MN20310: Empirical finance
[Page last updated: 23 August 2022]
| Academic Year: | 2022/23 |
| Owning Department/School: | School of Management |
| Credits: | 6 [equivalent to 12 CATS credits] |
| Notional Study Hours: | 120 |
| Level: | Intermediate (FHEQ level 5) |
| Period: |
|
| Assessment Summary: | CW 30%, EX 70% |
| Assessment Detail: |
|
| Supplementary Assessment: |
|
| Requisites: | |
| Learning Outcomes: | By the end of this unit, the student should be able to:
* critically evaluate empirical research for the appropriateness of the methods used; * conduct simple empirical investigations. |
| Aims: | The aim is to introduce students to basic methods of empirical analysis in finance. |
| Skills: | Intellectual Skills
* the facility to apply subject-specific knowledge into a range of complex situations; TFA * a critical awareness of current issues and frameworks in finance; AF * the ability to acquire and analyse data, information and situations; to evaluate relevance and validity, and to synthesise it in the context of finance problems; FA * an understanding of appropriate research and methodological techniques that allow detailed investigation of problems and ability to use these skills to produce professional and critical reports. TFA Professional Practical Skills * operate effectively both independently as well as within teams and assume leadership roles where appropriate; FA * be self-directed and able to act autonomously in planning and implementing. F Transferable/Key Skills * ability to conduct in-depth research into finance problems. FA Personal/Interpersonal * the facility to communicate including presenting and marketing themselves and their ideas. FA |
| Content: | Testing for market efficiency, testing asset pricing models, evaluation of investment and trading strategies, time series analysis. |
| Programme availability: |
MN20310 is Compulsory on the following programmes:School of Management
|
Notes:
|