This course introduces students to the major issues faced by anyone undertaking empirical or applied work in finance. We will review some of the main econometric techniques such as regression analysis, time series models and panel data estimation, as well as cover the Fama-French 3-factor model, and event studies. The last part of the course introduces students to the most common financial databases and enables them to develop essential database management skills. Finance-related applications are implemented using STATA and R. This course is useful to any student interested in using empirical methods to address real-world questions, and it also lays a foundation for writing a bachelor thesis in finance.
Students interested in this seminar are required to submit an application. If the number of students who apply exceeds the maximum limit, then selection takes place using a lottery as specified by HU regulations. Students who are not selected will receive a cancellation email one week after the deadline for applications. Students who do not receive an email are required to attend the first class.
To apply, please submit your application form https://www.wiwi.hu-berlin.de/en/professuren/bwl/finance/study/application to: finance-group@hu-berlin.de. Deadline for applications: 30.09. (Winter semester) and 31.03. (Summer semester).
Prerequisites: Grundlagen der Finanzwirtschaft 1, Grundlagen der Finanzwirtschaft 2
Participants: max. 20
Academic papers and lecture notes
StO/PO BA BWL und VWL 2016: 6 LP, Modul: "Empirical Research in Finance"
Seminar paper
Die Veranstaltung wurde 5 mal im Vorlesungsverzeichnis SoSe 2024 gefunden:
