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.
Athena Title
EMP RESCH IN INVEST
Prerequisite
Permission of department
Semester Course Offered
Offered every year.
Grading System
A - F (Traditional)
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
Syllabus