The purpose of this course is to provide advanced insights into several areas of behavioral finance including individual investor behavior, household finance, limits to arbitrage, and (empirical) asset pricing. We will discuss cutting edge papers in these areas with a focus on methodological issues, such as conducting experiments, running surveys, and analyzing big data sets. The course will also include a practical part in which students replicate selected empirical findings related to cross-sectional return patterns. The course intends to enable students to plan and carry out empirical and experimental research in behavioral finance on their own and prepares for an empirical PhD thesis in this area of finance.
Content
Registration deadline: September 8, 2024
Assignments: Presentation of one or two (depending on the number of participants) papers in class. The presentation is mandatory for all course participants including the students who do not take the course for ECTS credits. Students will be informed about the paper(s) they have to present in advance. Exam The final grade is based on the presentation and a take home exam. The take home exam will be a referee report on a behavioral finance paper. It takes place approximately one week after the end of the course. The details and exact date will be discussed in class. Credits The course corresponds to a scope of 6 LP/ECTS.
Date of Event: 8 - 11 October 2024
Participation fee and registration HERE Contact: prodok@vhbonline.org
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