Type of Credit: Required
Credit(s)
Number of Students
This course is to introduce empirical econometrics issues for finance-related topics including corporate finance and asset pricing. Students will be exposed to a broad overview of modern finance and econometrics.
能力項目說明
The goal will be accomplished by carefully reading published research papers. This course will be conducted primarily as a seminar with lectures given by me and the students. When a student is asked to present a paper, the student will be required to present as if he/she was the author. The discussion leader is not only to summarize the papers but also to help facilitate an in-depth understanding of the methodological innovations and problems. In addition, practical issues, such as data collecting, data manipulation, and data analysis, are also introduced. Students are expected to apply the empirical techniques learned in class to actual stock price data. By the end of this course, every student should replicate a research paper in one of the leading journals.
教學週次Course Week | 彈性補充教學週次Flexible Supplemental Instruction Week | 彈性補充教學類別Flexible Supplemental Instruction Type |
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Term Project
* Students can choose replicated papers on their own. I will verify the papers in Meeting 9.
Schedule of the Course:
Note: I will adjust this schedule to meet the needs of the class. Please refer to the e-Learning (WM5) for scheduling updates.
Class Participation 50%
Term Project 50%