performance test against the CAPM.
What influence do the factors of value and size have on returns? Do they match your expectations?
Fama, E. F. and French, K. R. (1993): Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3–56.
Fama, E. F. and French, K. R. (1992): The cross-section of expected stock returns. Journal of Finance, 47(2), 427–465.
Fama, E. F. and French, K. R. (2015): A five-factor asset pricing model. Journal of Financial Economics, 116(1), 1–22.
Empirical research shows a strong negative relationship between returns and idiosyncratic volatility.
Derive why in neoclassical finance theory idiosyncratic volatility should not affect returns.
Introduce the so-called idiosyncratic volatility puzzle and provide an overview of relevant related literature. Explain possible solutions to the puzzle.
Calculate idiosyncratic volatilities for a cross-section of stocks.
Evaluate pricing effects of idiosyncratic volatility using portfolio formation and investigate whether they are significant.
Ang, A., Hodrick, R. J., Xing, Y., and Zhang, X. (2006): The cross‐section of volatility and expected returns. Journal of Finance, 61(1), 259-299.
Ang, A., Hodrick, R. J., Xing, Y., and Zhang, X. (2009): High idiosyncratic volatility and low returns: International and further US evidence. Journal of Financial Economics, 91(1), 1-23.
Bali, T. G. and Cakici, N. (2008): Idiosyncratic volatility and the cross section of expected returns. Journal of Financial and Quantitative Analysis, 43(01), 29-58.
Short-Term Reversal is one of the most distinctive anomalies in asset pricing. Explain the (short-term) reversal effect and show why this effect counteracts the weak form of the efficient market hypothesis.
Introduce to the relevant literatur.
Provide an overview of the different explanatory approaches.
Conduct an empirical analysis of the short term reversal effect using linear regression and portfolio formation.
Investigate whether the short term reversal effect can be explained by capital market models (e.g. CAPM, Fama-French three factor model).
Jegadeesh, N. (1990): Evidence of predictable behavior of security returns. Journal of Finance, 45(3), 881-898.
Jegadeesh, N. and Titman, S. (1995): Short-horizon return reversals and the bid-ask spread. Journal of Financial Intermediation, 4(2), 116-132.
Campbell, J. Y., Grossman, S. J., and Wang, J. (1993): Trading volume and serial correlation in stock returns. Quarterly Journal of Economics, 108, 905–939.
Kelly, B., Moskowitz, T., and Pruitt, S. (2021): Understanding Momentum and Reversal. Journal of Financial Economics, 140(3), 726-743.
CRSP US Stock Databases
Introduce the topic of economic uncertainty and distinguish this concept from other concepts relevant to finance such as risk and investor sentiment.
Introduce the literature on uncertainty measurement and explain the different methodological approaches. In this context, explain in detail the derivation of two selected measures.
Explain why economic uncertainty can have a theoretical impact on real and financial economics. In this context, present empirical literature that examines the relationship between uncertainty and financial markets.
Perform a descriptive analysis of the selected uncertainty measures.
Analyze the relationship between the selected uncertainty measures and stock returns using regression models.
Bloom, N. (2014): Fluctuations in Uncertainty. Journal of Economic Perspectives, 28(2), 153-176.
Brogaard, J., and Detzel, A. (2015): The Asset-Pricing Implications of Government Economic Policy Uncertainty. Management Science, 61(1), 3-18.
Jurado, K., Ludvigson, S. C., and Serena, N. (2015): Measuring Uncertainty. American Economic Review, 105(3), 1177-1216.
Knight, F.H. (1921): Risk, Uncertainty and Profit. Houghton Mifflin Company, Boston , 682-690.
Datenbank von Sydney Ludvigson
EPU Datenbank

Bachelor theses in Corporate Finance

Standard methods for calculating the cost of capital use realized returns as an approximation for expected future returns. Implicit cost of capital offer an alternative in which the estimator for the cost of capital is derived implicitly and ex ante from a valuation model.
Give an introduction into the valuation of companies.
Derive the cost of capital model according to Ohlson and Juettner-Nauroth (2005).
The cost of capital model above requires forecasts of earnings. Explain how earnings can be estimated via regression using the model of Hou et al. (2012). Additionally, address advantages and disadvantages for using estimates from analysts as alternative.
Conduct an empirical analysis of implicit capital costs at firm and market level for the German (European) stock market.
Compare the implied cost of capital estimates when using analyst forecasts and when using earnings forecasts by the model of Hou et al. (2012), respectively.
Hou, K., Van Dijk, M. A., and Zhang, Y. (2012): The implied cost of capital: A new approach. Journal of Accounting and Economics, 53(3), 504–526.
Ohlson, J. A. and Juettner-Nauroth, B. E. (2005): Expected eps and eps growth as determinants of value. Review of accounting studies, 10(2), 349–365.
CDAX/STOXX Europe 600 (from Refinitiv Workspace)
I/B/E/S Estimates

Application for master theses is possible throughout the year, i.e. there are no fixed deadlines. However, you should contact us at least 4 weeks before the desired registration date to find a topic and prepare a proposal.

Please contact Brian von Knoblauch by e-mail and include the following information:

Choose two preferences from the topics listed below.
Outline your motivation.
When is your master thesis supposed to start?
An up-to-date overview of your grades.

Subsequently, you will receive an e-mail from your supervisor (depending on the topic) to arrange an appointment. In this meeting, we will define the research question of your thesis and outline what should be included in your proposal.

As soon as you have received your topic, you will have roughly 3 weeks to prepare a proposal (please take into account time to revise the proposal!). On 2-3 pages, the proposal should cover the following elements:

After the proposal has been accepted by your supervisor, your master thesis will be registered immediately.

Brief description of the area

Investor sentiment is an important element of Behavioral Finance. Hence, there are numerous studies to analyze the impact of investor sentiment on stock markets. In addition to sentiment measures, recent studies particularly focus on the effects of sentiment on individual and aggregated stock returns. However, both are not conclusively clarified areas of research.

Possible topics (among others) are

Measuring investor sentiment: alternatives to the Baket and Wurgler (2006) sentiment Index
Investor sentiment and stock returns
Investor sentiment and the risk-return trade-off
Effects of investor sentiment on capital market anomalies

Basic literature

De Long, B.J., Shleifer, A., Summers, L.H., and Waldman, R.J. (1990): Noise Trader Risk in Financial Markets. Journal of Political Economy, 98(4), 703–738.
Baker, M. and Wurgler, J. (2006): Investor sentiment and the cross-section of stock returns. The Journal of Finance, 61(1), 1645–1680.
Kozak, S., Nagel, S., and Shrihari, S. (2018): Interpreting Factor Models. The Journal of Finance, 73(3), 1183–1223.
Yu, J. and Yuan, Y. (2011): Investor sentiment and the mean–variance relation. Journal of Financial Economics, 100(2), 367–381.
Stambaugh, R.F., Yu, J., and Yuan, Y. (2012): The short of it: Investor sentiment and anomalies. Journal of Financial Economics, Special Issue on Investor Sentiment, 104(2), 288–302.

