Course

Research Methods in Finance 2 - FINS4779

Faculty: Australian School of Business

School: School of Banking and Finance

Course Outline: FINS4779 Course Outline

Campus: Sydney

Career: Undergraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite or corequisite: FINS3775 or FINS4775

Equivalent: FINS5579

CSS Contribution Charge: 2 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

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.
Science students

Study Levels

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