Matches in SemOpenAlex for { <https://semopenalex.org/work/W2508049338> ?p ?o ?g. }
- W2508049338 abstract "COURSE DESCRIPTION: This course introduces doctoral students in finance and related fields to the frontier theoretical and empirical asset pricing research. We will cover selected topics that are essential for understanding the pricing and dynamics of financial markets. These topics include time-series stock return predictability, cross-sectional stock return predictability, the dynamics of stock market volatility, and the stock market risk-return relation across time. We will discuss each topic in three respects: (1) commonly used empirical methodologies; (2) main empirical findings; and (3) the relation between empirics and theories. Good asset pricing empirical work always requires a thorough understanding of asset pricing theories. In this course, we will overview the tension between empirical findings and economic theories, and discuss recent theoretical developments that attempt to provide a better explanation of data." @default.
- W2508049338 created "2016-09-16" @default.
- W2508049338 creator A5071446011 @default.
- W2508049338 date "2016-01-01" @default.
- W2508049338 modified "2023-09-27" @default.
- W2508049338 title "Asset Pricing Theory (and Empirical Methods in Finance)" @default.
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