Preferences are a behavioral approach to explain the observed deviations of individual investors' behavior from the predictions of neoclassical theory. As of now, the most important theories for decision making under risk are the (Cumulative) Prospect Theory and the Salience theory.

Portfolio insurance strategies under Cumulative Prospect Theory and Salience Theory
The salience effect on the stock market
Expected returns under Cumulative Prospect Theory
Skewness preferences and security prices
Bordalo, P., Gennaioli, N., and Shleifer, A. (2012): Salience theory of choice under risk. The Quarterly Journal of Economics, 127(3), 1243-1285.
Tversky, A. and Kahneman, D. (1992): Advances in prospect theory: Cumulative representation of uncertainty. Journal of Risk and uncertainty, 5(4), 297-323.
Dichtl, H. and Dobritz, W. (2011): Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products. Journal of Banking & Finance, 35(7), 1683-1697.
Cosemans, M. and Frehen, R. (2017): Salience Theory and Stock Prices: Empirical Evidence. Working Paper.
Barberis, N. and Huang, M. (2008): Stocks as Lotteries: The Implications of Probability Weighting for Security Prices. American Economic Review, 95(5), 2066-2100.
Barberis, N., Mukherjee, A., and Wang, B. (2016): Prospect Theory and Stock Returns: An Empirical Test. Review of Financial Studies, 29(11), 3068-3107.

Kurzbeschreibung des Themenbereichs

Sustainability is progressively gaining prominence in investment considerations. Beyond purely financial factors, the inquiry emerges as to the impact of the environmental, social, and governance (ESG) dimensions on both corporations and investors, and how a company's ESG performance influences its returns.

Themenbeispiele

Construction and analysis of an ESG pricing factor
Estimation of the ex-ante Greenium by Implied Cost of Capital
Measurement of "Climate Change" and Analysis of the Risk Premium of Climate Change Betas or Climate Change Risks
Analysis of the Impact of Weather and Pollution on Stock Returns

Basisliteratur

Pástor, Ľ., Stambaugh, R., and Taylor, L.A. (2021): Sustainable investing in equilibrium. Journal of Financial Economics, 142(2), 550-571.
Pástor, Ľ., Stambaugh, R. F., and Taylor, L. A. (2022): Dissecting green returns. Journal of Financial Economics, 146(2), 403-424.
Ardia, D., Bluteau, K., Boudt, K., and Inghelbrecht, K. (2023): Climate change concerns and the performance of green vs. brown stocks. Management Science .
Sautner, Z., Van Lent, L., Vilkov, G. and Zhang, R. (2023): Firm-Level Climate Change Exposure. The Journal of Finance, 78(3), 1449-1498.
Sautner, Z., Van Lent, L., Vilkov, G. and Zhang, R. (2023): Pricing Climate Change Exposure. Management Science.
Loughran, T. and Schultz, P. (2004): Weather, Stock Returns, and the Impact of Localized Trading Behavior. Journal of Financial and Quantitative Analysis, 39(2), 343-364.
Ding, X., Guo, M., and Yang, T. (2021): Air pollution, local bias, and stock returns. Finance Research Letters, 39, 1-6.
Hirshleifer, D. and Shumway, T. (2003): Good Day Sunshine: Stock Returns and the Weather. The Journal of Finance, 58(3), 1009-1032.

The literature provides numerous empirical studies that contradict the predictions of neoclassical theory. In addition to proving the existence and robustness of anomalies across markets and market regimes, examining different approaches to explain the anomalies are of particular interest and can be investigated in the context of your master thesis.

Out-of-sample tests of selected anomalies (e.g. momentum, idiosyncratic volatility, betting-against-beta, max effect)
Anomalies and multi-factor models
Interaction of anomalies (e.g. skewness and momentum)
Risk management strategies and anomalies
Ang, A., Hodrick, R.J., Xing, Y., and Zhang, X. (2006): The cross‐section of volatility and expected returns. Journal of Finance, 61(1), 259-299.
Jegadeesh, N. and Titman, S. (1993): Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. The Journal of Finance, 48(1), 65–91.
Frazzini, A. and Pedersen, L.H. (2014): Betting against beta. Journal of Financial Economics, 111(1), 1–25.
Bali, T.G., Cakici, N., and Whitelaw, R.F. (2011): Maxing out: Stocks as lotteries and the cross-section of expected returns. Journal of Financial Economics, 99(2), 427-446.
Hou, K., Mo, H., Xue C., and Zhang, L. (2019): Which Factors?. Review of Finance, 23(1), 1-35.
Barroso, P., Detzel, A.L., and Maio, P.F (2020): Managing the Risk of the Low-Risk anomaly. Working Paper.
Kelly, B. T., Pruitt, S., and Su, Y. (2019). Characteristics are covariances: A unified model of risk and return. Journal of Financial Economics , 134(3): 501–524.

Although machine learning algorithms are becoming increasingly important, they have rarely been used in empirical capital market research. Thus, the comparison of new and established methods provides numerous research questions.

Empirical asset pricing and machine learning
Multi factor models and artificial neural networks
Hastie, T., Tibshirani, R., and Friedman, J. (2017): The Elements of Statistical Learning 2nd Edition. Springer Verlag.
Gu, S., Kelly, B., and Xiu, D. (2020): Empirical asset pricing via machine learning. The Review of Financial Studies, 33(5), 2223-2273.
Gu, S., Kelly, B., and Xiu, D. (2021): Autoencoder asset pricing models. Journal of Econometrics, 222(1): 429–450.
Gareth, J., Witten, D., Hastie, T., and Tibshirani, R. (2017): An Introductoin to Statistical Learning: With Applicatoins in R. Springer Verlag, New York.
Hou, K. and Lee, J. (2018): Nonlinear CAPM Beta. Working Paper.
Dimson, E. (1979): Risk measurement when shares are subject to infrequent trading. Journal of Financial Economics, 7(2), 167-226.

Market prices of derivatives and, in particular, options provide rich information about market participants' expectations about the future. The elicitation of these expectations is possible via well-known option pricing models, such as Black & Scholes (1973), or numerous model-free approaches.

Estimation of risk-neutral moments from option prices
Option-implied risk preferences
Market indicators of volatility and skewness: VIX and SKEW
Risk premia for variance and skewness
Option pricing and estimation of the volatility surface using neural networks
Bakshi, G., Kapadia, N., and Madan, D. (2003): Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options. Review of Financial Studies, 16(1), 101–143.
Breeden, D.T. and Litzenberger, R.H. (1978): Prices of State-contingent Claims Implicit in Option Prices. Journal of Business, 51(4), 621-651.
Jackwert, J. (2000): Recovering Risk Aversion from Option Prices and Realized Returns. The Review of Financial Studies, 13(2), 433-451.
Liu, Z. and Faff, R. (2017): Hitting SKEW for SIX. Economic Modelling, (64), 449-464.
Bollerslev, T., Tauchen, G., and Zhou, H. (2009): Expected Stock Returns and Variance Risk Premia. The Review of Financial Studies, 22(11), 4463-4492.
Carr, P. and Wu, L. (2009): Variance risk premiums. Review of Financial Studies, 22(3), 1311-1341.

