ECO464H1: Empirical Financial Economics

Hours: 
24L/12T

The course develops the tools used in empirical research in financial economics. Coverage may include discrete choice models, duration models, instrumental variables, differences-in-differences, regression discontinuity, propensity score estimators, sample selection models and cumulative abnormal return calculation. Topics are drawn from ownership structure, mergers and acquisitions, capital structure, payout policy, CEOs' effect on the firm, executive compensation, insider trading, shareholder activism, and bank financing.

Prerequisite: 

ECO358H1(70%)/RSM330H1(70%), ECO374H1(70%)/ECO375H1(70%)/ECO327Y5(70%)

Recommended Preparation: 
Distribution Requirements: 
Social Science
Breadth Requirements: 
Society and its Institutions (3)