Applied Financial Economics

Photo by Stephen Dawson on Unsplash


  • 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.


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

Overview Video:

Chiu Yu Ko
Chiu Yu Ko
Associate Professor

My research interests include Game Theory, Industrial Organization, Political Economics and Financial Economics.