Joseph L. Rotman School of Management at University of Toronto
MGT 3032 Empirical Methods in Finance
This course develops an understanding of the econometric problems frequently encountered in testing the propositions of financial theory. The testing of asset pricing models, the event study methodology, the distribution of returns, the multivariate regression model and the power of different statistical tests will be developed in detail.
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Joseph L. Rotman School of Management at University of Toronto
MGT 3034 Topics in Empirical Finance
This course is designed to provide hands-on experience applying empirical finance methods to topical finance questions. The application exercises will culminate in the production of a short research paper on a related empirical finance topic. Particular emphasis will be placed on modeling time-varying volatility and co-variability of security returns, since these conditional moments are important inputs to pricing, dynamic investment strategies, risk management, etc. Both linear and non-linear methods of measuring and forecasting the series of interest will be reviewed.
Joseph L. Rotman School of Management at University of Toronto
Students will complete the following courses:
ECO 2021H - Macro I
ECO 2031H - Macro II
MGT 3032H - Empirical Methods in Finance
MGT 3033H - Current Topics in Finance
Joseph L. Rotman School of Management at University of Toronto
Major Field Requirements
Economics
Microeconomic Theory I (ECO 2020)
Microeconomic Theory II (ECO 2030)
Macroeconomic Theory (ECO 2061)
Mastery of the content of the following courses is generally required:
MGT 3020* Financial Accounting: Theory and Empirical Research
MGT 3021* Managerial Accounting Research Methods
MGT 3022* Auditing: Theory and Empirical Research
MGT 3023* Topics in Accounting Research
MGT 3030 Finance Theory I
MGT 3032 Empirical Methods in Finance
STA 1102 Time Series Analysis
* Required Courses. The remaining courses are either taken for credit or audited, depending on the student's background and preparation.
College of Business Administration at University of the Philippines
BA 324 – Empirical Methods in Finance
Empirical testing of CAPM, APT, CCAPM, and other asset pricing models; market volatility and market microstructure studies; interest rate models; advanced financial econometric issues
Prerequisites: BA 313 Econometric Analysis
Joseph L. Rotman School of Management at University of Toronto
MGT 3033 MGT 3033 Corporate Finance
This course reviews current and academic research in corporate finance. It covers both theory and empirical tests of the theoretical models.
This course reviews current and academic research in corporate finance. It covers both theory and empirical tests of the theoretical models.
Course of Phd from Sasin Graduate Institute of Business Administration at Chulalongkorn University
FINC520-1, 2 - Seminar in Finance
Current research in topics such as international finance, empirical finance, capital structure, and financial markets is analyzed. The seminar usually requires in-class presentations by students, as well as individual research projects.
Joseph L. Rotman School of Management at University of Toronto
MGT3090 - Advanced Corporate Finance
Until recently corporate finance was a field detached from the rest of economic discourse. Fortunately, this state of affairs is changing. In this course, students will be exposed to research and researchers that are exploring the strong interrelations between corporate finance and other economic subfields: growth, political economy, theory of the firm, economics of the media, and behavioral finance. We are very fortunate to include as lecturers in this course Professors Zingales and Morck, whose work is pushing forward the frontier.
Joseph L. Rotman School of Management at University of Toronto
MGT 3022 Auditing Seminar: Theory and Empirical Research
This course focuses on theoretical, empirical and experimental research methodologies in auditing. Three primary research methods are emphasized: analytical modeling with imperfect information, experimental methods, and behavioural accounting research. Topics include multi-person agency and game-theoretic models involving auditors, shareholders and managers, auditor reputation and the legal environment, auditor independence, audit quality and pricing, audit judgment processes, expert systems, analytical review, and audit sampling techniques.
Desautels Faculty of Management at McGill University
Program Overview
The doctoral program in finance at McGill prepares students for research-oriented academic careers. While students from all backgrounds are encouraged to apply, the typical student holds an undergraduate or a master degree in economics, finance, mathematics, statistics, computer science, engineering or physics. All admitted students will receive funding of at least $20,000 per year for a four year period.
The program is normally completed in four or five years. The first two years in the program are devoted primarily to taking courses, in finance as well as supporting disciplines (economics, mathematics and econometrics/statistics).
Course of Phd from Sasin Graduate Institute of Business Administration at Chulalongkorn University
FINC520-0 - General Seminar for Ph.D. Candidates
Current research in topics such as international finance, empirical finance, capital structure and financial markets are analyzed. The seminar usually requires in-class presentations by students, as well as individual research projects.
The Finance-Economics program is designed for students planning to pursue academic careers in finance or who want to use financial concepts and findings in their work as consultants, investment analysts and other business endeavours.
The emphasis in the finance program is on the development, refinement, and extension of theoretical structures and the problems with these structures, and on the empirical investigation of financial relationships. In addition to the theoretical basis of finance, students gain an understanding of statistical and econometric methods, knowledge of the financial and capital market environment and an awareness of major current issues facing financial managers.
