FINM8011 Empirical Finance
| Offered By | School of Finance and Applied Statistics |
|---|---|
| Academic Career | Graduate Coursework |
| Course Subject | Financial Management |
| Offered in | Second Semester, 2009 and Second Semester, 2010 |
| Unit Value | 6 units |
| Course Description |
The purpose of this course is to introduce students to the empirical methods of modern finance. We do not have time to cover all the topics or papers in the field. However, the subset of topics and papers which we do cover are chosen because they highlight some of the key concepts involved in current empirical work in Finance. Assignments are an important part of this course. In these assignments you will be asked to test some of the models that we study. The idea being to reproduce (or otherwise) the results reported in the studies which we examine. It is felt that that this sort of learning by doing is an integral part of internalizing new ideas and concepts. Assignments will be due at the end of every two weeks. During the week that Assignments are due we will run an extra session (go an extra hour) so that answers can be presented.This is an advanced course. |
| Learning Outcomes | On completion of this course students should have an understanding of and be able to apply the techniques outlined in the course description. |
| Indicative Assessment |
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| Workload | 10 hrs per week for 13 weeks=130hrs |
| Course Classification(s) | AdvancedAdvanced courses are designed for students having reached 'first degree' level of assumed knowledge, which provide a deep understanding of contemporary issues; or 'second degree' and higher levels of knowledge; or for transition to research training programs. |
| Areas of Interest | Finance |
| Eligibility |
At least an average of 65% (or equivalent) in the final two years of an Australian undergraduate degree with at least one year of university level study in quantitative analysis, including basic mathematics and data analysis techniques. |
| Consent Required | Departmental Consent Required |
| Prescribed Texts | |
| Preliminary Reading |
See http://ecocomm.anu.edu.au/courses/outline/FINM8011.pdf
|
| Indicative Reading List | See http://ecocomm.anu.edu.au/courses/outline/FINM8011.pdf |
| Programs | Master of Commerce |
| Other Information |
For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=FINM8011 |
| Academic Contact | see http://ecocomm.anu.edu.au/courses/outline/FINM8011.pdf |
The information published on the Study at ANU 2009 website applies to the 2009 academic year only. All information provided on this website replaces the information contained in the Study at ANU 2008 website.
