The purpose of this course is to introduce students to the empirical methods of modern finance. We do not have time to cover all the topics or papers in the field. However, the subset of topics and papers which we do cover are chosen because they highlight some of the key concepts involved in current empirical work in Finance.
Assignments are an important part of this course. In these assignments you will be asked to test some of the models that we study. The idea being to reproduce (or otherwise) the results reported in the studies which we examine. It is felt that that this sort of learning by doing is an integral part of internalizing new ideas and concepts. Assignments will be due at the end of every two weeks. During the week that Assignments are due we will run an extra session (go an extra hour) so that answers can be presented.This is an advanced course.
Learning Outcomes
Upon successful completion, students will have the knowledge and skills to:
On completion of this course students should have an understanding of and be able to apply the techniques outlined in the course description.
Other Information
See the course outline on the College courses page. Outlines are uploaded as they become available.
Indicative Assessment
- In Class Closed Book Exam 75%
- Assignments 25%
- Total 100%
The ANU uses Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. While the use of Turnitin is not mandatory, the ANU highly recommends Turnitin is used by both teaching staff and students. For additional information regarding Turnitin please visit the ANU Online website.
Workload
10 hrs per week
Requisite and Incompatibility
You will need to contact the Rsch Sch of Finance, Actuarial Studies & App Stats to request a permission code to enrol in this course.
Fees
Tuition fees are for the academic year indicated at the top of the page.
If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.
- Student Contribution Band:
- 3
- Unit value:
- 6 units
If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees. Where there is a unit range displayed for this course, not all unit options below may be available.
| Units | EFTSL |
|---|---|
| 6.00 | 0.12500 |
Course fees
- Domestic fee paying students
| Year | Fee |
|---|---|
| 2016 | $3660 |
- International fee paying students
| Year | Fee |
|---|---|
| 2016 | $4878 |
Offerings, Dates and Class Summary Links
ANU utilises MyTimetable to enable students to view the timetable for their enrolled courses, browse, then self-allocate to small teaching activities / tutorials so they can better plan their time. Find out more on the Timetable webpage.
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.
First Semester
| Class number | Class start date | Last day to enrol | Census date | Class end date | Mode Of Delivery | Class Summary |
|---|---|---|---|---|---|---|
| 3926 | 15 Feb 2016 | 26 Feb 2016 | 31 Mar 2016 | 27 May 2016 | In Person | N/A |
Second Semester
| Class number | Class start date | Last day to enrol | Census date | Class end date | Mode Of Delivery | Class Summary |
|---|---|---|---|---|---|---|
| 8919 | 18 Jul 2016 | 29 Jul 2016 | 31 Aug 2016 | 28 Oct 2016 | In Person | N/A |