Students
Course of HRM from Sasin Graduate Institute of Business Administration at Chulalongkorn University
Finance Curriculum
Core Advanced Microeconomics Part 1
Advanced Macroeconomics Part 1
Mathematical Methods of Economic Theory
Econometrics Part 1
Require Advanced Derivatives
Advanced Microeconomics Part 2
Advanced Microeconomics Part 3
Advanced Macroeconomics Part 2
Advanced Macroeconomics Part 3
Corporate Finance
Dynamic Asset Pricing
Econometrics Part 2
Empirical Corporate Finance
Introduction to Financial Theory
Mathematical Models in Finance
Electives Asian Financial Markets
Asset Pricing
Derivative Markets 1
Derivative Markets 2
Econometrics of Financial Markets
Financial Planning and Governance
Financial Reporting Analysis
Fixed Income Securities
International Finance
Introduction to Research
Department of Business Management : College of Management at National Sun Yat-Sen University
M4010047 Research Methods in Finance (3 crs):
The goal of this course is to train students to perform empirical research on empirical financial data by using methodologies in time series analysis, which is facilitated with computerized statistical soft wares. This course addresses financial time series analysis, which is concerned with theory and practice of asset valuation overtime. At the same time, this course also requires students to have hand-on experience on empirical data.
MGT761 Financial Econometrics
This course covers econometric methods used in finance and recent developments in the empirical research in finance.
BA 394 – Empirical Methods in Business Policy
The interaction of the firm with the macro-environment; research concepts and scientific methods; formulation of hypotheses, measurement concepts and multivariate analytical tools. Blend of behavioral science and quantitative approaches in the research applications.
Prerequisites: BA 313 Econometric Analysis
Joseph L. Rotman School of Management at University of Toronto
Overview
The mission of the Ph.D. program in Finance "is to train prospective scholars to become highly skilled and innovative researchers and teachers ... and to prepare them for careers as faculty members at premier academic institutions throughout the world."
The finance area PhD program at the Rotman School of Management is a demanding program that we expect can be completed in four to five years, depending upon prior training and student progress. Successful progress through the program requires that students develop mastery in a variety of disciplines demonstrated through successful completion
Lee Kong Chian School of Business at Singapore Management University
Empirical Finance
This course will introduce key empirical research methodologies in financial economics. It will illustrate the use of econometric methods in analyzing financial data, such as stock and bond prices, interest rates, foreign exchange rates, commodity and futures prices and option prices. Topics include tests of asset valuation models such as capital pricing model, multifactor pricing models, derivative pricing models, term structure of interest rates models and event-study analysis.
Joseph L. Rotman School of Management at University of Toronto
Year One course of PhD in Management & Economics
Students complete the following courses:
ECO 1011H - Math Stat Review
ECO 2020H - Micro Theory I
ECO 2030H - Micro Theory II
ECO 2400H - Econometrics I
ECO 2401H - Econometrics II
MGT 3030H - Finance Theory I
MGT 3031H - Finance Theory II
MGT662 Numerical Methods in Finance
This course is designed to introduce numerical methods used to solve mathematical problem in finance. It covers various numerical methods to solve the valuation problem for derivative securities. It focuses on binomial methods and finite-difference methods to analyze derivative securities with complex structure.
Joseph L. Rotman School of Management at University of Toronto
MGT 3031 Financial Theory II
This course extends 3030 to include an analysis of arbitrage-free financial markets and continuous time models of security valuation. Option pricing models and multi-period valuation models will be analyzed in detail together with a discussion of agency problems in finance.
Courses Department of Finance : College of Management at National Sun Yat-Sen University
PhD Elective Courses
Course ID Course Title Credits
D4031003 Econometrics II 3
D4031002 Financial Economics II 3
D4031002 Seminar In Corporate Finance 3
D4032002 Empirical Finance 3
D4032003 Derivative Models A Hands-on Approach 3
D4031003 Econometrics II 3
D4031009 Independent Studies In Real Estate Finance 3
D4032003 Financial Engineering 3
D4032006 Real Estate Finance Theory and Empirical Study 3
D4032012 Seminar in Investments 3
D4032005 Special Topics In International Finance 3
D4032004 Time Series Analysis 3
D4032005 Financial Markets and Institutions 3
D4032011 Market Microstructure 3
D4032005 Financial Markets and Institutions 3
D4031005 Financial Marketing Research 3
D4032007 Capital Market and Behavioral
The MSc in Finance programme is designed to equip graduates with advanced knowledge in Finance for competitive entry into top US Finance PhD programmes, future SMU PhD programmes. The programme is ideally suited for individuals seeking careers in the finance industry as an equity researcher, a financial analyst, a domain expert financial reporter, a corporate finance officer, a financial market investment officer, a risk analytics specialist, a quant or a financial engineer. The programme emphasizes both theory and empirical methods in financial management. Students will be engaged in research using various financial databases and statistical packages.
“The MSc in Finance
Joseph L. Rotman School of Management at University of Toronto
PhD Courses
MGT 3030 Financial Theory I
This course covers capital market theory under certainty, risk, the expected utility hypothesis and time-state preference and capital and pricing models of security valuation. These models will be used to examine questions of portfolio formation, security selection and the notion of efficiency in financial markets. The emphasis is on statistic, single period models.
Joseph L. Rotman School of Management at University of Toronto
MGT 3053 Behavioral Research Methods in Marketing
This course examines measurement issues, experimental methods, and the identification and testing of relationships between theoretical variables. Topics include: philosophy of science issues in research design, assessment of reliability and validity, and the design of experiments and quasi experiments in both laboratory and field settings.
Joseph L. Rotman School of Management at University of Toronto
MGT 3055 Econometric Methods in Marketing
The advent of electronic scanners in retail stores has made possible large marketing databases. The purpose of this course is to teach students how to analyze such data using econometric techniques. The focus is on models of consumer choice, and the interaction between firms' marketing strategies and consumers' responses.