Thesis Supervision

"I didn't have time to write a short letter, so I wrote a long one instead." — Mark Twain

Application for Master's and Bachelor's Theses

If you write a Master's or Bachelor's thesis under my supervision, I would like you to start working on it using this proposition template (based on Faff, 2015): Proposition Template (Explanations). More information regarding the proposition template and the idea behind it (pitching research) is available from this web page: http://pitchingresearch.com/. A large catalogue of examples from various topics can be found here.

For the identification of important research in your area of interest, please take a look at papers published in one of the following journals (focus on the A+, A journals):

  • For a finance thesis, you should look at: Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Review of Finance, Journal of Financial and Quantitative Analysis, Management Science, Journal of Banking and Finance, Journal of Financial Intermediation, Journal of Corporate Finance, Review of Asset Pricing Studies, Review of Corporate Finance Studies, Critical Finance Review, and Annual Review of Financial Economics.
  • Complete list of Journals: VHB Jourqual 4 Finance Ranking

If you completed the template, I am looking forward to meeting you for a discussion of your proposal.

Expectations & Requirements

I expect you to aim for a high-quality thesis. The objective should be that your thesis has publication standards similar to a peer-reviewed article in an academic finance journal. To obtain a good grade, I expect your thesis to include a well-grounded empirical study that delivers a novel contribution to existing finance research.

For all topics you should be familiar with a statistical software package such as Stata, Matlab, EViews, Python, or R. Excel is not sufficient.

The thesis can be written in LaTeX (preferred) or in Word. For LaTeX, have a look at the online TeX IDE Overleaf. I highly recommend using a reference manager, such as Mendeley, to manage your literature.

Note that theses have to be written in English.

Useful Resources about Research and Writing

Some Useful Links