FINANCE625 - Empirical Asset Pricing

This course is an introduction to empirical research in asset pricing. The focus of the course is on the interplay between financial economic theory, econometric method, and that analysis of financial market data. Topics include tests of asset pricing models, return predictability in time-series and cross-section, empirical studies of asset market imperfections, and studies of individual and professional investor behavior. Class discussions will draw on textbooks/monographs and original articles and working papers.
Career
Graduate School of Business
Grading Basis
GLT - GSB Letter Graded
Min
3
Max
3
Course Repeatable for Degree Credit?
No

Course Component
Case/Problem Study
Enrollment Optional?
No