Studies in Empirical Finance (FNCE90007)
Graduate courseworkPoints: 12.5On Campus (Parkville)
Overview
| Availability | Semester 1 |
|---|---|
| Fees | Look up fees |
The subject involves a study of the principal empirical research papers that form the foundations of both asset pricing and corporate finance.
Topics may include OLS, GLS, nonlinier least squares, panel data models, maximum likelihood estimation, probit, tobit, logit, GMM, time series models, and endogeneity issues.
Intended learning outcomes
On successful completion of this subject students should be able to:
- Understand how to replicate the fundamental empirical studies in investments and corporate finance
- Understand the types of questions in investments and corporate finance that have subsequently been examined using the empirical techniques in these fundamental studies
- Understand the types of questions in investments and corporate finance that have required more advanced forms of empirical design and techniques.
Generic skills
On successful completion of this subject, students should have improved the following generic skills:
- Problem solving
- Statistical reasoning
- Application of theory to practice
- Interpretation and analysis
- Critical thinking
- Synthesis of data and other information
- Evaluation of data and other information.
Last updated: 3 November 2022
Eligibility and requirements
Prerequisites
Entry into the Master of Commerce (Finance)
Corequisites
None
Non-allowed subjects
FNCE40002 Advanced Investments
| Code | Name | Teaching period | Credit Points |
|---|---|---|---|
| FNCE40002 | Advanced Investments | Semester 1 (On Campus - Parkville) |
12.5 |
Inherent requirements (core participation requirements)
The University of Melbourne is committed to providing students with reasonable adjustments to assessment and participation under the Disability Standards for Education (2005), and the Assessment and Results Policy (MPF1326). Students are expected to meet the core participation requirements for their course. These can be viewed under Entry and Participation Requirements for the course outlines in the Handbook.
Further details on how to seek academic adjustments can be found on the Student Equity and Disability Support website: http://services.unimelb.edu.au/student-equity/home
Last updated: 3 November 2022
Assessment
Additional details
- A 2-hour mid-semester examination scheduled during weeks 6 - 8 (40%)
- A 3-hour end-of-semester examination held during the examinaion period (60%).
Note: Successful completion of this subject requires a pass (50%) in the final exam.
Last updated: 3 November 2022
Dates & times
- Semester 1
Principal coordinator Joachim Inkmann Mode of delivery On Campus (Parkville) Contact hours 3 hours of classes per week. Total time commitment 170 hours Teaching period 26 February 2018 to 27 May 2018 Last self-enrol date 9 March 2018 Census date 31 March 2018 Last date to withdraw without fail 4 May 2018 Assessment period ends 22 June 2018 Semester 1 contact information
Email:jinkmann@unimelb.edu.au
Time commitment details
Estimated total time commitment of 170 hours per semester
Last updated: 3 November 2022
Further information
- Texts
- Subject notes
- Related Handbook entries
This subject contributes to the following:
Type Name Course Master of Commerce (Finance) Course Master of Commerce (Accounting) - Available through the Community Access Program
About the Community Access Program (CAP)
This subject is available through the Community Access Program (also called Single Subject Studies) which allows you to enrol in single subjects offered by the University of Melbourne, without the commitment required to complete a whole degree.
Please note Single Subject Studies via Community Access Program is not available to student visa holders or applicants
Entry requirements including prerequisites may apply. Please refer to the CAP applications page for further information.
Last updated: 3 November 2022