Courses Exchange Display 2019-2020

Course Description To PDF
Course title Financial Research Methods
Course code EBC4095
ECTS credits 6,5
Assessment Whole/Half Grades
Period
Period Start End Mon Tue Wed Thu Fri
1 2-9-2019 25-10-2019 X X X X
4 3-2-2020 3-4-2020 X X X X
Level Intermediate/Advanced
Coordinator Rachel Pownall
For more information: r.pownall@maastrichtuniversity.nl
Language of instruction English
Goals
To equip students with the tools and techniques to learn how to conduct research using formal research methods. Students learn current research methodology related to undertaking research in financial markets through the use of statistical tools. The course provides students with the skills to conduct both academic as well as business research in a financial setting. The course is instrumental in preparing students for their Masters thesis.
It is an essential basis for writing a final thesis and for preparing students as researchers in a professional business environment. The course is designed for Finance students in mind.
Description
The course begins with an opening lecture. The following tutorial meetings cover standard research theory (such as research philosophies, developing theories and issues of causality). The importance of good research methods is introduced directly using empirical financial data. During computing classes students are introduced to data modelling and statistical inference (using Stata software), considered to be highly relevant for finance students. Students are evaluated on the basis of a final research paper (approx. 15 pages), presentations, assignments, as well as discussions and general participation during tutorials and computing classes.
Not advised for exchange students.
Literature
Required literature:
Brooks, C., 2014. Introductory Econometrics for Finance, Cambridge University Press

Articles from financial journals

Additional literature:
Boffelli, S. and Urga, G., 2016. Financial Econometrics using Stata, Stata Press, Texas, US.
ISBN-13: 978-1-107-66145-5

Ryan, B., Scapens, R.W., and Theobald, M., 2002, Research Method and Methodology in Finance and Accounting, Thomson, London, UK

Greene, W.H., 2003, Econometric Analysis, 5th edition, Pearson Education, Inc., New Jersey, USA
Prerequisites
Quantitative Methods
Finance 1.5
Teaching methods PBL / Presentation / Lecture / Assignment / Groupwork
Assessment methods Final Paper / Assignment / Presentation
Evaluation in previous academic year For the complete evaluation of this course please click "here"
This course belongs to the following programmes / specialisations
Master Business Research - No specialisation Year 1 Disc - IB Strategic Corporate Finance
Master Business Research - No specialisation Year 1 Disc - IB Sustainable Finance
Master Business Research - No specialisation Year 2 Methodology Elective(s)
Master Business Research - Operations Research Year 1 Elective Course(s)
Master Business Research - Operations Research Year 2 Elective Course(s)
Master Human Decision Science Elective Course(s)
Master International Business - Strategic Corporate Finance Compulsory Course(s)
Master International Business - Sustainable Finance Compulsory Course(s)
SBE Exchange Master Master Exchange Courses
SBE Non Degree Courses Master Courses