Portfolio selection is one of the classic areas of research in finance. Results not only depend on investor preferences, but also on the data generating process and the investment horizon. While neoclassical models explore the optimal portfolio choice, it is equally important to apply behavioral analyses in order to understand why many people do not engange in the stock market and how investors make portfolio choices.

The optimal portfolio choice under ambiguity
The optimal portfolio choice with a long investment horizon and predictability
The influence of estimation risk on the optimal portfolio selection
Portfolio selection under behavioral decision theories
Participation in the stock market

Basisc literature

Garlappi, L., Uppal, R., and Wang, T. (2007): Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach. The Review of Financial Studies, 20(1), 41-81.

DeMiguel, V., Garlappi, L., and Uppal, R. (2009): Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?. The Review of Financial Studies, 22(5), 1915–1953.

Barberis, N. (2000): Investing for the Long Run when Returns Are Predictable. The Journal of Finance, 55, 225-264.

Chapman, D.A. and Polkovnichenko, V. (2009): First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes. The Journal of Finance, 64, 1863-1887.

Grinblatt, M., Keloharju, M., and Linnainmaa, J. (2011): IQ and stock market participation. The Journal of Finance, 66 (6), 2121-2164.
Kaustia, M. and Torstila, S. (2011): Stock market aversion? Political preferences and stock market participation. Journal of Financial Economics, 100(1), 98-112.
Van Rooij, M., Lusardi, A., and Alessie, R. (2011): Financial literacy and stock market participation. Journal of Financial Economics, 101(2), 449-472.
Brooks, C. (2019): Introductory Econometrics for Finance. Fourth edition. Cambridge, United Kingdom ; New York, NY, Cambridge University Press.
Malmendier, U. and Nagel, S. (2011): Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?. The Quarterly Journal of Economics, 126(1), 373–416.

Although Modigliani and Miller (1958) document that - when assuming a perfect market - capital structure is irrelevant, there are numerous studies to show that this result does not hold empirically. More recent studies, such as Baker and Wurgler (2002), show that financing decisions (and thus capital structure), in particular, depend on market timing.

Empirical validation of theories on IPO underpricing
Long-term performance of IPOs
Market timing of financing decisions
Forecast of earnings and implied cost of capital

Ritter, J. R. (1991): The long‐run performance of initial public offerings. The Journal of Finance, 46 (1), 3-27.

Loughran, T. and Ritter, J. R. (2002): Why don’t issuers get upset about leaving money on the table in IPOs?. The Review of Financial Studies, 15(2), 413-444.
Ritter, J. R. and Welch, I. (2002): A review of IPO activity, pricing, and allocations. The Journal of Finance, 57(4), 1795-1828.
Green, T. C. and Hwang, B. H. (2012): Initial public offerings as lotteries: Skewness preference and first-day returns. Management Science , 58(2), 432-444.
Laeven, L. and Levine, R. (2007): Is there a diversification discount in financial conglomerates?. Journal of Financial Economics, 85(2), 331-367.
Baker, M. and Wurgler, J. (2002): Market timing and capital structure. The Journal of Finance, 57(1), 1-32.
Hou, K., Van Dijk, M. A., and Zhang, Y. (2012): The implied cost of capital: A new approach. Journal of Accounting and Economics, 53(3), 504–526.

On the following pages you will find more information about the scientific work at the Institute for Banking and Finance. Please note the formal information and the dates for the introduction to scientific work.

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Registration for Bachelor's thesis
Economics and Management

The number of Bachelor's and Master's Theses supervised at the Institute for Finance & Banking (IFB) is due to capacity.

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Information for mathematics students, application deadlines, formal requirements, theses archive.

Mathematics and Business Mathematics students can apply any time to be supervised in writing their Bachelor or Master Thesis by IFB via mail to IFB-Theses . Please enclose your CV and latest transcript of records.

Desired start date	Application must be submitted by
01.03. - 31.05.	31.12.
01.06. - 31.08.	31.03.
01.09. - 30.11.	31.06.
01.12. - 28.02.	30.09.

Prerequisites

Successful participation in an advanced seminar qualifies for the acceptance of a Bachelor thesis (6 ECTS).
Students who have taken an advanced seminar in the field of finance (chairs of Elsas/Glaser/Richter/Riordan) will be accepted preferentially.
The requirements of the respective examination regulations apply.

Application

a letter of motivation in which you briefly, but as precisely as possible, outline your areas of interest. Please refrain from general statements as "I don't know any special field of interest". You can orientate yourself on the contents of your studies (lectures or advanced seminar) or be inspired by the theses already completed .
an exposé with a short outline (a few sentences) of your own proposed topic. Therein, address the question(s) to be investigated, the methods (data) and the relevant literature. This also applies to theses written in cooperation with a company.
Please send your complete application by email to the IFB: Theses .
We will inform you regarding acceptance or rejection of your application no later than 2 weeks after receipt of your application. In case of acceptance we will assign you a topic and a supervisor.
The thesis at the IFB can generally be started any time though the registration of theses usually starts at the beginning of the month. Please note the application deadlines .
The deadline is determined by the corresponding completion time (8 weeks for Bachelor's theses and 22 weeks for Master's theses).
Before the thesis is registered at the ISC, each student prepares an exposé (max. 2 pages). This is generally done after agreement on a topic. The exposé must be handed in to the respective supervisor at the latest one week after agreement on the topic. In consultation with the supervisor the draft is then revised and extended if necessary.
Upon agreement on the final topic, the thesis is registered at the examination office.
Theses can be written in English or German (English is preferred).
Please follow our formal requirements - if you have any questions, please consult your supervisor.
A thesis colloquium is held on the first Wednesday of each month. The colloquium takes place after about half of the processing time. Students present the status of their work for a maximum of 30 minutes, the presentation is held in English or German. During the colloquium, structure of the work and methodological approach are explained in particular. The subsequent discussion helps to identify problems in dealing with the topic and possible alternative solutions. The colloquium is rounded off by a short insight into the current state of work and possible open questions. Aim of the colloquium is to give constructive feedback - it is attended by the scientific staff and head of the institute.
Thesis submission is effected according to the ISC guidelines. Please inform your supervisor about the planned submission date.
For theses with a programming component, the student is required to submit data and codes to generate the results. The student is also responsible for ensuring that results can be replicated and reproduced by the supervisor.
Your supervisor will inform you as soon as the thesis has been evaluated.

Compliance with these guidelines (PDF, 136 KB) is generally mandatory and is intended to provide you with the necessary guidance to write a formally correct paper.

