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ZUG4039 - Empirical Finance

15 credits

Honours degree – Module

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.

Faculty

Business, Engineering and Technology

Offered

South Africa

  • First Semester  2019

Synopsis

The module covers empirical and econometric techniques commonly applied in financial and commodity markets research. The student will develop the skills and knowledge to do research on developing economies securities, commodities, and other financial markets or to undertake comparative research across different markets. Topics include: concept of returns; essential econometrics; time series; volatility modelling, asset price models and event studies.

Outcomes

  1. Explain theoretical and practical concepts in empirical finance.
  2. Apply comprehensive and systematic knowledge of finance to real world contexts.
  3. Describe the empirical and econometric techniques usually applied to financial and commodity markets.
  4. Conduct empirical experiments on financial and commodity markets.

Assessment

Within semester assessment: 50%
Examination: 50%

Workload requirements

Minimum total expected workload to achieve the learning outcomes for this module is 150 hours typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The module requires on average three to four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.

Prerequisites

All three compulsory BCom (Honours) or equivalent modules.

Prohibitions

None

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