Applied Financial Economics
- 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