This course deals with the fundamental ideas and issues tackled in empirical research in corporate finance and financial intermediation, the methodologies employed to evaluate corporate finance and financial intermediation models, and classical and recent empirical findings in these areas. The topics include a selection of (i) financial structure, (ii) financing investment, (iii) tax system, (iv) dividend policy, (v) M&A, (vi) bankruptcy and reorganisation, and (vii) banking and financial intermediation.

This course applies advance econometric theory to empirical research methods in business. This advanced course begins with non-linear least squares, quasi-maximum likelihood, and generalised method of movements. Strongly rooted in the application, this course also covers asymptotic theory, Bayesian econometrics, unit-root time series, and stochastic processes.

This is a foundation (theory) course of corporate finance. The course reviews basic concepts of game theory, information economics, and contract theory used in corporate finance and financial intermediation theory. The topics cover financial structure, financing investment, tax system, dividend policy, M&A, bankruptcy and reorganisation, and banking and financial intermediation.

This is a foundation course in investment decision-making and asset pricing. The topics covered in the course are utility theory, decision-making under uncertainty, mean-variance portfolio analysis, equilibrium pricing in static and dynamic economies, derivatives pricing in static and dynamic economies, stochastic discount factor interpretation of asset pricing, asset pricing with differential information, and theories of market microstructure.

This course deals with the fundamental ideas and issues tackled in empirical research in asset pricing and market microstructure, the methodologies employed to evaluate asset pricing and microstructure models, and classical and recent empirical findings in these areas. The topics include a selection of (i) asset pricing models, (ii) market efficiency, (iii) market anomalies (iv) return predictability), (v) behavioural finance (vi) market microstructure (vii) trading mechanisms (viii) volatility models and (ix) international finance.

This course applies econometric theory to connect statistics to business research. The emphasis centres on implementing existing econometric techniques and the ability to understand new empirical procedures. This intermediate course centres on identifying the ideal test procedure for the question of interest including experiments, observational data, and simulations.