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040514 KU Advanced BA/CF/FM: Empirical Finance (MA) (2019S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften

Continuous assessment of course work

Moodle

Details

max. 35 participants

Language: English

Lecturers

Christian Westheide

Classes (iCal) - next class is marked with N

    
    Tuesday
    05.03.
    15:00 - 16:30
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Thursday
    14.03.
    18:30 - 20:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    26.03.
    15:00 - 16:30
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    02.04.
    15:00 - 16:30
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    09.04.
    15:00 - 16:30
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    30.04.
    15:00 - 16:30
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    07.05.
    15:00 - 16:30
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Thursday
    16.05.
    18:30 - 20:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    21.05.
    15:00 - 16:30
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    28.05.
    15:00 - 16:30
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    04.06.
    15:00 - 16:30
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    18.06.
    15:00 - 16:30
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    25.06.
    15:00 - 16:30
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß

Information

Aims, contents and method of the course

This course comprises various topics in empirical finance with an emphasis on the practical application of the methods introduced in class. The main goal is to enable students to choose and apply appropriate methods to conduct their own empirical research. As such, students will be expected to apply the methods learned in empirical exercises (in Stata or R).

Topics of the Course:

1. Portfolio Theory and Individual Investor Behavior
2. Empirical Asset Pricing
3. Matching Estimators
4. Event Studies

Assessment and permitted materials

The grade will be based on a written final exam, empirical exercises, and class participation. The exact details will be announced in the first class.

Minimum requirements and assessment criteria

Successful completion of Basics of Finance (or comparable courses) and Introductory Econometrics (Microeconometrics).

Examination topics

All content covered in class and in the required readings announced in class.

Reading list

Campbell, J.Y., Lo, A.W., and A.C. MacKinlay (1997): The Econometrics of Financial Markets, Princeton 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.
Roberts, M.R. and Whited, T.M. (2013): Endogeneity in Empirical Corporate Finance. Handbook of the Economics of Finance 2, Part A, 493-572.

Association in the course directory

Last modified: Mo 01.07.2019 21:27