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4408084: Empirical and Experimental Methods in Finance

Art: Übung
Plansemester: 1
Selbststudium: 93.7
Semester: WS 17/18

Modulleitung/Dozierende

Studiengang

Masterstudium Finance (01.09.2015)

Beschreibung

This lecture is divided into empirical and experimental methods. The empirical methods will cover:

Foundations of Modern Standard Capital Market Theory

  • Capital Asset Pricing Model
  • Information Efficiency Hypothesis

Typical Market Anomalies

The Event Study Method
  • Introduction and Background
  • Event Studies in the Short Term
  • Event-Studies in the Long Term

Empirical Asset Pricing Tests
  • Time-series tests
  • Cross-sectional tests

The experimental methods will cover:
  • Key concepts of experimental methods
  • Introduction to the conceptual framework of experimental finance
  • Key decision mindsets of market participants
  • Introduction to trading anomalies
  • Speculative Bubbles
  • Trading behaviour of the 'over the counter' (OTC) market
  • Alternative applications of experimental methods in finance

Prüfungsmodalitäten

Part Experimental Methods: Written Exam

Prüfungen

  • PWW-MA_Empirical and Experimental Methods in Finance (WS 17/18, verworfen)
  • PWW-MA_Empirical and Experimental Methods in Finance (WS 17/18, bestätigt)