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| GEST0250-1 | Empirical Finance
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| Duration : | 30h Th |
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| Credits/ECTS : |
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| Holder(s) : | Albert Corhay |
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| Language : | Langue anglaise |
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| Course contents : | 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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| Course objective : | 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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| Prerequisites : | Financial Management : Corporate Finance, Investment Analysis and Portfolio Management.
Deep knowledge in statistics and econometrics. |
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| Organization : | The course is divided between theoretical lectures and presentation sessions. |
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| Written notes : | 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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| Assessment : | Group works |
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| Contacts : | Professor :
A. CORHAY, Tél. : 04/366 52 26- Fax: 04/366 57 09
E-Mail: A.Corhay@ulg.ac.be
Assistant :
Santin Sarah, Tél. : 04/366 31 04 - Fax : 04/366 28 21
E-Mail : ssantin@ulg.ac.be |
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