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PD
Dr. Sebastian Lobe |
Wissenschaftlicher Mitarbeiter
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Raum
RW(L) 505 |
Sprechstunde
Di, 14:00 - 15:00 |
Telefon
(0941) 943-2727
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E-Mail

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News |
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March 1, 2012
The paper "Islamic
Investing" (coauthored with Christian Walkshäusl) has
been accepted at the Review of Financial Economics.
December 9, 2011
Three papers accepted at the 2012 Campus for Finance
Research Conference (Otto Beisheim School of
Management).
»
http://campus-for-finance.com/RSC/sessions/
September 9, 2011
My coauthor Christian and me have been awarded the
prestigious ACATIS VALUE PRIZE for our work on a better
value measure in international markets. This is the
third consecutive year that our research has been
honored by the ACATIS VALUE PRIZE.
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http://www.acatis.de/de/value-investing/value-preis |
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Honors
and Awards |
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ACATIS VALUE PRIZE 2011
for the best paper in Value
Investing “Value is Dead. Long Live Value”
ACATIS VALUE PRIZE 2010
for research in Value Investing
“Global Return Patterns”
ACATIS Value Prize 2009
for the best paper in Value
Investing “Fundamental Indexing Around the World”
SSRN's Top Ten
download list for Corporate Governance &
Accounting (February 2009): Fundamental Valuation of
Extra-Financial Information (with Klaus Röder, Christian
Mandl, and Martina Dürndorfer)
Prize of the Deutsches Aktieninstitut
for the
dissertation 2005 (Honorable Mention) |
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Teaching |
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This semester, I am teaching
International Financial Management.
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Selected
Publications |
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The
Alternative Three-Factor Model: an Alternative beyond
U.S. Markets?, European
Financial Management, forthcoming (with Christian
Walkshäusl)
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http://onlinelibrary.wiley.com/doi/10.1111/j.1468-036X.2011.00628.x/abstract
Islamic Investing,
Review of Financial Economics, forthcoming (with
Christian Walkshäusl)
Intraday Pricing of ETFs
and Certificates Replicating the German DAX Index,
Review of Managerial Science, Vol. 5 Issue 4 (2011),
337-351 (with Christoph Schmidhammer, and Klaus Röder)
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http://www.springerlink.com/content/c63531n4838650t7/
Extreme Stock Market Movements and Intraday Prices of
Endless Leverage Index Certificates: The Kerviel Case
(Extreme Börsenbewegung und Intraday-Preisstellung von
Open End Turbo-Zertifikaten auf den DAX: Der Fall
Kerviel), KREDIT und KAPITAL, Vol. 44 Issue 2 (2011),
217-242 (with Klaus Röder)
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http://www.atypon-link.com/DH/doi/abs/10.3790/kuk.44.2.217
Short-Term Market
Overreaction on the Frankfurt Stock Exchange
[LEAD ARTICLE], Quarterly Review of Economics and
Finance, Vol. 51 Issue 2 May (2011), 113-123 (with
Johannes Rieks)
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http://ideas.repec.org/a/eee/quaeco/v51y2011i2p113-123.html
Fundamental Indexing Around
the World [ACATIS VALUE
PRIZE 2009], Review of Financial Economics, Vol. 19,
Issue 3 (2010), 117-127 (with Christian Walkshäusl)
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http://ideas.repec.org/a/eee/revfin/v19y2010i3p117-127.html |
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Working
Papers |
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You can
download my papers on my SSRN site:
»
http://ssrn.com/author=385154
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Vice vs. Virtue Investing Around the
World
(with Christian
Walkshäusl)
Featured in Alrroya.com
“outstanding (…) study with excellent methodology (…).
It clearly indicates no difference in returns between
ethical and ‘unethical’ portfolios.”
Accepted for Presentation:
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27th
SUERF Colloquium on New Trends in Asset
Management: Exploring the Implications, HVB
Forum Munich, June 12-14, 2008
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FMA's
Annual Meeting, Grapevine, Texas, October 10, 2008
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15th
Annual Meeting of the German Finance Association (DGF),
Münster, October 10-11, 2008
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Lunch Seminar,
Universität Regensburg, February 4, 2009
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12th
conference of the Swiss Society for Financial Market
Research (SGF), Geneva (Pictet &
Cie),
April 3, 2009
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Campus
for Finance - Research Conference, WHU Vallendar,
January 13-14, 2010
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Voluntary Pension Funding in Germany
and the Effect of International Accounting
(with Christian Stadler)
Accepted for
Presentation:
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Campus for Finance - Research
Conference, WHU Vallendar, Januar 16-17, 2008
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Midwest Finance Association's 57th
Annual Meeting, San Antonio, Texas USA, February 27-
March 1, 2008
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British
Accounting Association 2008 Annual Conference,
Blackpool UK, April 1-3, 2008
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31st
Annual Congress European Accounting Association –
Parallel Session, Rotterdam, Netherlands, April
23-25, 2008
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70. Wissenschaftliche
Jahrestagung des Verbands der Hochschullehrer für
Betriebswirtschaft e.V., Freie Universität Berlin,
May 15-17, 2008
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27th
SUERF Colloquium on New Trends in Asset
Management: Exploring the Implications, HVB
Forum Munich, June 12-14, 2008
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American Accounting Association (AAA), Anaheim,
California USA, August 3-6, 2008
(Research
Interaction Forum Session)
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Allgemeine
Herbsttagung der Arbeitsgemeinschaft
für betriebliche Altersversorgung e.V. (aba),
Stuttgart, October 30-31, 2008
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British Accounting Association
Doctoral Colloquium, Cardiff, UK, 2010
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American Accounting Association (AAA), San
Francisco, California USA, August 3, 2010 (Concurrent
Session)
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Investor Relations, Talking Insiders, and Liquidity
(with Johannes Rieks)
Accepted for Presentation:
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HVB-Doktorandenseminar, Eltville, November 14, 2008
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48th Annual Meeting of the Southwestern Finance
Association, Oklahoma City, OK USA, February 26,
2009
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Campus for Finance - Research Conference, WHU
Vallendar, January 13-14, 2010
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13th conference of the Swiss Society for Financial
Market Research (SGF), Zurich, SIX Swiss Exchange,
