Modulhandbuch (Module manual)

M.184.5262 Empirical Finance
(Empirical Finance)
Koordinator (coordinator): Jun.-Prof. Dr. Matthias Pelster
Ansprechpartner (contact): Jun.-Prof. Dr. Matthias Pelster (matthias.pelster[at]uni-paderborn.de)
Credits: 5 ECTS
Workload: 150 Std (h)
Semesterturnus (semester cycle): WS/SoSe
Studiensemester (study semester): 1-4
Dauer in Semestern (duration in semesters): 1
Lehrveranstaltungen (courses):
Zur Zeit sind keine Lehrveranstaltungen bekannt. (No courses are known.)
Wahlmöglichkeiten innerhalb des Moduls (Options within the module):
Keine
Empfohlene Voraussetzungen (prerequisites):

​Fundamental knowledge in the field finance and multivariate analysis.

Inhalte (short description):

The main focus of this course is the introduction to and intensive work with current empirical papers from the field of Finance. In the seminar, students will obtain an understanding of the quantitative methods used in the papers and learn how to implement these using empirical data and statistical software. Results are to be presented and discussed critically in class and have to be summarized in a short paper. Presentations will take place before students write up their papers and will focus on the structure and approach to their topic.

 

The seminar covers current papers on topics from the areas of Banking, Asset Pricing, Behavioral Finance or Corporate Finance that are published (or to be published) in leading academic journals. Working on these topics, students will be exposed to quantitative methods of econometrics, have to use basic statistical software packages, and have to implement quantitative methods using their own empirical dataset. Further necessary steps require independently planning and executing empirical analyses, collect, prepare, and manage their data, and critically evaluate the contribution of papers to our knowledge.
Lernergebnisse (learning outcomes):
Fachkompetenz Wissen (professional expertise):
Studierende...
  • Knowledge on current topics from the areas of Banking, Asset Pricing, Behavioral Finance or Corporate Finance
  • Fachkompetenz Fertigkeit (practical professional and academic skills):
    Studierende...
  • Application of quantitative methods; usage of basic statistical software packages; data analysis
  • Evaluation of current research
  • Critical assessment and discussion of current research
  • Personale Kompetenz / Sozial (individual competences / social skills):
    Studierende...
  • Presentation and discussion of own scientific work
  • Extension of skills needed to perform oral presentations
  • Personale Kompetenz / Selbstständigkeit (individual competences / ability to perform autonomously):
    Studierende...
  • Transfer of fundamental knowledge to current topics (in Finance)
  • Self-contained selection, use and assessment of factual knowledge and methodic competences
  • Self-organization to complete complex projects
  • Preparation and implementation of a small research project
  • Prüfungsleistungen (examinations)
    Art der Modulprüfung (type of modul examination): Modulteilprüfungen
    Art der Prüfung
    (type of examination)
    Umfang
    (extent)
    Gewichtung
    (weighting)
    a) Hausarbeit 75.00 %
    b) Präsentation 25.00 %
    Studienleistung / qualifizierte Teilnahme (module participation requirements)
    Nein
    Voraussetzungen für die Teilnahme an Prüfungen (formal requirements for participating in examinations)
    Keine
    Voraussetzungen für die Vergabe von Credits (formal requirements for granting credit points)
    Die Vergabe der Credits erfolgt, wenn die Modulnote mindestens „ausreichend“ ist
    Gewichtung für Gesamtnote (calculation of overall grade)
    Das Modul wird mit der doppelten Anzahl seiner Credits gewichtet (Faktor: 2)
    Verwendung des Moduls in den Studiengängen (The module can be selected in the following degree programmes)
    M.Sc. International Business Studies, M.Sc. Betriebswirtschaftslehre, M.Sc. International Economics and Management, M.Sc. Management Information Systems, M.Sc. Wirtschaftsinformatik, M.Sc. Wirtschaftspädagogik, M. Ed. Wirtschaftspädagogik
    Umfang QT (participation requirements):
    Lernmaterialien, Literaturangaben (learning material, literature):
    Information regarding topics and academic literature will be distributed in the context of the introductory event
    Sonstige Hinweise (additional information):

    ​English / Deutsch (Academic literature will mostly be English; students may choose the language of their presentation and term paper individually)

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