BA6802 TOPICS IN FINANCE RESEARCH I
| Course Code: |
3126802 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
10.0 |
| Department: |
Business Administration |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
|
| Offered Semester: |
Fall or Spring Semesters. |
Course Content
The course covers main research areas in finance utilizing a wide range of papers. These areas include (but are not limited to) information content of corporate announcements, market microstructure, statistical properties of asset returns, unconditional tests of asset pricing models (CAPM, APT), conditional tests of asset pricing models, efficient markets hypothesis and anomalies, behavioral finance, mutual fund and fund flows, and international finance. The students are expected to develop skills pertaining to how research work should be conducted and should be evaluated critically.
