Handbook

Research Methods in Finance 2 is an advanced course on empirical research in finance. Course topics encompass (i) econometric theory and methods, (ii) data collection and management, and (iii) programming. The course establishes a unified framework for analysing three econometric methods (least squares regression, maximum likelihood, and generalised method of moments). These econometric methods are applied to topics in corporate finance and asset pricing. The data section of the course covers appropriate use of database management systems, such as SAS and SQL. Programming is taught using general-purpose languages so that students learn how to write structured, modular program design. Programming examples are geared towards solving common problems in Financial research. Throughout the course, specific topics are selected to reflect student's interests.