Course ID: | FINA 9210. 3 hours. |
Course Title: | Empirical Research in Investments |
Course Description: | The markets, trading systems, and properties of financial securities. Includes an investigation of market efficiency and the time series properties of securities. Empirical studies of asset pricing models, portfolio performance, term structure models, and capital market integration. |
Oasis Title: | EMP RESCH IN INVEST |
Prerequisite: | Permission of department |
Semester Course Offered: | Offered every year. |
Grading System: | A-F (Traditional) |
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Course Objectives: | A directed readings course. The markets, trading systems, and properties of financial
securities. Includes an investigation of market efficiency and the time series
properties of securities. Empirical studies of asset pricing models, portfolio
performance, term structure models, and capital market integration. |
Topical Outline: | Market Microstructure
Market Efficiency, Event Studies and Long-Run Stock Returns
Introduction to Asset Pricing
Predictacility/Anomalies
The Capital Asset Pricing Model and Multifactor Asset Pricing Models |