Empirical Financial Research
Undergraduate
Undergraduate
BANK 3010
Undergraduate
Yes
Note: This offering may or may not be scheduled in every study period. Please refer to the timetable for further details.
151360
4.5
No
School of Commerce
To provide students with an introduction to the techniques used in the analysis of financial and business data and in finance research; the use of these empirical techniques; and experience in the application of these methods in basic empirical financial research
Introduction to the analysis of financial and business data: its importance and role. Methodological issues relevant to data analysis in finance and business: the link between theory and analysis. Transforming and presenting financial data: tables, charts, graphs, use of percentage changes, ratios, the construction and use of index numbers, and use of real versus nominal values in financial analysis. Summary measures for data: their construction, use and limitations. Writing in finance: descriptive and summary reports; empirical research reports. Introduction to linear regression: the bivariate model, its applications, and measures of fit; interpretation and applications of multiple regression in financial research and analysis; normal and t distributions in regression; and hypothesis testing. Introduction of specification problems: multicollinearity, autocorrelation and heteroscedasticity; Dummy variables and the use of lagged variables in regression; Long-run relationships in finance: the order of integration of a time series, co-integration and long-run relationships between time series, and testing for unit roots.
Nil
Common to all relevant programs | |
---|---|
Subject Area & Catalogue Number | Course Name |
BANK 2007 | Business Finance |
ECON 2007 | Forecasting and Business Analysis |
Nil
Component | Duration | ||
---|---|---|---|
INTERNAL, CITY WEST | |||
Seminar | 3 hours x 10 weeks | ||
EXTERNAL, CITY WEST, DISTANCE EDUCATION | |||
External | N/A x 10 weeks |
Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.
Assignment, Continuous assessment, Examination
EFTSL*: 0.125
Commonwealth Supported program (Band 3)
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Fee-paying program for domestic and international students
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Non-award enrolment
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* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.