Research Methods in Finance 2 - FINS5579

Faculty: Australian School of Business

School: School of Banking and Finance

Course Outline: FINS5579 Course outline

Campus: Sydney

Career: Postgraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite or corequisite: FINS3775 or FINS4775 or FINS5575

Equivalent: FINS4779

CSS Contribution Charge: 3 (more info)

Tuition Fee: See Tuition Fee Schedule

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.