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 Research Methods in Finance 2 - FINS4779
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 Science students
   
   
 
Contact: Sim,Ah Boon
 
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.125 (more info)
 
 
Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite or corequisite: FINS3775 or FINS4775
 
 
Session Offered: See Class Timetable
 
 
Fee Band: 2 (more info)
 
  

Description

A more advanced course in empirical methods in finance, covering general methodological aspects, testing of hypotheses and 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 and volatility estimation.

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