|Year of offer||2018|
|Subject level||Graduate coursework|
|Fees||Subject EFTSL, Level, Discipline & Census Date|
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.
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.