March 19, 2010
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72. Pfingsttagung des Verbands der Hochschullehrer
für Betriebswirtschaft e. V., Bremen, May 27, 2010
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2010 Annual Meeting of the Financial Management
Association International, New York City, USA,
October 20-23, 2010
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18th Annual Meeting of the German Finance
Association (DGF), Regensburg, September 30-October
1, 2011
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Why are
British Premium Bonds so successful? The effect of
saving with a thrill (with Alexander Hölzl)
Accepted
for Presentation:
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Inquire UK’s Autumn seminar, Cambridge, UK,
September 25, 2007
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The University of Manchester, Manchester Business
School, UK, September 26, 2007
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Campus for Finance - Research Conference, WHU
Vallendar, January 16-17, 2008
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Midwest Finance Association's 57th Annual Meeting,
San Antonio, Texas USA, February 27-March 1, 2008
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70. Wissenschaftliche Jahrestagung des Verbands der
Hochschullehrer für Betriebswirtschaft e.V., Freie
Universität Berlin, May 15-17, 2008
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27th SUERF Colloquium on New Trends in Asset
Management: Exploring the Implications, HVB Forum in
Munich, June 12-14, 2008
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Northern Finance Association 2008 Conference,
Kananaskis Village, Canada, September 5-7, 2008
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15th Annual Meeting of the German Finance
Association (DGF), Münster, October 10-11, 2008
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11th Symposium on Finance, Banking, and Insurance,
Karlsruhe, December 19, 2008
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2009 Annual Meeting of the Financial Management
Association International, Reno, Nevada USA, October
21-24, 2009
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Fairness Opinions and Capital
Markets: Evidence from Germany, Switzerland and Austria
(with Nils-Christian
Schenk)
Accepted for
Presentation:
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PARIS
FINANCE INTERNATIONAL MEETING (AFFI French Finance
Association), December 20, 2007
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Midwest Finance Association's 57th
Annual Meeting, San Antonio, Texas USA, February
27-March 1, 2008
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Lunch Seminar,
Universität Regensburg, May 28, 2008
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27th
SUERF Colloquium on New Trends in Asset
Management: Exploring the Implications, HVB
Forum in Munich, June 12-14, 2008
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Center of Finance Workshop “Aktuelle Aspekte
kapitalmarktorientierter Unternehmenssteuerung“,
Universität Regensburg, June 26, 2008
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15th
Annual Meeting of the German Finance Association (DGF),
Münster, October 10-11, 2008
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Campus for
Finance - Research Conference, WHU Vallendar,
January 14-15, 2009
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48th Annual Meeting of
the Southwestern Finance Association, Oklahoma City,
OK USA, February 24-28, 2009
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Valuation and Dividend-Based Debt
Policy
Accepted for Presentation:
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Operations Research - International Conference,
Section "Finance, Banking and Insurances", Tilburg
University, Niederlande, September 3, 2004
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Midwest Finance Association's 54th
Annual Meeting, Milwaukee, Wisconsin USA, March 11,
2005
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Financial Management Association
European Conference, Siena,
Italy, June 11, 2005
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48th
Annual Meeting of the Southwestern Finance
Association, Oklahoma City, OK USA, February 24-28,
2009
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Presentations |
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German Finance Association (DGF), 2008 [3+1*], 2011
[2*]
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Ulm University, 2011
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EBS Business School, Wiesbaden, 2011
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American Accounting Association (AAA), 2010
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Financial Management Association International, 2009
[1+1*], 2010*
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Financial Management Association European, 2005,
2010*
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Swiss Society for Financial Market Research (SGF),
2008, 2009 [2], 2010 [2*]
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Pfingsttagung des Verbandes der Hochschullehrer für
Betriebswirtschaft, 2004, 2008 [2], 2010
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Campus for Finance - Research Conference, 2008
[1+1*], 2010 [1+3*]
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ACATIS Value Seminar, 2009*, 2010, 2011 [1+1*]
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European Financial Management Association, 2009
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Ernst Moritz Arndt University of Greifswald, 2009
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Symposium on Finance, Banking, and Insurance, 2008
[2]
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Midwest Finance Association, 2005, 2008 [4]
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European Accounting Association, 2008*
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Operations Research – International, 2004, 2008*
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SUERF Colloquium, 2008 [2+2*]
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Allgemeine Herbsttagung der Arbeitsgemeinschaft für
betriebliche Altersversorgung e.V. (aba), 2008
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Center of Finance Workshop, 2008
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Paris Finance International Meeting (AFFI French
Finance Association), 2007
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Bayerischer Finanzgipfel, 2007
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Manchester Business School, 2007
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Inquire UK Seminar, 2007
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IACVA-Jahreskongress, 2007*
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HVB Business Academy, 2007
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Workshop on Visualising, Measuring and Managing
Intangibles and Intellectual Capital, 2006*, 2007*
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EURO European Conference on Operational Research,
2006
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Workshop in Sion über Mathematische Modelle in der
Ökonomie, 2006*, 2011*
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Workshop Unternehmensbewertung, 2004
One
paper per conference if not otherwise noted. Presented
by coautor*.
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