Dr. Hannah Lea Hühn


Current affiliation

Kundenbetreuung, Assenagon Asset Management


Research Areas

Performance Analysis, Applied Capital Market Theory, Empirical Finance

Short CV

  • November 2015: Dissertation "Essays on reversal and momentum patterns in stock markets: Evidence from the U.S. and Europe"
  • Since April 2011: Research assistant and doctoral candidate, Chair of Finance and Banking, University of Erlangen-Nürnberg
  • 2011: Diploma in International Business Administration, topic of thesis: „A documentation and empirical analysis of analyst recommendation in portfolio management“
  • 2005-2011: Studies in International Business Administration, University of Erlangen-Nürnberg, majors: finance and banking, quantitative capital market research, international management
  • 2007-2008: Studies abroad at the Universidad de Sevilla, Spain
  • 2007-2010: Internships (Deutsche Börse AG, Secondary Markets, Germany; Commerzbank AG, Asset Finance Solutions, Germany; Allianz Global Investors, Product Range, Germany)

Others

  • Best Paper Award International Business Research Conference, Madrid, 2013 (with Hendrik Scholz)

 Articles in Refereed Journals

Working paper

  • Alpha Momentum and Price Momentum
    Working paper, Nürnberg 2017. (with Hendrik Scholz)
    Abstract and download (pdf)
    Accepted for presentation:
    • Southern Finance Association 2014 Annual Meeting, Key West, Florida, November 19-22, 2014.
    • Financial Management Association International Conference 2014, Nashville, October 15 - 18, 2014.
    • Financial Management Association European Conference 2014, Maastricht, June 11 - 13, 2014.
    • Southwestern Finance Association 2014 Annual Conference, Dallas, March 12 - 15, 2014.
    • Midwest Finance Association 2014 Annual Conference, Orlando, March 05 - 08, 2014.
    • 22nd International Business Research Conference, Madrid, September 09 - 10, 2013. Best Paper Award.
    • International Ph.D Conference in Banking and Finance, Augsburg (Germany), June 27 - 29, 2013.

  • Reversal and Momentum Patterns in Weekly Stock Returns: European Evidence
    Working paper, Nürnberg 2017. (with Hendrik Scholz)
    Abstract and download (pdf)
    Accepted for presentation:
    • FMA European Conference 2016 Annual Conference in Helsinki, Finland, 09.-10. June 2016.

  • Industry Momentum: The Role of Time-Varying Factor Exposures and Market Conditions
    Working Paper, Nürnberg 2016.
    Abstract and download (pdf)