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MN20310: Empirical finance

[Page last updated: 23 August 2022]

Academic Year: 2022/23
Owning Department/School: School of Management
Credits: 6 [equivalent to 12 CATS credits]
Notional Study Hours: 120
Level: Intermediate (FHEQ level 5)
Period:
Semester 2
Assessment Summary: CW 30%, EX 70%
Assessment Detail:
  • Coursework (CW 30% - Qualifying Mark: 35)
  • Examination (EX 70% - Qualifying Mark: 35)
Supplementary Assessment:
Like-for-like reassessment (where allowed by programme regulations)
Requisites:
Learning Outcomes: By the end of this unit, the student should be able to:
* critically evaluate empirical research for the appropriateness of the methods used;
* conduct simple empirical investigations.

Aims: The aim is to introduce students to basic methods of empirical analysis in finance.

Skills: Intellectual Skills
* the facility to apply subject-specific knowledge into a range of complex situations; TFA
* a critical awareness of current issues and frameworks in finance; AF
* the ability to acquire and analyse data, information and situations; to evaluate relevance and validity, and to synthesise it in the context of finance problems; FA
* an understanding of appropriate research and methodological techniques that allow detailed investigation of problems and ability to use these skills to produce professional and critical reports. TFA
Professional Practical Skills
* operate effectively both independently as well as within teams and assume leadership roles where appropriate; FA
* be self-directed and able to act autonomously in planning and implementing. F
Transferable/Key Skills
* ability to conduct in-depth research into finance problems. FA
Personal/Interpersonal
* the facility to communicate including presenting and marketing themselves and their ideas. FA

Content: Testing for market efficiency, testing asset pricing models, evaluation of investment and trading strategies, time series analysis.

Programme availability:

MN20310 is Compulsory on the following programmes:

School of Management
  • UMMN-AFB02 : BSc(Hons) Accounting and Finance (Year 2)
  • UMMN-AKB02 : BSc(Hons) Accounting and Finance with Year long work placement (Year 2)

Notes:

  • This unit catalogue is applicable for the 2022/23 academic year only. Students continuing their studies into 2023/24 and beyond should not assume that this unit will be available in future years in the format displayed here for 2022/23.
  • Programmes and units are subject to change in accordance with normal University procedures.
  • Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.
  • Find out more about these and other important University terms and conditions here.