Finance

Athabasca University
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Finance 405: Empirical Finance examines major methods and findings in empirical studies in finance, with emphasis on the efficient markets hypothesis and its applications. Topics covered include testability of the capital asset pricing model, arbitrage pricing theory, risk premiums, and environmental impacts on financial assets. The course also explores topics in economics such as uncovered interest parity.

FNCE 405 is one of the core courses for the Financial Services major in the Bachelor of Commerce program. This course relates students' knowledge of finance models such as the CAPM and APT to work done by researchers to prove or disprove these models. Students also read and critically examine empirical research literature in finance and learn how to perform quantitative analysis on financial data series, such as

classical regression analysis

univariate time series modelling and forecasting

simulations.

As part of the requirements for this course, students must complete a research project that applies the concepts in the course to real-life data.

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Athabasca%2C%20Canada

Athabasca , Canada