The Impact of Private Equity Ownership on Post-IPO Performance, Master Thesis
The impact of CSR on M&A uncertainty and premiums, Master Thesis
Are returns to value strategies predictable by their respective value spreads, Master Thesis
Can Twitter help predict firm-level earnings and stock returns, Master Thesis
On the pricing of European Dual Class Stocks, Master Thesis
The effect of corporate hybrid bonds issuance announcements on stock prices, Master Thesis
Performance of S&P 500 Index Additions, Bachelor Thesis
Hedge funds and their performance during the COVID-19 pandemic, Bachelor Thesis
Cryptocurrency price prediction using an LSTM and an ARMA model, Master Thesis
A literature review on bitcoin futures, Bachelor Thesis
The Effect of European Short Position Disclosure Requirement on Market Efficiency, Master Thesis
Earnings Forecasts by Analysts - Accuracy and Timing, Master Thesis
Text mining of corporate disclosures for stock index forecasting, Master Thesis
An empirical study of S&P 500 short term options, Bachelor Thesis
Examining Deterministic Volatility Functions on Short-Term Options, Master Thesis
Deep Learning and Option Pricing, Bachelor Thesis
An empirical analysis of financial advisors and M&A returns, Master Thesis
International Diversification and Market Capitalization, Bachelor Thesis
Identifying Financial Distress in Company Filings, Master Thesis
Investigating Capital Market Reactions to Corporate Events Using Machine Learning, Master Thesis
An Analysis of the Relationship between Short Interest and Stock Performance, Bachelor Thesis
Predicting Hourly Price Movements Of Bitcoin Based On Reddit Sentiment And Price Information Using Machine Learning Algorithms, Bachelor Thesis
An Empirical Analysis of Corporate Social Responsibility and Access to Finance, Bachelor Thesis
The Impact of Activist Short Sellers on the Returns of Target Companies, Bachelor Thesis
Analysis of the influence of Covid-19 on the Ad Hoc Publicity, Master Thesis
Was the retail investement portion significant in the initialization of the short squeeze of GameStop?, Bachelor Thesis
Estimating market betas for Germany, Master Thesis
Text analysis of Reddit WallStreetBets posts, Bachelor Thesis
An empirical analysis of options and implied volatility, Bachelor Thesis
The Impact of M&A Announcements on Short Interest in the German Market - An Event Analysis Approach, Bachelor Thesis
Anomaly Detection in Finance, Master Thesis
A Machine Learning Approach to Risk Factors Applying the Fama-French-Carhart Model: A Case Study on the German Stock Market, Master Thesis
The Heston-Nandi GARCH option valuation model for the DAX30 index options market, Master Thesis
The Effect of Rumors on the Stock Price of potential Target Companies, Bachelor Thesis
Analyse von Investorenreaktionen auf themenübergreifende Finanzpublikationen mittels Anwendung der latenten Dirichlet-Allokation, Master Thesis
News-based Volatility Forecasting using Machine Learning, Master Thesis
Static- and Delta Hedging of Options, Master Thesis
Topics in Ad-Hoc-News, Bachelor Thesis
An Empirical Analysis of OTC Stocks, Master Thesis
Employee satisfaction and equity returnsunder alternative statistical tests, Master Thesis
Idiosyncratic Risk Innovations and the Idiosyncratic Risk-Return Relation in the German Equity Market, Master Thesis
Financial and Legal Advisors and the Performance of M&A Transactions, Bachelor Thesis
Media Coverage of German Listed Companies, Bachelor Thesis
The effects of regulatory uncertainty on merger and acqusition activity, Bachelor Thesis
The Effect of Finntech M&A on Acquirer Stock Performance in the Financial Sector, Bachelor Thesis
Bank Risk Dynamics and Distance to Default, a Simulation based Analysis, Bachelor Thesis
Pricing VSTOXX Futures, Master Thesis
An empirical analysis of temperature shocks and the cost of equity capital, Bachelor Thesis
The Usage of Factor Models to Explain Cross-Sectional Stock Returns, Bachelor Thesis
An empirical analysis of the effects of corporate takeovers on the abnormal return to acquirer competitors, Bachelor Thesis
The release of the subsidiaries into independence: The choice between Sin-offs and Carve-outs, Bachelor Thesis
Value Drivers and Deal Characteristics in Private Equity Transaction Versus Strategic Acquisitions, Master Thesis
The Influence of Ad-hoc Disclosures on Stock Returns, Master Thesis
Isolating the disaster risk premium with equity options in the German market, Bachelor Thesis
Insider-forecasted operating synergies' impact on M&A performance, Bachelor Thesis
An Empirical Analysis of Callable Contingent Convertibles, Master Thesis
Static Replication of Window Double Barrier Options, Bachelor Thesis
The informativeness of textual tone in M&A conference calls and its effect on stock returns, Master Thesis
Comparison of Earnings Surprise Measures, Master Thesis
Intangible Assets and Mergers and Acquisitions, Master Thesis
The Effects of Expected Volatility on Stock Returns in European Equity Markets, Master Thesis
The Success of Acquiring vs. Developing Innovation in Research Intensive Industries, Master Thesis
Robustness of the Distance-to-Default Measure - A Simulation-based Analysis, Bachelor Thesis
Corporate default risk: predictive power of rule-based classifier models compared to traditional bankruptcy prediction models, Bachelor Thesis
Analyzing the bid-ask quotes for a FX broker in responds to volatility, Master Thesis
What are the Most Important Topics for Buy- and Sell-side Analysts? An Investigation of M&A Conference Calls Using Textual Analysis, Bachelor Thesis
Relationship between Exchange Rate Risk and Stock Prices, Bachelor Thesis
Hedging Performance of Volatility Products under Different Stochastic Volatility Models, Master Thesis
Empirical stylized facts of the intra-daily foreign exchange markets, Bachelor Thesis
Similarity between Firms in Domestic vs. Cross-border M&A Activities: A Text-based Approach, Master Thesis
Impact of Migration on Cross-border Merger & Acqusition Activities, Master Thesis
Stock Returns and the Impact of Anaylst Recommendations, Bachelor Thesis
Portfolio Optimization with Simulation and Backtesting of the Value-at-Risk measure, Bachelor Thesis
How Does Language in Corporate Public Disclosures Reflect Actual Firm Performance and Influence Stock Market Reactions?, Master Thesis
Investor Attention and the Cross-section of Stock Return, Master Thesis
Can Ex-Ante Observable Signals for Investor Sentiment or Company Quality Predict the Long-Term Performance of Initial Public Offerings?
An Empirical Study of the US Market for New Equity Issues, Master Thesis
Sentimental Distress: The Analysis of the Tone of 8-K Reports in a Financial Distress Context, Master Thesis
Expected Option Returns for DAX 30 Options, Bachelor Thesis
Delta-Hedged Gains and the Market Volatility Risk Premium: Evidence from the German Market, Master Thesis
The Announcement Effect of Mergers & Acquisitions on Markets and Model-Implied Credit Default Swaps, Master Thesis
Selecting Characteristics for Parametric Portfolio Selection, Master Thesis
Relationships Between Implied Volatility Indexes and Stock Index Returns, Bachelor Thesis
The Information Content of Implied Volatility based on DAX 30 Options, Bachelor Thesis
Merger and Acquisition Announcement Returns and Synergy Expectations, Master Thesis
Does competition between investment banks matter for their clients' M&A performance?, Master Thesis
Monte Carlo Methods for Pricing Asian Options, Bachelor Thesis
Deterministic Implied Volatility Functions: Empirical Tests for Dax Index Options, Bachelor Thesis
Modeling Term Structure Using Macroeconomics Factors, Master Thesis
Estimating the Link Between Default Risk and Stock Returns Using the Implied Cost of Capital, Master Thesis
Problems of Inference in Single-Firm Event Studies, Bachelor Thesis
Competition: Theoretical Concepts, Measurement Methods and their Application in the Banking Sector, Bachelor Thesis
Factor-Model-Based Priors for the Black-Litterman Model
Portfolio Optimization under a VAR Model of Return, Bachelor Thesis
An empirical investigation of valuation premia in IPOs versus acquisitions, Bachelor Thesis
Entry in the Banking Industry: An Empirical Analysis of the Effect of Mergers and Acquisitions, Bachelor Thesis
Banking competition, venture capitalists and their influence on entrepreneurial activity, Master Thesis
The effect of institutional ownership on antitakeover defense and the success of hostile takeover bids, Bachelor Thesis
M&A Transactions and the Role of Related CEO Characteristics, Bachelor Thesis
Determinants of recovery rates implied by CDS spreads, Master Thesis
The influence of the source of capital on corporate financing and investment behavior during the financial crisis 2007-2009, Master Thesis
Der Einfluss von Wettbewerb und Innovationsgrad von Industrien auf die Höhe von Fusionsprämien, Bachelor Thesis
About the Role of Credit Default Swaps in the Emergence of the 2008 Financial Crisis, Bachelor Thesis
Assessing Credit Risk Using Option-Implied Information, Master Thesis
Pricing of Callable Bonds, Bachelor Thesis
Can Michaud resampling techniques improve mean-variance portfolio optimization?, Bachelor Thesis
Porfolio Optimization and Ambiguity Aversion, Master Thesis
Portfolio Optimization Using Implied Covariance Matrix Estimates, Bachelor Thesis
Institutional cross-holdings and their effect on acquisiton decisions, Bachelor Thesis
The Limits of Arbitrage: A Literature Review, Bachelor Thesis
The Role of Correlation Between Market and Credit Risk for Certificate Pricing, Bachelor Thesis
The Role of Credit Default Swaps in the Emergence of the 2008 Financial Crisis, Bachelor Thesis
Peer influence on corporate financial policy: An application to cash flow sensitivities, Master Thesis
Implications of recent changes in banks' market risk framework: empirical examination of different methods for calculation of Value-at-Risk and Expected Shortfall, Master Thesis
The relationship between Corporate Governance and Credit Risk - A Literature Review, Bachelor Thesis,
Optimal Delta Hedging: Evidence from DAX Index Options, Bachelor Thesis
A literature review on institutional investors and competition, Bachelor Thesis
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Special Topics in Banking and Finance: Financial Markets

