Empirical Methods in Finance
Syllabus 323063 Empirical Methods in Finance, September – December 2013
Teachers (* course coordinator) prof. dr. F.C.J.M. de Jong Room K941 email: f.dejong@uvt.nl dr. J.C. Rodriguez* Room K909 email: j.c.rodriguez@uvt.nl dr. O. Spalt Room K940 email: o.g.spalt@uvt.nl
Teaching Assistants
Tamasz Barko (t.barko@tilburguniversity.edu)
Andreas Rapp (a.c.rapp@tilburguniversity.edu)
Zorka Simon (z.simon@tilburguniversity.edu)
Lectures: (2 lectures a week)
According to the study guide, there are lectures on Mondays and Wednesdays. These are indicated with the label ‘HC’.
In addition, you can also find lectures with a label ‘LA’. This is merely a reservation of a computer room that you can use to work on assignments. This implies that no lecture will take place (on lecture times with the label ‘LA’), and that no lecturer will be present.
Please keep checking the study guide for potential changes in the lecture schedule Aim of the course
This course introduces basic empirical methods that are used in contemporary financial research. The objective is to provide students with the necessary tools to study the relevant literature of other core courses in the program and to conduct empirical financial research within the framework of the Master's thesis.
The course pays ample attention to the intuition and the applicability of a variety of econometric techniques that are widely used in contemporary empirical research. Reference will be made to many real world examples from the corporate finance and asset pricing literature. The classes intend to provide hands on experience with the econometric package STATA and will focus on a careful interpretation of the empirical results obtained.
Content of the course
Event studies
Matrices and matrix calculation (refresher)
Introduction regression analysis (Simple linear regression, the linear regression model, regression diagnostics, goodness of fit, t-test)
Introduction to panel data methods
Teachers (* course coordinator) prof. dr. F.C.J.M. de Jong Room K941 email: f.dejong@uvt.nl dr. J.C. Rodriguez* Room K909 email: j.c.rodriguez@uvt.nl dr. O. Spalt Room K940 email: o.g.spalt@uvt.nl
Teaching Assistants
Tamasz Barko (t.barko@tilburguniversity.edu)
Andreas Rapp (a.c.rapp@tilburguniversity.edu)
Zorka Simon (z.simon@tilburguniversity.edu)
Lectures: (2 lectures a week)
According to the study guide, there are lectures on Mondays and Wednesdays. These are indicated with the label ‘HC’.
In addition, you can also find lectures with a label ‘LA’. This is merely a reservation of a computer room that you can use to work on assignments. This implies that no lecture will take place (on lecture times with the label ‘LA’), and that no lecturer will be present.
Please keep checking the study guide for potential changes in the lecture schedule Aim of the course
This course introduces basic empirical methods that are used in contemporary financial research. The objective is to provide students with the necessary tools to study the relevant literature of other core courses in the program and to conduct empirical financial research within the framework of the Master's thesis.
The course pays ample attention to the intuition and the applicability of a variety of econometric techniques that are widely used in contemporary empirical research. Reference will be made to many real world examples from the corporate finance and asset pricing literature. The classes intend to provide hands on experience with the econometric package STATA and will focus on a careful interpretation of the empirical results obtained.
Content of the course
Event studies
Matrices and matrix calculation (refresher)
Introduction regression analysis (Simple linear regression, the linear regression model, regression diagnostics, goodness of fit, t-test)
Introduction to panel data methods