Universität Wien
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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

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 35 participants
Language: English

Lecturers

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 07.09.2020 15:29