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Empirical Finance

Lecture and Tutorial; Master; Summer Term; 5 CP; Written exam and Presentation; English

“Wahlpflichtfach” for FACT and Management Science students, “Wahlfach” for MARKT students 

News

@ Master students in “FACT”: From now on you have the possibility to substitute the lecture "Unternehmenssteuerrecht" with the module "Empirical Finance".

Time and Room 

Please check the KU.Campus system for information on lecture time and exam dates.

Learning outcomes 

 Students .....

...become familiar with selected econometric methods and test procedures typically applied in finance (in particular OLS, FGLS, panel methods and time series models)

...discuss conditions that are necessary in order to apply these methods and also ways to resolve possible issues.

...draw up regression analyses for selected applications and interpret the outcome, in the context of exercises and case studies.

... learn how to use the statistic software Stata for solving statistical problems in finance.

Schedule

The lecture as well as the tutorial will be held Mondays (12.15pm - 1.45pm) and Wednesdays (12.15pm - 1.45pm) except on holidays (please check KU.Campus).

Introduction and distribution of topics for the presentation will be announced later.

Lecture documents

All documents can be found in ILIAS. The password will be announced during the first lecture.

 

Grading

60 %    Written exam

40 %    Presentation

Organisational recommendations and prerequisites

No prerequisites necessary. The lecture should be attended in the first or second semester as preparation for further empirical work.