This course introduces students to the major issues faced by anyone undertaking empirical or applied work in finance. We will review some of the main econometric techniques such as regression analysis, time series models and panel data estimation, as well as, the Fama-French 3-factor model, and event studies. This is combined with finance-related applications implemented using STATA and R. This course is particularly useful to any student interested in using empirical methods to address real-world questions, and it also lays a foundation for writing a bachelor thesis in empirical finance.
To apply, please submit your document (application form) to email@example.com latest on Monday, 12.10.2020. The application form you find here: https://www.wiwi.hu-berlin.de/en/professuren/bwl/finance/study/application
Prerequisites: Grundlagen der Finanzwirtschaft I (Finanzierung und Investition) and Grundlagen der Finanzwirtschaft II (Investmentanalyse und Portfoliomanagement)
Max. 20 participants, Registration in the 1st and 2nd lesson.
Academic papers and lecture notes
StO/PO BA BWL und VWL 2016: 6 LP, Modul: "Empirical Research in Finance"
Die Veranstaltung wurde 5 mal im Vorlesungsverzeichnis WiSe 2020/21 gefunden: