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| Semester | Herbstsemester 2017 |
| Angebotsmuster | Jedes Herbstsemester |
| Dozierende | Tim Kröncke (t.kroencke@unibas.ch, BeurteilerIn) |
| Inhalt | This course covers important and controversial topics in empirical finance. First, we will survey empirical facts and then implement tests of theories to understand the facts. We will cover topics in asset pricing as well as corporate finance. More specifically, we will study the time-series properties of the aggregate stock market and cross-sectional behaviour of individual stocks; how to implement an event study to measure the effect of an economic event on the broad market or the value of a company; payout policies and capital structures. |
| Lernziele | Lectures are from 16.15-17.45. Afterwards, 18.00-19.30, we will meet in the computer laboratory and you will learn step by step how to implement workhorse methods in finance using Matlab. We will work with measures of the aggregate stock market as well as a large dataset of individual firms (CRSP/COMPUSTAT). The focus is on the stock market, however, topics related to bond markets and FX markets may be covered as well (if time permits). |
| Literatur | See Syllabus (Weblink) |
| Weblink | Weblink |
| Teilnahmebedingungen | Prerequisites: I assume that you have completed successfully the core modules in particular Econometrics (12036) and Advanced Macroeconomics and Finance (40105). We will spend a lot of time using the software Matlab. I strongly recommend that you visit the introduction to Matlab in the week before the beginning of the semester (see homepage Quantitative Methoden -> Vorkurs: Arbeiten mit wissenschaftlicher Software). We will take a hands-on approach and will apply theories and empirical methods to the data. Depending on your learning preferences, you may want to have a better understanding of the theories and methods before looking on the data. The following courses cover the theories and methods in more detail: Intermediate Finance (10634), Advanced Asset Pricing (10600), Unternehmerisches Finanzmanagement (20391), Advanced Financial Accounting (30676), Time Series Analysis I (10684), Computational Economics (23525), Applied Financial Data Management (19799). |
| Anmeldung zur Lehrveranstaltung | Registration: As the number of participants is limited please apply for the course by email to t.kroencke@unibas.ch until august 31st 2017. Shortly after you will be informed about your participation. Then please enrol in MOnA. EUCOR-Students have to enrol at the students administration office (studsek@unibas.ch) within the official enrolment period. Enrolment = Registration for the exam! |
| Unterrichtssprache | Englisch |
| Einsatz digitaler Medien | kein spezifischer Einsatz |
| Intervall | Wochentag | Zeit | Raum |
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Keine Einzeltermine verfügbar, bitte informieren Sie sich direkt bei den Dozierenden.
| Module |
Modul Ausgewählte Themen aus Ökonomie und Rechtswissenschaft (Masterstudium: Actuarial Science) Vertiefungsmodul Finance, Controlling and Banking (Master Wirtschaftswissenschaften) Vertiefungsmodul Monetary Economics and Financial Markets (Master Wirtschaftswissenschaften) |
| Leistungsüberprüfung | Semesterendprüfung |
| Hinweise zur Leistungsüberprüfung | 6 CP. Grading is based on a final written exam at the end of the semester (70%), and up to three assignments during the semester (30%). Attendance is mandatory. written exam: 12.12.17; 16:15-17:45. WWZ S13: A-Z. You can still withdraw from the examination by submitting a completed, signed form to our office from 17.10.17 until 27.10.17 / 12:00 o’clock. Withdrawals sent by email will not be accepted. You will find the examination withdrawal form on the Homepage of the Student Dean’s Office. Prior to 16.10.17, please only use MONA for withdrawing. The exam rooms will be published up to 08.12.17. |
| An-/Abmeldung zur Leistungsüberprüfung | Anmeldung: Belegen |
| Wiederholungsprüfung | keine Wiederholungsprüfung |
| Skala | 1-6 0,1 |
| Wiederholtes Belegen | beliebig wiederholbar |
| Zuständige Fakultät | Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch |
| Anbietende Organisationseinheit | Wirtschaftswissenschaftliche Fakultät |