Part of the Required Elective Module ("Alternatives Pflichtmodul") Banking and Finance .

Main objectives

This course provides an introduction into topical issues in the field of banking and finance. It aims at building a bridge between theoretical and methodological knowledge acquired in the first years to real world markets and applications. Current topics of interest include financial crises and the role of banks. Why do markets fail and how can prudential regulation improve their performance and resilience?

The course also serves as the basis for more advanced research, which may take the form of a bachelor thesis or even continued studies in form of subsequent master program in finance. Certain topics would lend themselves easily to bachelor theses in the general field of banking and finance.

Course outline

1. Introduction

2. Main functions of the financial system

intertemporal transfers
insurance and hedging
information production

3. Financial markets and the pricing of risk

review: CAPM
illiquidity and private information

4. The role of financial intermediaries

banking functions
banking risks
financing of (risky) innovations

5. Topical issues

Banking regulation
Bank networks and systemic risk
Securitization and financial innovation
High frequency trading and systemic risk

Course cycle

Each winter term

Charles Calomiris and Gary Gorton: The Origins of Banking Panics: Models, Facts and Bank Regulation, in Glenn Hubbard (ed.): Financial Markets and Financial Crises , University of Chicago Press, January 1991.

Anna Cieslak, Morse Adair and Annette Vissing-Jorgensen: Stock Returns over the FOMC Cycle, Working Paper, Oct. 2015.

Franklin Allen and Douglas Gale, Comparing Financial Systems , MIT Press.

Thomas Gehrig: “Capital, Trust and Competitiveness in the Banking Industry”, CEPR-DP 9348, London, Feb. 2013.

Thomas Gehrig: Changing Business Models in Banking and Systemic Risk, in H. Albach, H. Meffert, A. Pinkwart, H. Reichwald (Hrsg): Management of Permanent Change in Firms and Markets , Springer-Gabler, 2015.

Jacob de Haan, Sander Oosterloo and Dirk Schoenmaker: Financial Markets and Institutions: A European Perspective , Cambridge University Press, 2nd edition 2012.

Charles Kindleberger: Manias, Panics, Crashes, A History of Financial Crises , NY, Basic Books, 1978.

Sam Langfield and Marco Pagano, Bank Bias in Europe: Effects on Systemic Risk and Growth, ECB Working Paper 1797, May 2015.

Frederic S. Mishkin, The Economics of Money, Banking and Financial Markets , Business School Edition,11th ed., Pearson: Harlow, Engl., 2015.

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Finance: Bachelor course and thesis

Course package EKFI6 Undergraduate level 30 credits (ECTS)

About the education

NEK301, Basic Econometrics, 7,5 credits

Canvas, course syllabus and reading list

EFI302, Finance, Bachelor course, 7,5 credits

Canvas, course syllabus and reading list

EFI303, Finance Bachelor Thesis, 15 credits

Canvas, course syllabus and reading list

Prerequisites and selection

Admission to the course requires at least 105 credits, of which at least 45 credits must be in Financial Economics.

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Department of Finance

Quicklinks und sprachwechsel, hauptnavigation, schriftliche arbeiten, ablauf und voraussetzungen.

Die Vorbereitung auf die Bewerbung sowie das Verfassen der Bachelor- oder Masterarbeit am IF umfasst unterschiedliche Schritte, wobei der Bewerbungsprozess hier detailliert beschrieben wird.

