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Research Methods in Finance 2 - FINS5579
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Faculty: Faculty of Business
 
 
School:  School of Banking and Finance
 
 
Course Outline: http://banking.web.unsw.edu.au/
 
 
Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.125 (more info)
 
 
Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite or corequisite: FINS3775 or FINS4775 or FINS5575
 
 
Equivalent: FINS4779
 
 
Fee Band: 2 (more info)
 
 
Further Information: See Class Timetable
 
 

Description

A more advanced course in empirical methodology in finance covering general methodological aspects, testing of hypotheses, falsifiability principle. Review of relevant econometric material, applications to topics such as generalised beta models of market equilibrium (including CAPM, APT), foreign exchange risk premium, stock price variability, volatility estimation.

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