Empirical Methodology in Finance

Empirical Methodology in Finance --- This seminar course will expose graduate students to the more commonly used empirical methods in financial literature. As this is an application-oriented course, it is assumed that students have had exposure to both finance and econometrics at the graduate level. This course will study the important applications of empirical methodology to financial problems over the past two decades. The course will not deal with either finance or econometrics, but important applications of the latter in testing basic financial models.