| Course ID: | FINA 9130. 3 hours. |
| Course Title: | Financial Research Methodology |
Course
Description: | The data bases and empirical methodologies used in performing financial research. Event study and regression methodologies in corporate finance research and investment-oriented methodologies such as factor and principal components analyses. Students gain experience in presentation of research and in refereeing papers. |
| Oasis Title: | FIN RES METHODOLOGY |
| Prerequisite: | FINA 9120 and ECON 8080 |
Semester Course
Offered: | Offered every year. |
| Grading System: | A-F (Traditional) |
|
| Course Objectives: | This course introduces students to the data-bases, software, and empirical
methodologies used most frequently in performing financial research. The key roles
of even-study and regression methodologies in financial research are discussed and
employed, as are investment-oriented methodologies such as factor and principal-
components analysis. |
| Topical Outline: | WRDS system
UNIX
FTP
SAS statistical software
CRSP database
LaTEX
COMPUSTAT database
Banking databases: CALL reports; Fdic Dbase
TAQ database
Fortran programming code
Matematica
DATASTREAM database |