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Blekinge Institute of Technology
Department of Industrial Economics
Revision: 3
Reg.no:
Course syllabus
Empirical Financial Analysis
Empirical Financial Analysis
7.5 credits (7,5 högskolepoäng)
Course code: IY2607
Main field of study: Industrial Economics and Management
Disciplinary domain: Technology
Education level: Second-cycle
Specialization: A1F - Second cycle, has second-cycle course/s as entry requirements
Language of instruction: English
Applies from: 2018-10-01
Approved: 2018-10-01
1. Descision
This course is established by Dean 2017-11-29. The course syllabus is approved by Head of Department of Industrial Economics 2018-10-01 and applies from 2018-10-01.
2. Entry requirements
For admission to course requires completed course Corporate Finance, 6 credits.
3. Objective and content
3.1 Objective
The course objective is for students to learn how to conduct financial studies empirically. This course deals with how to go from theoretical problems to how these can be empirically investigated. Major focus of the course is on financial econometrics and time series analysis and the synthesis from empirical analysis. The course also deals with what happens when we let go of the assumption of full rationality of the individual and thus the market and methods for investigating this.
3.2 Content
· Empirical analysis of market efficiency
· Estimation of risk models
· Application of asset pricing
· Emperical portfolio selection
4. Learning outcomes
The following learning outcomes are examined in the course:
4.1. Knowledge and understanding
On completion of the course, the student will be able to:
· empirically estimate and interpret key parameters in linear and non-linear risk models
· translate theoretical models into empirical analyzes
4.2. Competence and skills
On completion of the course, the student will be able to:
· synthesize empirical results relative to theoretical arguments
· argue academically in speech and writing
4.3. Judgement and approach
On completion of the course, the student will be able to:
· Show understanding of the empirical research conducted within financial economy based on high academic standards
5. Learning activities
Teaching activities in the course consist of lectures and supervision. The module opposition also includes a presentation of the own work that someone should oppose.
6. Assessment and grading
Modes of examinations of the course
| Code | Module | Credit | Grade |
| 1905 | Written assignment | 5 credits | AF |
| 1915 | Opposition | 2.5 credits | GU |
The course will be graded A Excellent, B Very good, C Good, D Satisfactory, E Sufficient, FX Failed result, a little more work required, F Fail.
The information before a course occasion states the assessment criteria and make explicit in which modes of examination that the learning outcomes are assessed.
An examiner can, after consulting the Disability Advisor at BTH, decide on a customized examination form for a student with a long-term disability to be provided with an examination equivalent to one given to a student who is not disabled.
7. Course evaluation
The course evaluation should be carried out in line with BTH:s course evaluation template and process.
8. Restrictions regarding degree
The course can form part of a degree but not together with another course the content of which completely or partly corresponds with the contents of this course.
9. Course literature and other materials of instruction
Luenberger, D. G. (latest edition) ”Investment Science”, Oxford University Press
Tsay, R.S. (latest edition) ”An introduction to analysis of financial data with R”,Wiley
Scientific articles on a maximum of 500 pages may be included
This is not a legal document. If you would like a copy of the legal decision regarding this course plan, contact the registrar at Blekinge Institute of Technology.