Consider the linear regression model where yt = 0 + 1 yt1 + ut where ut = ut1 + t and
2
t N 0, . Write down an argument as to whether or not you can consistently estimate 1 by
OLS.
To answer this question, it is important to know the condition required fo
Expected Term Structures
Andrea Buraschi, Ilaria Piatti, and Paul Whelan
[email protected][email protected][email protected]
ABSTRACT
This paper studies the properties of bond risk premia in the cross-section of subjective
expectation
Fixed Income Risk Management
Week 1
Rafael P. Ribas
1
Contents
Introduction to Fixed Income Markets
Veronesi, Chapter 1, all sections
Basics of Fixed Income Securities
Veronesi, Chapter 2, sections 2.1-2.5 and 2.9
2
Introduction to Fixed Income Market
Amsterdam Business School
Thesis Seminar Finance
Week 1: Introduction
Finance seminar
Ultimate goal of the Finance thesis seminar:
To prepare you for the thesis;
Creating a solid thesis proposal:
Feed back in multiple rounds
Exposure to many different kin
Behavioral Finance
Investment Analysis
Finance EMBA
KAIST Graduate School of Finance
Jangkoo Kang
Readings
Chapter 11 in Bodie, Kane, and Marcus, 2011, Investments and
Portfolio Management, McGraw-Hill Irwin.
Barberis, Nicholas and Richard H. Thaler, 2003
1
Economie des Organisations
Plan du cours (bachelor 3)
A. Rle de linformation dans lorganisation du march
1. Asymtrie de linformation et dfaillances de march
Slection adverse (Adverse selection )
Ala moral (Moral Hazard)
2. Contrats incitatifs (notions
Master thesis topics
in empirical asset pricing
Esther Eiling
Associate Professor of Finance
[email protected]
General comments
2
Writing a thesis in empirical asset pricing requires extensive statistical
analysis. You need to be well prepared and familiar
Review on the paper of DellaVigna and Pollet, Investor Inattention
and Friday Earnings Announcements
Group 5 | Empirical Methods
Amsterdam, January 2017
Contents
Question 1
Question 2
Question 3
Question 4
Question 5
Question 1
Data Preparation
3
Group 5
Finance
Financial statements are accounting reports with past
performance information that a firm issues periodically
They must also send an annual report with their financial
statements to their shareholders each year
Generally Accepted Accounting Prin
Week 45 Tutorial
Short questions meant to give us an idea of what you know
* Required
1. * Your ID number _
2. You can see six time-series plots (yt on the vertical axis and t on the horizontal axis) in Figure 1. Check all that apply.
(a)
Stationary
Not s
CASE STUDY: TOYOTA
1. TOYOTA CORPORATE OVERVIEW
Founded in 1937, Toyota Motor Corporation is a Japanese company that engages in the design,
manufacture, assembly, and sale of passenger cars, minivans, commercial vehicles, and related parts
and accessories
