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TOPICSandSUPERVISORS/BScOECON‐SPRING2016 Please notice, that language (Danish or English) is to be agreed upon between student and supervisor Business / Coordinator: Kristina Risom Jespersen, kjespersen@econ.au.dk ECON Topic# Topic BUS‐ECON‐1 An Empirical Analysis of Firm Ownership Strategy abroad BUS‐ECON‐2 Logit and Probit Models in Organization and Strategy Supervisor Jesper Wulff Jesper Wulff Damiana Rigamonti (In BUS‐ECON‐3 Mergers & Acquisitions English) Damiana Rigamonti (In BUS‐ECON‐4 International entry mode strategy English) Damiana Rigamonti (In BUS‐ECON‐5 Private equity/ venture capital investments English) BUS‐ECON‐6 Sheth og Frazier’s model over strategier for planlagte sociale forandringer Niels Peter Mols BUS‐ECON‐7 Emner i Marketing og Strategi Niels Peter Mols Lavidge og Steiner’s Model For Predictive Measurements of Advertising BUS‐ECON‐8 Niels Peter Mols Effectiveness BUS‐ECON‐9 Laddering Niels Peter Mols Mål og målstyring som ledelsesinstrument: positive og negative Karina Skovvang BUS‐ECON‐10 motivationseffekter inden for rammerne af den klassiske målsætningsteori Christensen Karina Skovvang BUS‐ECON‐11 Achievement som motivationsfaktor Christensen Karina Skovvang BUS‐ECON‐12 Emner inden for organizational behavior Christensen Business / MGMT Topic# Coordinator: Ann‐Kristina Løkke Møller, aklm@mgmt.au.dk Topic BUS‐MGMT‐1 Sickness absence BUS‐MGMT‐2 Strategic Human Resource Management BUS‐MGMT‐3 Job attitudes/job satisfaction/motivation BUS‐MGMT‐4 Leadership/Management BUS‐MGMT‐5 Public sector organisations BUS‐MGMT‐6 Strategy in public organizations BUS‐MGMT‐7 Organizational behaviour and leadership in public organizations BUS‐MGMT‐8 BUS‐MGMT‐9 BUS‐MGMT‐10 BUS‐MGMT‐11 BUS‐MGMT‐12 BUS‐MGMT‐13 BUS‐MGMT‐14 Public and private differences Marketing management Business‐to‐consumer (B2C) marketing Business‐to‐business (B2B) marketing Branding Marketing as storytelling Stakeholder management Supervisor Ann‐Kristina Løkke Møller Ann‐Kristina Løkke Møller Ann‐Kristina Løkke Møller Ann‐Kristina Løkke Møller Ann‐Kristina Løkke Møller Jesper Rosenberg Hansen Jesper Rosenberg Hansen Jesper Rosenberg Hansen Robert Ormrod Robert Ormrod Robert Ormrod Robert Ormrod Robert Ormrod Robert Ormrod Logistics Topic# LOG‐1 LOG‐2 LOG‐3 LOG‐4 Coordinator: Hartanto Wong, hwong@econ.au.dk Topic Produktionsplanlægning vha. MRP (Materials Requirements Planning) Lagerstyringsmodeller Modeller for lokalisering af faciliteter Transport and Logistics Finance Coordinator: Thomas Quistgaard Pedersen, tqpedersen@creates.au.dk Topic# FIN‐1 Topic Credit risk: pricing of counterparty risk; CDS and other credit markets; sovereign debt Derivatives pricing: pricing, analysis, hedging Fixed income securities Portfolio theory and the asset management industry Financial econometrics, empirical finance, high‐frequency data Stocks, portfolio choice, asset allocation, asset pricing Bonds, interest rates, term structure analysis Options, futures, commodities, derivative pricing, hedging Corporate finance, event studies, dividend policy, capital structure Corporate valuation, discounted cash flows, risk adjustment Executive compensation, pay and performance International finance, exchange rates, inflation Risk management, Value at Risk, credit risk Financial frictions, trading, market imperfections, asymmetric information Energy markets, OTC contracts, seasonality, price jumps Investments, real options, uncertainty Investments Asset allocation Personal finance Market microstructure Exchanges Regulation of markets and exchanges International financial markets Risk‐return trade‐off Optimal liquidity reserve for banks with the European liquidity coverage ratio Do we need a business model‐specific leverage ratio for banks? The benefits of short‐term