Advanced Financial Empirical Research (AFER)

Reading list


Compulsory Literature:
Required Reading
• Lecture notes.
• A selection of academic articles (updated each semester, see the study guide).

Recommended Reading
• Brooks, C., 2014. Introductory econometrics for finance. Cambridge university press. 3rd Edition. Chapters
9, 11, and 12.
• Campbell, J.Y. and Andrew, W., 1997. Lo, and A. Craig MacKinlay, 1997. The econometrics of financial
markets. Chapter 6.

Please Note !


There will be no new admissions to this course.


Course title:
Advanced Financial Empirical Research
Semester: Autumn term 2019
Study period: 3 4
Rate of studies: 50%
Level: Graduate level (second cycle)
Credits: 7.5
Language of instruction: English

Contact:


Course coordinator:
Oskar Sjölander
Head of course:
Lu Liu

Teachers: