MGT3032 Empirical Methods in Finance

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Course Outline

Reading List

Class Schedule

Homework Assignments

• Homework assignment #1
• Sample program for homework assignment #1
• Solution to homework assignment #1
• Homework assignment #2
• Solution to homework assignment #2
• Homework assignment #3
• Solution to homework assignment #3
• Homework assignment #4
• Sample program for homework assignment #4
• Solution to homework assignment #4
• Programs for homework assignment #4
• Homework assignment #5
• Data for homework assignment #5
• Solution to homework assignment #5
• Programs for homework assignment #5
• Homework assignment #6
• Solution to homework assignment #6
• Programs for homework assignment #6

Lecture Notes

• Lecture Note #1
• A Note on Merton (1980)
• Lecture Note #2
• Basic Properties of Chi-squared and Wishart Distribution
• Notes on GMM
• GMM Estimation of Mean and Covariance Matrix
• GMM Estimation of Regression Coefficients
• Asymptotic Distribution of Sample Autocorrelation Coefficients
• Lecture Note #3

Matlab Programs and Resources

• Matlab Tutorial for Beginners
• Matlab Tutorial - Advanced
• Online Matlab manual
• Matlab array manipulation tips and tricks

Tips on How to Write a Report

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