040050 KU Advanced BA/CF/FM: Causal Inference in Finance (MA) (2018W)
- Registration is open from Mo 10.09.2018 09:00 to Th 20.09.2018 12:00
- Registration is open from Mo 24.09.2018 09:00 to We 26.09.2018 12:00
- Deregistration possible until Mo 15.10.2018 23:59
Classes (iCal) - next class is marked with N
Aims, contents and method of the course
Assessment and permitted materials
Minimum requirements and assessment criteria
Corrado, C.J. (2011): Event studies: A methodology review. Accounting and Finance 51, 207-234.
Imbens, G.W. and Rubin, D.B. (2015): Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction. Cambridge University Press.
Kothari, S.P. and Warner, J.B. (2007): Econometrics of Event Studies. Handbook of Corporate Finance: Empirical Corporate Finance, Volume 1, 3-36.
Li, K. and Prabhala, N.R. (2007): Self-Selection Models in Corporate Finance. Handbook of Corporate Finance: Empirical Corporate Finance, Volume 1, 37-86.
Roberts, M.R. and Whited, T.M. (2013): Endogeneity in Empirical Corporate Finance. Handbook of the Economics of Finance 2, Part A, 493-572.