Empirical Research in Finance

FNCE - 934


[Instructor] [Objectives] [Materials] [Requirements][Lecture Notes] [Assignments]

Instructor

Amir Yaron

Office:2325 SH-DH
Office Hours:Wednesdays 4:30-6:00 and by appointments
Phone:(215) 898-1241
Fax:(215) 898-6200
Email: yaron@wharton.upenn.edu

Objectives

The course is intended for PhD students in finance and related fields. It is designed to teach student how to conduct empirical research in asset pricing. Be the end of the semester, students are expected to:

1) be familiar with the various topics in asset pricing, methodologies, and related papers.

2) be able to analyze and evaluate new research efficiently

3) have acquired the skills to conduct and present original research in empirical asset pricing.

Syllabus

More detailed description of class syllabus including goals, materials grading and reading.

Materials

Information regarding the materials for this class including Textbook,Study Guide,and Other Readings can be found in the class syllabus.

Requirements

An explanation of how your course grade will be determined and information about test results.

Assignments

Posted Assignments


Course Outline

Schedule of Lectures with links to Lecture Notes


Extra Readings

I'll attempt to make links to papers, as well as update the readings for particular topics in links