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We meet once per week, (3:00-5:30 Thursday SPEA270). The first class is introductory. Each remaining class will typically be composed of the following sections (some classes may differ):
Individual Student Presentations
Each student will make a presentation once every
two weeks. To ensure discussion and interaction,
every student must read the papers to be presented
prior to class (approx one hour per paper for non-presenters).
The "Paper of the Day."
The assigned "paper of the day" will be discussed as
a group. You must spend at least one hour studying this paper.
As you read, you should have a pencil in your hand and go through
and identify interesting points or questions for class
discussion.
Problem Sets
There are four problem sets. Each will allow
just under two weeks for completion. Problem sets will
typically contain three sections:
Course Project
You will construct a research proposal for an original
empirical financial economics study:
The full proposal shall not exceed 25 pages double spaced (including references and appendices). This proposal must conform to Journal of Finance style requirements.
Grading
The grade for the course will be composed of:
Sign-up right now for these computer accounts (unless you
already have them)
Please go to the following web page ASAP:
http://iuaccts.ucs.indiana.edu/.
You will be asked to enter your network ID and password (see the doctoral
office if you do not have these). Once past the password, please
follow these steps.
Recommended Book
The recommended (but not required) text for the course is (CLM
for short): Campbell, John Y., Andrew W. Lo and A. Craig MacKinlay,
1997, The Econometrics of Financial Markets,
Princeton University Press: Princeton New Jersey (ISBN: 0-691-04301-9).
CLM is on reserve in the SPEA library.
Incompletes
No Incompletes will be given in this course.
Timothy Crack
BU356B
812.855.2695
tcrack@indiana.edu
Top of Syllabus | Topics List | Class Schedule | Top of Reading List |
Top of Syllabus | Topics List | Class Schedule | Top of Reading List |
Date | Lecture Topics | Paper Topics |
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Jan 15 |
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Jan 22 |
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Jan 29 |
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Feb 3 | (PS1 Due 5PM) | |
Feb 5 |
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Feb 12 |
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Feb 17 | (PS2 Due 5PM) | |
Feb 19 |
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Feb 26 |
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Mar 3 | (Project Q Due 5PM) | |
Mar 3 | (PS3 Due 5PM) | |
Mar 5 |
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Mar 10 | (Topic Analysis Due 5PM) | |
Mar 12 |
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Mar 26 |
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Apr 2 |
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Apr 7 | (PS4 Due 5PM) | |
Apr 9 |
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Apr 16 |
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Apr 21 | (Project Due 5PM) | |
Apr 23 |
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Apr 30 |
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May 7 | (Take home Final Due 5PM) |
Top of Syllabus | Topics List | Class Schedule | Top of Reading List |
NOTE: