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課程名稱 |
財務實証研討
Seminar on Empirical Finance |
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開課學期 |
106-2 |
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授課對象 |
管理學院 財務金融學研究所 |
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授課教師 |
陳彥行 |
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課號 |
Fin8008 |
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課程識別碼 |
723ED1050 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期三2,3,4(9:10~12:10) |
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上課地點 |
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備註 |
本課程以英語授課。上課教室：管一204教室
限博士班
總人數上限：10人 |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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課程概述 |
This course is aimed to prepare students of master or PhD. level for conducting empirical research in the field of empirical finance and corporate finance. |
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課程目標 |
Students are required to have undergraduate level background knowledge of econometrics, investment, and corporate finance. Without relying on too much mathematics, the lecture will first introduce econometric models that are frequently used in the empirical finance literature and how to implement those models in a STATA. Then, the lecturer will show how to apply those models in issues frequently discussed in finance journals, such as labor and finance, corporate social responsibility, corporate governance, cash management, and mutual fund performance. After the introduction of each issue, master students are required to present papers with similar topic and propose new research ideas (at most two papers for each student). Ph.D. students will then provide comments and suggestions for the presentation. Students will also learn how to propose a practical research project with high potential to become their degree thesis. |
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課程要求 |
Master students: In-class exercise (50%); journal article presentation (at most two papers for each student) (25%); term project proposal (25%).
Ph.D. students: Class participation (50%); lecture design (25%); term project proposal (25%).
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預期每週課後學習時數 |
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Office Hours |
每週三 15:30~16:30 |
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指定閱讀 |
Wooldridge, J.M. (2013). Introductory econometrics: A modern approach, 5th Edition.
Roberts, M. R., Whited, T. M. (2013). Endogeneity in empirical corporate finance. In Constantinides G. M., Harris, and Stulz, R. M. Stulz (Eds.) Handbook of the Economics of Finance 2A, 493-572. |
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參考書目 |
待補 |
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評量方式
(僅供參考) |
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