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Economics of Financial Markets and Big Data

Module Code: ECP77514

• ECTS Credit: 5
• Mandatory/Optional: Optional
• Semester/Term Taught: Hilary Term
• Module Coordinator: Professor Niamh Wylie

Module Content

1. Introduction to Asset Pricing Models and empirical testing
2. The equity premium and other asset pricing anomalies
3. The Bond Market
4. International Finance

Module Delivery

The module will be delivered through a combination of lectures (10 hours) and tutorials (5 hours).

Learning Outcomes

On completion of the module, students will be able to:

• Use asset pricing models to examine the dynamics of financial markets.
• Think independently about the sources of asset pricing anomalies.
• Appraise rigorously the performance of portfolio managers and communicate their analysis effectively.
• Apply financial theories in an international context.

Teaching and Learning Methods

• Lectures
• Tutorials and weekly problem sets
• Prescribed readings
• Critical analysis of current research

Assessment

Assessment comprises 50% continuous assessment and a 50% project.

Module Website

Blackboard