Empirical
Methods in Finance at UT Austin (F395.4)
Fall 2006
Professor: John M. Griffin
(www.jgriffin.info)
We likely be meeting 2X per week in early weeks but it will allow more flexibility for paper projects in November.
| Date: | Readings: | Assignments: | Special Notes: | ||
Week 1: August 30 |
Introduction, Talking about methodology | ||||
| Week 2: Sept. 4 |
Predictability, |
Assignment #1, Stock Characteristics Due Tuesday |
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| Week 3: Sept. 11 |
Predictability, Unconditional CAPM |
NEW Assignment #2 Due Monday. |
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Week 4: Sept. 18 |
Conditional Models, GMM, APT, |
Assignment #3,
Conditional Pricing,
Due Wed. |
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Week 5: Sept. 25 |
Assignment #4 | ||||
Week 6: Oct. 2 |
Mom/ OR | Assignment #5, Due Oct. 2 | |||
| Week 7: Oct. 9 | Accounting topics | ||||
| Week 8: Oct. 16 |
International Topics | Assignment 6, Due Mon., Testing a factor | Bring an idea to class! | ||
| Week 9: Oct. 23 | Other International, Behavioral | ||||
| Week 10:
Oct. 30 |
Bayesian Studies in Finance | F. Nardari, Guest speaker | |||
| Week 11: Nov. 6 | Behavioral Finance | Work on Paper ideas, Tips from J. Cochrane | |||
| Week 12: Nov. 13 | Prepare for Paper | ||||
| Week 13: Nov. 20, No Class Wed. | Behavioral Finance, Institutions |
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| Week 14:
Nov. 27 |
Mutual Funds, Hedge Funds | ||||
| Week 15:
Dec. 4 |
Student Presentations | Presentations!! Student Prep. guides |
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| FINAL |
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