Sie suchen ein eigenes Thema, erstellen ein Research Proposal und reichen dieses via DF Thesis Market ein.
Wählen Sie ein zur Verfügung gestelltes Topic Proposal und bewerben Sie sich inklusive Motivationsschreiben auf dem DF Thesis Market für das entsprechende Thema.
Betreuungsperson: Falls Ihr eigenes Research Proposal angenommen wurde respektive Ihre Bewerbung für ein bestehendes Thema erfolgreich war, werden Sie durch die Person kontaktiert, welche Sie bei Ihrer Arbeit betreuen wird. Die Auftragserteilung wird durch die Betreuungsperson unter Berücksichtigung Ihres Inputs erstellt.
Auftragserteilung auf OLAT: Die Auftragserteilung beinhaltet Ihren offiziellen Arbeitsauftrag für die schriftliche Arbeit und kann – sobald Sie durch Ihre Betreuungsperson informiert wurden – über OLAT abgeholt werden. Sobald Sie auf OLAT Ihre Auftragserteilung abholen, beginnt die Bearbeitungsfrist von sechs Monaten zu laufen.
Bearbeitungszeit: Beginnen Sie frühzeitig mit der Bearbeitung Ihrer Arbeit und tauschen Sie sich bei Problemen mit Ihrer Betreuungsperson aus. Denken Sie daran, dass die Bachelor- oder Masterarbeit eine selbstständig zu verfassende Arbeit ist.
Abgabe: Die Abgabe Ihrer schriftlichen Arbeit erfolgt wiederum über OLAT, d.h. Sie laden Ihre Arbeit und allfällige zusätzliche Dokumente/Anhänge als Zip-File auf OLAT hoch.
Bewertung: Innerhalb eines Monats erhalten Sie die Note.

Das folgende Video zeigt die Aufnahme einer Präsentation (PDF, 276 KB) , in welcher die Studierenden informiert wurden und geht ausführlich auf die einzelnen Schritte ein.

Die Voraussetzung zum Verfassen einer Bachelor- und Masterarbeit am IF sind einschlägige Vorkenntnisse im entsprechenden Fachbereich. Insbesondere müssen die relevanten Vorlesungen besucht und bestanden worden sein. Gelistete Topic Proposals können weitere Anforderungen enthalten, die Sie im jeweiligen Proposal finden.

Wichtig ist weiterhin, dass allgemein die Regeln und Hinweise des Dekanats ( Studium und Studienabschluss ) zu beachten sind. Die Verantwortung bezüglich Einhaltung dieser Regelungen liegt bei Ihnen.

Um am DF eine Arbeit verfassen zu können, ist eine digitale Bewerbung über den DF Thesis Market erforderlich. Für die Bewerbung benötigen Sie folgende Dokumente:

Lebenslauf (als PDF)
Leistungsausweis (als PDF, aktueller Export aus der Modulbuchung)
Research Proposal (falls Sie einen eigenen Themenvorschlag einbringen)

Für die Bewerbung über den DF Thesis Market benötigen Sie ausserdem Ihre UZH-Zugangsdaten (Shortname und Passwort).

Es gibt zwei Wege, sich für eine Arbeit am IF zu bewerben:

Variante A: Eigenes Thema

Erarbeiten Sie einen eigenen Themenvorschlag und erstellen Sie ein Research Proposal. Das Research Proposal fasst auf zwei bis drei Seiten Ihre Motivation, die Zielsetzungen, das geplante Vorgehen sowie die erwarteten Resultate zusammen. Als Hilfe dienen folgende Dokumente:

Anleitung zum Verfassen eines Research Proposal (PDF, 120 KB)
Beispiel eines Research Proposal Proposal (PDF, 205 KB)

Falls Sie eine empirische Arbeit erstellen möchten, prüfen Sie vor des Einreichens Ihrer Bewerbung, ob die von Ihnen benötigten Daten in den zur Verfügung stehenden Datenbanken auffindbar sind. Es empfiehlt sich, mit einem konkreten Beispiel zu prüfen, ob die Datenqualität ausreichend ist (z.B., Verfügbarkeit von Zeitreihen).

Wichtig ist, dass Sie Ihr Research Proposal dem korrekten Forschungsgebiet zuteilen, damit dieses den passenden Betreuungspersonen zugänglich gemacht werden kann. Als Entscheidungshilfe können die in der untenstehenden Tabelle aufgeführten Forschungs- und Interessengebiete dienen. Der Link bei den Professor:innen führt auf die bisher betreuten Bachelor- und Masterarbeiten und kann eine Intuition dafür geben, was typische Themen für die Abschlussarbeiten sind.

Aufgrund Ihres Research Proposal wird die definitive Auftragserteilung erstellt. Das IF behält sich jedoch vor, Nachbesserungen beim Proposal zu verlangen, Änderungen vorzunehmen, ein anderes Thema zu stellen oder die Bewerbung abzulehnen.

Variante B: Ausgeschriebenes Thema

Bewerben Sie sich über DF Thesis Market auf ein von einer Betreuungsperson ausgeschriebenes Thema. Sehen Sie sich die Themen auf dem Marktplatz an, wählen Sie eines aus und bewerben Sie sich. Beachten Sie, dass neben Lebenslauf und Leistungsnachweis auch ein kurzes Motivationsschreiben für die Bewerbung benötigt wird. Beschreiben Sie, wie sich das ausgeschriebene Thema mit Ihren Kompetenzen und Interessen deckt, und wie sich das Thema in Ihren Studienverlauf einbettet.

Hilfreiche Dokumente

Als Hilfestellung zur Abschätzung des Umfangs einer schriftlichen Arbeit, stellen wir Ihnen zwei Arbeiten zur Verfügung:

Bachelorarbeit: The different theories of the 2010 Flash Crash with main focus on high-frequency trading (PDF, 1 MB)
Masterarbeit: Strategic Allocation to Return Factors (PDF, 1 MB)

Zudem finden Sie noch ein Template für LaTeX. (ZIP, 414 KB)

Weitere Hinweise

Das IF empfiehlt ausdrücklich, sich frühzeitig mit der Themenfindung für die Bachelor- oder Masterarbeit zu befassen. Die Bewerbung muss mindestens einen Monat vor dem gewünschten Startmonat eingereicht werden. Wenn Sie also z.B. Anfang Mai mit dem Schreiben Ihrer Arbeit beginnen möchten, müssen Sie sich per Ende März bewerben.

Der Matching-Prozess dauert in der Regel ca. einen Monat, manchmal auch länger (vor allem bei eigenen Proposals), da alle Supervisors mehrere Arbeiten betreuen, und Ihr eigener Proposal inhaltlich mit den Interessen Ihres Supervisors übereinstimmen muss. Wir werden Sie informieren, sobald der Matching-Prozess abgeschlossen ist, oder falls wir weitere Informationen oder inhaltliche Änderungen von Ihnen benötigen. Falls Sie möglichst bald beginnen möchten/müssen, haben Sie auch die Möglichkeit, sich auch auf einen der ausgeschriebenen Proposals zu bewerben.

Das IF ist bemüht, allen Bewerber:innen die Möglichkeit zu bieten, am IF eine Arbeit zu schreiben, jedoch können wir kein spezifisches Thema oder eine spezifische Betreuungsperson garantieren. Es können bei der Betreuung temporäre Engpässe entstehen. Bei Unklarheiten respektive Problemen im Zusammenhang mit Ihrer Bewerbung, wenden Sie sich bitte per E-Mail an den Studienkoordinator und Geschäftsführer des IF, Dr. Benjamin Wilding, unter [email protected] .

