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040514 KU Advanced BA/CF/FM: Empirical Finance (MA) (2019S)
Continuous assessment of course work
Labels
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).
- Registration is open from Mo 11.02.2019 09:00 to We 20.02.2019 12:00
- Registration is open from Tu 26.02.2019 09:00 to We 27.02.2019 12:00
- Deregistration possible until Th 14.03.2019 23:59
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
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.
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
2. Empirical Asset Pricing
3. Matching Estimators
4. Event Studies