This course is an introduction to empirical research in finance, covering the techniques most often used in the analysis and testing of financial economic theory. The course covers both time-series and cross-section methods. Topics include event studies, empirical tests of asset pricing models, forecasting relationships, return predictability in the time-series and cross-section, asset pricing anomalies, and specification and identification issues in corporate finance.
Prerequisite
FN 901 Advanced Corporate Finance