Semester:WS 20/21
Type:Module
Language:English
ECTS-Credits:6.0
Scheduled in semester:1
Semester Hours per Week / Contact Hours:63.0 L / 47.5 h
Self-directed study time:132.5 h
Type:Module
Language:English
ECTS-Credits:6.0
Scheduled in semester:1
Semester Hours per Week / Contact Hours:63.0 L / 47.5 h
Self-directed study time:132.5 h
Module coordination/Lecturers
- Ass.-Prof. Dr. Sebastian Stöckl
(Modulleitung)
Curricula
Master's degree programme in Finance (01.09.2015)Description
Empirical Finance will cover:
- Foundations of Modern Standard Capital Market Theory and Capital Asset Pricing Model
- Market Anomalies
- The Event Study Method
- Empirical Asset Pricing Tests
- Key concepts of experimental research approaches
- Testability of market and trader behavior
- Introduction to R (Syntax, program structure, programming concepts)
Qualifications
Lectures Method
Interactive lecture with exercises
Exam Modalities
See lectures within the module.
Class participation in "Programming in Finance" is obligatory.