School of Economics and Finance

ECOM146 - Empirical Finance

Credits: 15

Module Convenor: Dr Luigi Ventimiglia

The aim of this course is to provide a rigorous training in order to analyse financial markets and corporate decisions processes from a computational point of view.  Students will be taught the theory to help them to understand the applications used in EViews.  Students will learn how to use this specific statistical package, how to formalize their ideas within an econometric framework and how to derive and interpret results obtained from their investigation of financial market phenomena and corporate decisions processes.

There is an overlap of the content in this module and with Applied Finance with EViews (ECOM122), students are therefore unable to take both modules.

Assessment: 80.0% Examination, 20.0% Coursework