Empirical Methods in Finance at UT Austin (F395.4)
Spring 2009
Professor: John M. Griffin (www.jgriffin.info)

TA: Nicholas Hirschey

Meets: Tuesday 6:30-9:30 (MSB 6.420) until Feb 18, and Wed 9-12 (CBA 4.346) from March 4 onward.  

All Assignments Due On Monday at 10 am

Syllabus: Stock Characteristics, Predictability, Unconditional CAPM, Cond. CAPM, Mom/ OR, Size, BE/ME Debate, Behavioral Finance, International Asset Pricing, Other Topics

Schedule: 

Date:	Readings:	Assignments:	Special Notes:
Week 1: Jan. 20 (Tuesday)	Introduction		Pop Quizzes throughout.
Week 2: Jan. 27	Methodology, Stock Characteristics, Short-Term Predictability	Assignment #1, Stock Characteristics
Week 3: Feb. 3	Long-Term Predictability	Assignment #2
Week 4: Feb. 10	Unconditional CAPM	Assignment #3
Week 5: Feb. 17	APT, time-series tests	Assignment #4,
Week 6: Feb. 24		Assignment #5, Testing a factor
Week 7: Mar. 3	Size, BE/ME Debate, Sorting
Week 8: Mar. 10	Mom	Idea Assignment
	Spring Break!		Work on Paper ideas, Tips from J. Cochrane
Week 9: Mar. 25	International Topics	Idea Assignment
Week 10:  Apr. 1	Other International, Behavioral	Idea Assignment
Week 11:  Apr. 8	Behavioral Finance	Idea Assignment
Week 12:  Apr. 15	Institutions	Idea Assignment
Week 13: Apr. 22	Mutual Funds, Hedge Funds	Idea Assignment
Week 14:  Apr. 29	Recent research
Week 15:  May 6	Student Presentations	Presentations!! Student Prep. guides
	FINAL	To be confirmed