Applied Financial Economics

Overview

• We cover how theoretical models and the associated empirical analysis can be applied in practice
• We first review classical stock market analysis techniques: fundamental analysis and technical analysis.
• We investigate various trading strategies adopted by market participants.
• We continue to study how modern time series models can help to analyze and predict future stock price.
• Then we examine several market microstructure models. trading models. to understand trading behavior such as bid-ask spread, liquidity, trading volume, and trading behaviors,
• Finanly, to understand increasingly popular computerized trading, we cover programming and econometric software such as Excel VBA and R.

Topics:

• Equity research
• Technical trading
• Investor trading behavior
• Excel VBA programming
• R programming

Overview Video: