Students shall be able to do the following:

Knowledge

• Describe the current state of research in their research topic

Skills

• Build and structure information related to financial and empirical research

Competencies

• Prepare, present and critically assess papers on current topics in the field of financial market research

The seminar "Empirical Financial" deals with selected empirical questions from the areas of Corporate Finance and Capital Markets, which are oriented to current publications and working papers in the respective field. The objective of the seminar is to familiarize students with empirical research in the field of finance and to prepare them for the requirements of a master thesis.

• Empirical Asset Pricing
• Econometrics of Market Microstructure
• Event Studies
• Volatility models
• Time Series Models in Financial Econometrics

The students primarily research literature relevant to their topic.

Campbell J., Lo A. und MacKinlay A.C. (1997): The Econometrics of Financial Markets, Princeton University Press

Cochrane J. (2001): Asset Pricing, Princeton University Press, 2001

Hamilton, J: Time Series Analysis, Princeton University Press, 1994