Empirical Finance

This course deals with the fundamental ideas and issues tackled in empirical research in finance. It provides a basic overview of the theoretical concepts underpinning financial models as well as the methodology employed to test these models. The course surveys a wide range of empirical work and key empirical papers on the topics selected. The selection of topics and papers will change from year to year and might include asset pricing models, market efficiency, market anomalies, return predictability, behavioral finance, market microstructure, trading mechanisms, volatility models, and international finance.

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