This research level course introduces students in finance and related fields to current asset pricing research, both applied theoretical and empirical. The focus will be on learning how to implement recent advances in the area, and to help develop ideas for new high-quality research. To achieve this, the course will involve a combination of readings, discussions, and implementation.
Learning Outcomes
Upon successful completion, students will have the knowledge and skills to:
- Have a comprehensive conceptual framework of empirical asset pricing;
- Be familiar with the classic papers, recent contributions to frontier topics, and most important, relevant economic questions;
- Be able to analyze and evaluate new asset pricing research efficiently;
- Have acquired the skills to conduct and communicate original asset pricing research;
Indicative Assessment
- The course grade will be composed of assignments (40) [LO null]
- student presentations and discussion participation (20) [LO null]
- a course project (40) [LO null]
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
10-12 hours per week consisting of a combination of lectures, readings, discussions, and private study.
Inherent Requirements
Not applicable
Requisite and Incompatibility
Prescribed Texts
There will be significant journal readings from the literature, as well as the following book:- Cochrane, J., Asset Pricing, Princeton University Press, 2001.
Assumed Knowledge
Students will require a solid background in finance, econometrics and programming.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 |
|---|---|
| 2019 | $4320 |
- International fee paying students
| Year | Fee |
|---|---|
| 2019 | $5700 |
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 |
|---|---|---|---|---|---|---|
| 4884 | 25 Feb 2019 | 04 Mar 2019 | 31 Mar 2019 | 31 May 2019 | In Person | View |
