Empirical Finance

General information about the course
Lecturer Prof. Dr. Philip Valta
Assistant  
Degree /  Credits MSc / 6 ECTS
Content This seminar provides students with a toolbox and working knowledge of the main methods used in empirical finance research. The goal of this class is that students learn how to apply the various methods to analyze data sets in finance and to prepare them for the write up of the Master thesis. The seminar reviews some econometric theory, but the focus is on the application of the methods in a finance setting. Econometric topics include linear regression (OLS and Panel) and how to address endogeneity problems. While the first part focuses on corporate finance topics such as capital structure, payout policy, or liquidity management, the second part looks into asset pricing and time series models.

Students are expected to have been exposed to finance topics at the master level (i.e. Financing and Capital Structure and/or Advanced Valuation and/or Investments and/or Derivatives, etc.).
Enrollment

To enroll for the seminar please send an email (with the subject title "EF 2025") with your current and complete transcript of grades to philip.valta@unibe.ch. The deadline for all applications is February 13th, 2025.
The final list of participants will be announced by February 15th, 2025.

Room
Di, 18.02.2025  14:15 - 17:00 UniS, A322
Di, 25.02.2025 14:15 - 17:00 Seminarraum 109, Engehaldenstr. 8, E8
Di, 11.03.2025 14:15 - 17:00 UniS, A322
Di, 18.03.2025 14:15 - 17:00 UniS, A322
Di, 25.03.2025 14:15 - 17:00 UniS, A322
Di, 01.04.2025 14:15 - 17:00 UniS, A322
Di, 06.05.2025 14:15 - 17:00 Seminarraum 109, Engehaldenstr. 8, E8
Latest Syllabus Syllabus Empirical Finance 2025