Universität Wien FIND
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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

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 01.07.2019 21:27