Empirical Methodology in Finance

Course Code
FIN 875
Hours
1.5 hours
Type
Elective
Offered
  • Winter 21 (A)
  • Winter 22 (A)

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.

Taught By
Mirela Sandulescu
  • Assistant Professor of Finance
Mirela Sandulescu's research interests are in the areas of empirical and theoretical asset pricing, and machine learning. Her work focuses on the...