5008083: C15 Empirical Finance

back to overview
Semester:WS 20/21
Type:Module
Language:English
ECTS-Credits:6.0
Scheduled in semester:1
Semester Hours per Week / Contact Hours:63.0 L / 47.5 h
Self-directed study time:132.5 h

Module coordination/Lecturers

Curricula

Master's degree programme in Finance (01.09.2015)

Description

Empirical Finance will cover:

  • Foundations of Modern Standard Capital Market Theory and Capital Asset Pricing Model
  • Market Anomalies
  • The Event Study Method
  • Empirical Asset Pricing Tests
  • Key concepts of experimental research approaches
  • Testability of market and trader behavior
  • Introduction to R (Syntax, program structure, programming concepts)

Qualifications

Lectures Method

Interactive lecture with exercises

Exam Modalities

See lectures within the module.
Class participation in "Programming in Finance" is obligatory.