Empirical Finance

Professor(s)

 

Enrique Sentana, Alberto Manconi

Objetives

 

This course introduces empirical research in a broad range of important questions in finance. It is a “topics” course, reflecting its instructors’ own interests, as well as those parts of the literature with which they would like to become more familiar! The focus is empirical, and so are most of the papers that will be discussed. Importantly, it is not an econometrics course but rather a course in which econometric tools are used to answer substantive questions in finance.

Module / Term

 

Module / Term Module II: Elective Courses (54 ECTS) / Term 5 (18 ECTS)

Course details

 

UIMP code 102689 / 6 ECTS / Elective

Hours

 

Monday (15:00 – 16:30), Tuesday (9:30 – 11:00 and 11:30 – 13:00)

Evaluation Criteria

 

Exercises, presentations and exams

Course page

 

https://intranet.cemfi.es/course/view.php?id=141

   
 
   
Syllabus
 
Back