Forschungsinteresse



	Banking und Regulierung
	Insurance and Mathematical Finance
	Banking

	Corporate Finance, Organisation Theory, Financial Intermediation
	Liquidity, Money Markets, Banking; Financial Auctions; Corporate Finance; Taxes and Cost of Capital.	Please send us together with your application an outline of approx. 2 pages A4 summarizing your planned thesis. For further information look up the file for
	Corporate Finance, Investments, Liquidity
	Corporate Finance and Governance, Behavioral Finance, Communication, Experimental Economics, Political Economy

	Financial Economics, Behavioral Finance
	Computational Economics, General Equilibrium Theory, Portfolio Choice
	Macroeconomics, Finance, and Machine Learning
	Behavioral Finance, Experimental Finance, FinTech, Financial Advice, Risk Communication, Investor Psychology & Decision Making

	Mathematical Finance and Quantitative Risk Management
	Asset Pricing, Asset Allocation, Quantitative Finance, Financial Engineering.
	Multivariate Modeling, Financial Asset Return, Portfolio Optimization, Use of Statistical and Machine Learning Methods for Prediction

	Sustainable Finance, Financial Network Models, Financial Contagion, Climate Risk in Finance, Impact Investing.
	Microfinance, Financial Sector Development, Impact and Sustainable Investing, Sustainable and Responsible Finance, Environmental Finance

	Moral/Ethical Decision Making and Behavior, Ethical/Responsible Leadership, Moral Intelligence, Behavioral Business Ethics & Organisational Culture

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Dissertation Topic in Finance

Updated on
Jan 11, 2024

Dissertation Topics in Finance- MBA, Banking, Accounting Projects-04 (1)

Also known as the study of investments, Finance is a combination of two interrelated subjects – how money is handled and the process of obtaining money. One of the reasons why postgraduate students struggle with their Finance dissertation topics is that they do not spend enough time planning it. It is important for students to be extremely careful while writing a finance dissertation as it contributes a lot to their respective degrees. This blog provides you with the best topics, a dissertation structure, and more.

This Blog Includes:

What is a finance dissertation, why finance dissertation topics are important, tips to find excellent dissertation topics on finance, writing tips for finance dissertation, how to plan your work on a finance dissertation, how to structure a finance dissertation, finance dissertation general topics , topics related to india, mba dissertation topics, banking dissertation topics , accounting dissertation topics, research project example, final consideration and conclusion.

Finance dissertations, as the name implies, are pieces of writing that study a certain finance topic chosen by the student. The subjects covered include anything from the stock market to banking and risk management to healthcare finance. This dissertation gives the student academic self-assurance and personal happiness in the subject of finance. Finance writing necessitates substantial research in order to produce a compelling report.

The majority of students have no idea why finance dissertation themes are so crucial. However, put yourself in the shoes of your lecturer. You’ve already read hundreds of theses. The majority of them covered the same ground — issues that you’re already tired of hearing about. Then there’s a topic with a distinct, intriguing theme. Something that piques your interest and entices you to read more. Wouldn’t you give those pupils some extra credit? You’d do it! This is why there are so many fantastic finance dissertation topics. You can get extra points for your efforts. The topic of your paper might mean the difference between a good and a terrific grade.

It’s difficult to come up with anything unique and interesting. There are, nevertheless, ways to come up with interesting ideas. Here are a few pointers on how to locate them:

Read a fantastic finance dissertation and find for areas where further study is needed.
Go to the library and read a couple theses to get some ideas.
Inquire with a writing agency about some ideas from one of their professional dissertation writers.
In writing forums and blogs, ask for assistance. If you ask gently, people will give you some excellent suggestions.
Look for ideas on the internet, but don’t use them exactly as they are. Make them distinctive by changing them.
Talk to other students who are working on their dissertations and find out what other ideas they had before settling on the present topic.
Narrow down your topic : Your financial topic should be narrowed down to a certain niche. It should concentrate on a single area, such as microfinance, microfinance, or online banking.
Verify your facts: Finance is a topic that requires a great deal of logical analysis of statistical data. As a result, double-check facts and statistics using credible sources before using them in your paper.
Write concisely: You should condense a financial paper into a tight, succinct work, unlike other papers with extended narrative narratives. At this length, the adage of ‘short is sweet’ theoretically applies.
Arrange your data neatly: A report that is crammed with numbers and graphs may turn off a reader at first glance. Know how and when to utilise your data for a great financial thesis.
Write simply: Avoid using jargon that might be confusing to a non-technical reader. When technical terminology are required, utilise accessible examples to convey them. In a finance dissertation, simplicity is king. So make good use of it.

Dissertation submission is very important to obtain a PG Degree. You are supposed to submit the work by the end of your study course, so by the last year of your degree, you may have got enough ideas and problems dealing with finance. While starting with a finance dissertation topic you should always remember that the purpose of a Finance Dissertation is to demonstrate your research ability, how you analyze specific data and come up with a conclusion. Mentioned below is a step to step guide for you to start working with:

Step 1 : Choose a relevant and interesting topic for your research

Step 2 : Discuss and receive feedback from your supervisor

Step 3 : Finalise the research methods to prove the significance of the selected topic

Step 4 : Gather the required data from relevant sources

Step 5 : Conduct the research and analyse the acquired results

Step 6 : Work on the outline of your dissertation

Step 7 : Make a draft and proofread it. Discuss with your advisors if any changes are to be made

Step 8 : Make the required corrections.

Step 9 : Draft the final dissertation

Also Read: Check out the Top Course in Finance

There are so many different ways you can structure your dissertation. But the most common and universally accepted way is as follows:

Introduction
Literature review
Methodology
Analysis of the data and Significance/Implications of the acquired results

Finance Dissertation Topics

Finance is an extensive field, you can explore a lot of areas related to finance to choose a dissertation topic. Here we’ve mentioned the best finance dissertation topics to make it easier for you:

Mentioned below are some of the topics related to the recent issues in the world:

The negative impact of microfinance in developing countries.
The effects of population growth on economic growth in China
Cryptocurrency: Are we ready to digitalise the monetary world?
Analyzing the financial statements of VISA and MasterCard
Why do banks oppose digital currency?
Risks and benefits associated with digital money transferring technology

Best MBA Dissertation Topics

Be careful while choosing an MBA Dissertation Topic as it involves more intense study. Make sure the topic you’ve chosen remains within your field of study. We’ve listed some of the best topics you can choose for an MBA Dissertation:

Management skills an entrepreneur need
The place of communication for effective management in the workplace
How technology took over management
The impact of good leadership in an organization
How does a strong social media presence affect a company’s marketing strategies?
Human resource management in non-profit organizations
The importance of employee motivation programs on productivity
Management’s socio-cultural background and how it influences leadership relationships
How do employment benefits impact employee and company’s productivity?
Business team performance in multinational corporations

Best Finance Universities in the USA

Study on Future Options in Markets in India
Gold as an Investable Commodity in India
Study on Impact Of Corruption On FDI Inflows In India
The Impact Of The Money Supply On Economic Growth In India
Capital Structure Of The Business Enterprises In Delhi NCR
GST And Its Effect on MNC Manufacturing Companies
Analysis of the Insurance Industry in India
Analysis of HDFC Bank Finance
Comparative analysis of HDFC Bank with ICICI bank
Comparison of Market Share in Public Sector Banks VS Private Sector Banks
The impact of online banking on the world.
Risk factors and security issues that are inherent in online banking.
Fraud and identity theft is accomplished via internet banking.
Advantages and disadvantages of internet banking for consumers.
Risk management in investment banking
The rise of growing banking sectors in developing nations.
Issues surrounding banking in China’s growing economy.
The impact of the Federal Reserve on the United States and global economy
Banking and asset-liability in management.
The strategies to use online banking technology to attract customers.