lending for a European Bank How to identify, measure, and manage model risk in banks? How banks could potentially optimize their short‐term LCR‐ratios? Corporate valuation Firms’ cross listing Dual class shares and voting rights Stock return predictability Forecasting realized volatility Forecasting yield curve data with dynamic factor models Corporate valuation International financial risk management Boligfinansiering FIN‐2 FIN‐3 FIN‐4 FIN‐5 FIN‐6 FIN‐7 FIN‐8 FIN‐9 FIN‐10 FIN‐11 FIN‐12 FIN‐13 FIN‐14 FIN‐15 FIN‐16 FIN‐17 FIN‐18 FIN‐19 FIN‐20 FIN‐21 FIN‐22 FIN‐23 FIN‐24 FIN‐25 FIN‐26 FIN‐27 FIN‐28 FIN‐29 FIN‐30 FIN‐31 FIN‐32 FIN‐33 FIN‐34 FIN‐35 FIN‐36 FIN‐37 FIN‐38 Supervisor Christian Larsen Christian Larsen Christian Larsen Marcel Turkensteen Supervisor Agatha Murgoci Agatha Murgoci Agatha Murgoci Agatha Murgoci Bent Jesper Christensen
Bent Jesper Christensen
Bent Jesper Christensen
Bent Jesper Christensen
Bent Jesper Christensen
Bent Jesper Christensen
Bent Jesper Christensen
Bent Jesper Christensen
Bent Jesper Christensen
Bent Jesper Christensen
Bent Jesper Christensen
Bent Jesper Christensen
Carsten Tanggaard Carsten Tanggaard Carsten Tanggaard Carsten Tanggaard Carsten Tanggaard Carsten Tanggaard Charlotte Christiansen Charlotte Christiansen Christian Schmaltz Christian Schmaltz Christian Schmaltz Christian Schmaltz Christian Schmaltz Cristina Scherrer Cristina Scherrer Cristina Scherrer Eric Hillebrand Eric Hillebrand Eric Hillebrand Frank Pedersen Frank Pedersen Frank Pedersen FIN‐39 FIN‐40 FIN‐41 FIN‐42 FIN‐43 FIN‐44 FIN‐45 FIN‐46 FIN‐47 FIN‐48 FIN‐49 FIN‐50 FIN‐51 FIN‐52 FIN‐53 FIN‐54 FIN‐55 FIN‐56 FIN‐57 FIN‐58 FIN‐59 FIN‐60 FIN‐61 FIN‐62 FIN‐63 FIN‐64 FIN‐65 FIN‐66 FIN‐67 FIN‐68 FIN‐69 FIN‐70 FIN‐71 FIN‐72 FIN‐73 FIN‐74 FIN‐75 FIN‐76 FIN‐77 FIN‐78 FIN‐79 FIN‐80 FIN‐81 FIN‐82 Investering i fast ejendom Analyse af statens salg af DONG aktier til Goldman Sachs Financial econometrics Volatility modelling Forecasting Empirical finance Mergers and acquisitions Initial public offerings Earnings announcements and earnings offerings Capital structure Efficiency of financial markets Udviklingen i danske OMX20‐selskabers udbytte‐ og aktietilbagekøb fra 2005 til 2015 Beta og unlevered beta for danske børsnoterede selskaber Den danske bankkrise belyst ved et eller flere annonceringsstudier Udviklingen i danske bankers corporate governance under den danske bankkrise Annonceringsstudie Emner indenfor corporate finance og governance Empirical asset pricing Asset return predictability Financial econometrics Recession forecasting Stochastic volatility (modelling and forecasting) Asset and derivatives pricing Portfolio analysis Value‐at‐Risk Risk management Corporate Finance (M&As, IPOs, capital structure, valuation) Capital markets (financial accounting) Banks and financial institutions (regulation, systemic risk) Fixed‐income modelling Consumption‐based asset pricing Modelling and forecasting mutual fund performance Modelling and forecasting commodity futures Corporate finance Corporate valuation Empirical and theoretical banking Credit risk, liquidity, and financial crises Return volatility modelling Trading, volatility, and information flow Return predictability Corporate finance: Working capital Capital budgeting Financial crises’ impact on the banking sector International trades before and during the crisis Frank Pedersen Frank Pedersen Gustavo Fruet Dias Gustavo Fruet Dias Gustavo Fruet Dias Gustavo Fruet Dias Jan Bartholdy Jan Bartholdy Jan Bartholdy Jan Bartholdy Jan Bartholdy Johannes Raaballe Johannes Raaballe Johannes Raaballe Johannes Raaballe Johannes Raaballe Johannes Raaballe Jonas Nygaard Eriksen Jonas Nygaard Eriksen Jonas Nygaard Eriksen Jonas Nygaard Eriksen Kim Christensen Kim Christensen Kim Christensen Kim Christensen Kim Christensen Marie