25863 Empirical Finance
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Credit points: 6 cp
Subject level:
Postgraduate
Result type: Grade and marksThere are course requisites for this subject. See access conditions.
Description
The subject introduces students to the empirical methods of modern finance. The topics are chosen to highlight some of the key concepts involved in current empirical work in finance by replicating the results reported in published studies in diverse areas of finance.
For more information, contact your PhD supervisor.
Assessment
Assessment task 1: Assignments
| Weight: | 30% |
|---|
Assessment task 2: In Class Closed Book Exam*
| Weight: | 70% |
|---|---|
| Criteria: | *Note: Late submission of the assessment task will not be marked and awarded a mark of zero. |
Recommended texts
There are no required texts for this subject.
References
- Campbell, Lo and MacKinlay, 1997, The Econometrics of Financial Markets, Princeton University Press
- Cochrane, 2005, Asset Pricing Revised Edition, Princeton University Press