RESEARCH METHODS IN FINANCE
2013/2014, Semester 1
School of Business (Finance)
Modular Credits: 4
This is a research methodology course for BBA (Hons.) students majoring in Finance. The purpose of the course is to introduce students to empirical methods of research in Finance. Topics covered include Multivariate Regression Analysis, Univariate Time Series Models, Vector Autoregressive Models, Generalized Autoregressive Conditional Heteroskedasticity, Cointegration, Regime Switching, and Generalized Methods of Moments Estimation. The course examines some applications of these methods to various research areas in finance namely, the Statistical Properties of Prices and Asset Returns, the Efficient Market Hypothesis, Predictability of Returns, Stock Market Volatility, International Stock Markets, Models of Volatility, and Asset Pricing Tests.
FNA3101/FIN3101/FIN3101A/FIN3101B/FIN3101C and FNA3102/FIN3102/FIN3102A/FIN3102B/FIN3102C and ST1131A/ST1131/ST1232/MA2216/ST2131/ST2334/EE2003/ME2491
Students who have passed FNA4111 are not allowed to take FIN4111. Not for students who have passed FE5209.
Workload Components : A-B-C-D-E
A: no. of lecture hours per week
B: no. of tutorial hours per week
C: no. of lab hours per week
D: no. of hours for projects, assignments, fieldwork etc per week
E: no. of hours for preparatory work by a student per week