3804526: MasterPROJECT 3

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Semester:WS 14/15
Scheduled in semester:3
Semester Hours per Week / Contact Hours:32.0 L / 24.0 h
Self-directed study time:126.0 h

Module coordination/Lecturers


Master's degree programme in Banking and Financial Management (01.10.2008)



The aim of this MasterPROJECT is to create a database of international stock data. Students are expected to download all available stock data for multiple countries. More specifically:
 Prices
 Total return
 Market values
 Dividend payments
 Industry affiliation
 Fundamental metrics (dividend yield, p/e, eps, etc)

The data has to be collected for different frequencies:
 Daily
 Weekly
 Monthly
 Annual

Subsequently, students have to construct a Matlab database taking a structured and consistent approach across all datasets. Once the data has been embedded in Matlab, students are expected to write a code for cleaning the data according to various aspects and provide a first analysis in terms of sample statistics. Furthermore, a detailed documentation of the data selection and cleaning process has to be provided. Information must be structured in a clear, orderly fashion.

Learning Outcomes

Getting acquainted with Matlab at this stage will provide students with a good starting point for the empirical analysis of their master thesis.



Data Analysis with MATLAB. Available from:

Exam Modalities

  • Assignment (depending on the project an additional presentation may apply) (100%)
  • Obligatory class participation


Expected group size: 3-4 students.