Herly Marie Herly Marie Herly Martin Møller Andreasen Martin Møller Andreasen Niels Strange Hansen Niels Strange Hansen Özlem Dursun‐de Neef Özlem Dursun‐de Neef Özlem Dursun‐de Neef Özlem Dursun‐de Neef Paolo Santucci de Magistris Paolo Santucci de Magistris Paolo Santucci de Magistris Ran Sun Ran Sun Ran Sun Ran Sun FIN‐83 FIN‐84 FIN‐85 FIN‐86 FIN‐87 FIN‐88 FIN‐89 FIN‐90 FIN‐91 FIN‐92 FIN‐93 FIN‐94 FIN‐95 FIN‐96 FIN‐97 FIN‐98 FIN‐99 FIN‐100 FIN‐101 Accounting ACC‐1 ACC‐2 ACC‐3 ACC‐4 ACC‐5 ACC‐6 ACC‐7 ACC‐8 ACC‐9 ACC‐11 ACC‐10 ACC‐12 ACC‐13 Micro Trade barriers and trade liberalization in emerging Asian economies Asset pricing Empirical finance Credit risk Derivatives pricing Fixed income securities Volatility modelling and volatility derivatives Bubbles Return predictability Performance evaluation of mutual funds Asset allocation Asset pricing Return predictability over short and long horizons Dynamic portfolio theory and asset allocation Performance evaluation of mutual funds Financial markets and the macro economy Equity premia and consumption‐based asset pricing Cross‐sectional asset pricing and risk factors in equity markets Speculative bubbles Ran Sun Stig Vinther Møller Stig Vinther Møller Thomas Kokholm Thomas Kokholm Thomas Kokholm Thomas Kokholm Thomas Q. Pedersen Thomas Q. Pedersen Thomas Q. Pedersen Thomas Q. Pedersen Thomas Q. Pedersen Tom Engsted Tom Engsted Tom Engsted Tom Engsted Tom Engsted Tom Engsted Tom Engsted Coordinator: Thomas Quistgaard Pedersen, tqpedersen@creates.au.dk Financial statement analysis and equity valuation Stock‐based compensation The controllability principle in performance evaluation Performance evaluation and performance pay Accounting reports as information source for competitors and/or the capital market Activity based costing Transfer pricing Budget participation Balanced scorecard Økonomistyring/ Management Accounting Theoretical or empirical approaches to questions in financial or management accounting ABC, BSC, omkostningssystemer og ERP Strategi og organisation Christian Rix‐Nielsen Christian Rix‐Nielsen Christian Rix‐Nielsen Christian Rix‐Nielsen Christian Rix‐Nielsen Jørn P. Skov Jørn P. Skov Jørn P. Skov Jørn P. Skov Niels Relsted Leonidas Enrique de la Rosa Niels Relsted Niels Relsted Coordinator: Julia Nafziger, jnafziger@econ.au.dk Topic# MIC‐1 MIC‐2 MIC‐3 Topic Topics in Labour economics Unemployment durations and labour market policies Search and matching models MIC‐4 Empirical wage determination MIC‐5 The effect of activation and training programs while unemployed MIC‐6 MIC‐7 MIC‐8 Labour economics ‐ taking the theory to data Is there a case for place‐based policies to combat regional inequalities? Topics in international migration of workers Supervisor Rune Majlund Vejlin Rune Majlund Vejlin Rune Majlund Vejlin Kenneth Lykke Sørensen Kenneth Lykke Sørensen Kenneth Lykke Sørensen Michael Svarer Anna Piil Damm MIC‐9 MIC‐10 MIC‐11 MIC‐12 MIC‐13 MIC‐14 Topics in urban real estate markets Health and the Labour Market Gender and the Labour Market Ageing, Retirement and Pension Systems Health insurance and moral hazard Economics of smoking MIC‐15 MIC‐16 MIC‐17 MIC‐18 MIC‐19 MIC‐20 MIC‐21 MIC‐22 MIC‐23 MIC‐24 MIC‐25 MIC‐26 MIC‐27 MIC‐28 Economics of sex, drugs and rock’n’roll Topics in health economics Fluctuations in health over the business cycle Topics in education economics Industrial Economics and strategic interaction of firms Competition Policy and anticompetitive strategies Regulation and deregulation of markets Innovation and protection of intellectual property Information and markets Economics of Gender Topics in Experimental Economics Topics in Behavioural Economics of Education Topics in Behavioural and Experimental Economics Student dropout and study performance MIC‐29 MIC‐30 MIC‐31 MIC‐32 Macro