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| GEST0250-1 | Empirical Finance
[ english version ]
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| Durée : | 30h Th | ||||||||
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| Crédits/ECTS : |
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| Titulaire(s) : | Albert Corhay | ||||||||
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| Aperçu général : | Firstly the course describes the statistical and econometric methodology used for empirical research in financial fields. We can give as examples events study, systematic risk valuation and anomalies study in a large sense. Secondly students will have to realise and to present empirical studies in group. | ||||||||
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| Objectif du cours : | This course is designed to introduce students to different types of empirical research used in finance. They will become familiar with financial data processing and the use of statistical and econometric softwares. | ||||||||
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| Pré-requis : | Financial Management : Corporate Finance, Investment Analysis and Portfolio Management Deep knowledge in statistics and econometrics. | ||||||||
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| Organisation : | The course is divided between theoretical lectures and presentation sessions. | ||||||||
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| Notes de cours : | The course is based on various scientific publications, a selection of books' chapters and, statistical and econometric softwares (WINRATS, EXCEL et EVIEWS). Articles and book's chapters are given at the beginning of the course. | ||||||||
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| Evaluation : | Group work | ||||||||
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| Contacts : | Enseignant : A. CORHAY, Tél. : 04/366 31 96 - Fax: 04/366 27 67 E-Mail: A.Corhay@ulg.ac.be Secrétariat : M. BEQUET, Tél. : 04/366 31 89 - Fax: 04/366 27 67 E-Mail: mbequet@ulg.ac.be Assistante : Santin Sarah, Tél. : 04/366 31 04 - Fax : 04/366 28 21 E-Mail : ssantin@ulg.ac.be | ||||||||
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ULg : Administration de l'Enseignement et des Etudiants - Affaires Académiques
Responsable de l'information : Monique Marcourt, direction A.E.E.
Date de validité des données : 27/02/2006
Réalisation SEGI