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Case study of the impact of industry and public knowledge on the market share index’s fluctuation
Significance of auditing for large corporations
Examining India’s country’s tax scheme
What to consider when investing in financial markets?
From an accounting perspective, risk-taking in companies and its effects
Evaluate the differences and similarities between external and internal auditors
Can taxation be considered a human rights policy? Analyse the problem
What are the consequences of India’s current tax structure on individuals with a lower income?

Accounting courses

We’ve included a Finance Dissertation Research Example with reference to a Finance Dissertation Structure:

The Indian Economic Crisis of 1991 – The title of your Finance Dissertation must focus on your research objective.
Abstract – The 1991 Indian economic crisis was…………….. imports and other external factors. The abstract part must include a summary of the research problem or objective of the research, the research design and a summary of the results.
Introduction – The introduction must reflect your research on the Indian Economic Crisis of 1991 in a way that the audience already gets to know what the research is going to include.

3.1 Background (background of the study)

3.2 Problem Statement (significance of the problem in context)

3.3 Purpose/Research Questions (What caused the Crisis, how was the crisis revived etc.)

Review of Literature – The Review of Literature Section must include a theoretical rationale of the problem, the importance of the study, and the significance of the results.
Methodology – The Methodology Section must include the description of the subjects, research methods used in the data collection and any limitations issues involved.
Significance/Implications (Results of the Discussion)

*Please note that the above-mentioned structure is only for your reference to get an idea of writing a Finance Dissertation.

Choosing the right topic for your Finance dissertation to plan the work, all the above-mentioned aspects must be given equal importance. This blog has included the best dissertation topic in finance in MBA, accounting, and banking you can choose while writing a dissertation.

Finance research papers and dissertations should be prepared in a way that answers the core question while also being relevant to the remainder of the study. For example, if the dissertation’s major question is “what is the link between foreign exchange rates and the interest rates of a specific country,” the dissertation should provide suitable illustrations to help illustrate the topic. It should also go through the major and minor concerns that are relevant to this topic. Furthermore, utilise proper language to ensure that the article is readily understood by readers. The overall purpose of the project is to produce a well-written, well-researched, and well-supported dissertation.

It takes around 2 years to complete an MBA in India while 1 year to complete a full-time MBA in other countries.

A finance dissertation must be 100-300 pages long.

It takes around 5 years to obtain a Doctorate in Finance.

Hopefully, this blog assisted you in finding out your finance dissertation topics and structure for your course. If you require any assistance regarding your application process while enrolling for your further studies, our experts at Leverage Edu are just one click away. Call us anytime at 1800 572 000 for a free counselling session!

Damanpreet Kaur Vohra

Daman is an author with profound expertise in writing engaging and informative content focused on EdTech and Study Abroad. With a keen understanding of these domains, Daman excels at creating complex concepts into accessible, reader-friendly material. With a proven track record of insightful articles, Daman stands as a reliable source for providing content for EdTech and Study Abroad.

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Corpus ID: 214621877

Master Thesis in Banking and Finance

Christos Iossifidis
Published 2010
Business, Economics

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Financial sector policy and the poor: selected findings and issues.

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The Unique Burial of a Child of Early Scythian Time at the Cemetery of Saryg-Bulun (Tuva)

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Pages: 379-406

In 1988, the Tuvan Archaeological Expedition (led by M. E.вЂЇKilunovskaya and V. A.вЂЇSemenov) discovered a unique burial of the early Iron Age at Saryg-Bulun in Central Tuva. There are two burial mounds of the Aldy-Bel culture dated by 7th century BC. Within the barrows, which adjoined one another, forming a figure-of-eight, there were discovered 7 burials, from which a representative collection of artifacts was recovered. Burial 5 was the most unique, it was found in a coffin made of a larch trunk, with a tightly closed lid. Due to the preservative properties of larch and lack of air access, the coffin contained a well-preserved mummy of a child with an accompanying set of grave goods. The interred individual retained the skin on his face and had a leather headdress painted with red pigment and a coat, sewn from jerboa fur. The coat was belted with a leather belt with bronze ornaments and buckles. Besides that, a leather quiver with arrows with the shafts decorated with painted ornaments, fully preserved battle pick and a bow were buried in the coffin. Unexpectedly, the full-genomic analysis, showed that the individual was female. This fact opens a new aspect in the study of the social history of the Scythian society and perhaps brings us back to the myth of the Amazons, discussed by Herodotus. Of course, this discovery is unique in its preservation for the Scythian culture of Tuva and requires careful study and conservation.

Keywords: Tuva, Early Iron Age, early Scythian period, Aldy-Bel culture, barrow, burial in the coffin, mummy, full genome sequencing, aDNA

Information about authors: Marina Kilunovskaya (Saint Petersburg, Russian Federation). Candidate of Historical Sciences. Institute for the History of Material Culture of the Russian Academy of Sciences. Dvortsovaya Emb., 18, Saint Petersburg, 191186, Russian Federation E-mail: [email protected] Vladimir Semenov (Saint Petersburg, Russian Federation). Candidate of Historical Sciences. Institute for the History of Material Culture of the Russian Academy of Sciences. Dvortsovaya Emb., 18, Saint Petersburg, 191186, Russian Federation E-mail: [email protected] Varvara Busova (Moscow, Russian Federation). (Saint Petersburg, Russian Federation). Institute for the History of Material Culture of the Russian Academy of Sciences. Dvortsovaya Emb., 18, Saint Petersburg, 191186, Russian Federation E-mail: [email protected] Kharis Mustafin (Moscow, Russian Federation). Candidate of Technical Sciences. Moscow Institute of Physics and Technology. Institutsky Lane, 9, Dolgoprudny, 141701, Moscow Oblast, Russian Federation E-mail: [email protected] Irina Alborova (Moscow, Russian Federation). Candidate of Biological Sciences. Moscow Institute of Physics and Technology. Institutsky Lane, 9, Dolgoprudny, 141701, Moscow Oblast, Russian Federation E-mail: [email protected] Alina Matzvai (Moscow, Russian Federation). Moscow Institute of Physics and Technology. Institutsky Lane, 9, Dolgoprudny, 141701, Moscow Oblast, Russian Federation E-mail: [email protected]

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