Topic# MAC‐1 MAC‐2 MAC‐3 MAC‐4 MAC‐5 MAC‐6 MAC‐7 MAC‐8 MAC‐9 MAC‐10 MAC‐11 Anna Piil Damm Nabanita Datta Gupta Nabanita Datta Gupta Nabanita Datta Gupta Niels Skipper Niels Skipper Sanni Nørgaard Breining Alexander Paul Alexander Paul Alexander Paul Jos Jansen Jos Jansen Jos Jansen Jos Jansen Jos Jansen Emma von Essen Emma von Essen Alexander Koch Alexander Koch Alexander Koch Topics in studying complex behaviour using online games (interdisciplinary topic with group of Jacob Sherson, Dep. of Physics) Alexander Koch Julia Nafziger/John Evaluating and re‐designing the EU asylum system/laws Kennes The microeconomics of globalization Marcel Smolka The role of multinational firms in the global economy Marcel Smolka Coordinator: Allan Sørensen, allans@econ.au.dk MAC‐12 MAC‐13 MAC‐14 Topic Income tax reforms Topics in Monetary Economics Growth and Inequality Topics in public choice Growth and development Economics of the Welfare State Labour economics Economic Policy Topics in international trade Firms in the global economy Labour taxation in a global economy Heterogeneous firms in international trade: the case of multivariate optimisation Economic Growth Political Economy MAC‐15 Financial markets and the real economy MAC‐16 New Keynesian models Supervisor Bo S. Rasmussen Bo S. Rasmussen Bo S. Rasmussen Martin Paldam Martin Paldam Torben M. Andersen Torben M. Andersen Torben M. Andersen Allan Sørensen Allan Sørensen Allan Sørensen Anders Laugesen Christian Bjørnskov Christian Bjørnskov Juan Carlos Parra‐
Alvarez Martin Møller Andreasen MAC‐17 Macro‐finance and monetary policy MAC‐18 New Keynesian models MAC‐19 OLG models MAC‐20 MAC‐21 MAC‐22 MAC‐23 MAC‐24 MAC‐25 MAC‐26 MAC‐27 Economic Policy Bitcoin Quantitative easing and inflation Inequality Multiple equilibria and business cycles Negative interest rates Fiscal and monetary policy Global imbalances and international finance Econometrics Topic# ECO‐1 ECO‐2 ECO‐3 ECO‐4 ECO‐5 Coordinator: Morten Berg Jensen, mbj@econ.au.dk ECO‐6 ECO‐7 Topic Quantitative models in marketing research Modelling and forecasting mutual fund performance Volatility estimation with high‐frequency data Econometric issues in return predictability analyses Do oil price increases cause higher food prices? Modelling and forecasting macroeconomic time series using VARMA models Econometric analysis of high‐dimensional data ECO‐8 Econometric analysis of the development of expected longevity Supervisor Morten Berg Jensen Niels Strange Hansen Bezirgen Veliyev Thomas Q. Pedersen Asger Møller Lunde Gustavo Fruet Dias Anders Bredahl Kock Malene Kallestrup‐
Lamb ECO‐15 ECO‐16 A simulation study of the quasi maximum likelihood estimator of the stochastic conditional duration model Estimation of dynamic term structure models Estimation of state space models Forecasting macroeconomic time series using yield curve information Topics in recent advances in the analysis of persistent time series in macro‐economics and finance Econometric Analyses of the NordPool Electricity Power Exchange Time‐varying parameter models: observation‐driven models vs parameter‐
driven models The economics and econometrics of the health care market Niels Haldrup Niels Haldrup Paolo Santucci de Magistris Peter Thingholm ECO‐17 Estimation of returns to education in Nordic (and/or other) countries, using regression, instrumental‐variables, and/or treatment‐effect models Shin Kanaya ECO‐18 Variance risk premia: Computation, historical behavior and international evidence from stock market indices Francesco Violante ECO‐9 ECO‐10 ECO‐11 ECO‐12 ECO‐13 ECO‐14 Martin Møller Andreasen Marias Halldor Gestsson Marias Halldor Gestsson Marias Halldor Gestsson John Kennes John Kennes John Kennes John Kennes John Kennes John Kennes John Kennes Wei Wei Martin M. Andreasen Martin M. Andreasen Eric Hillebrand