Stockholm university
Gå till denna sida på svenska webben

Advanced Empirical Financial Research

The course equips students with models and research methods used in empirical finance.

The course aims to enhance students’ capability in understanding and assessing prior empirical research in finance, applying the models and methods they have learnt on new problems, and carrying out their own empirical analysis.

Methods to be introduced in the course include panel data models, limited dependent variable regressions, multifactor pricing models and volatility and correlation modelling. The course focuses on the use of these methods for topics including empirical asset pricing, corporate default and credit rating, household financial decisions, and financial market policy effects.

Being highly practical, the course prepares students for writing master thesis in finance.

  • Course structure

    Teaching format

    The teaching consists of lectures and computer labs and requires a significant portion of self-study on the part of students.

    The language of instruction is English.

    The teaching takes place on campus and online.

    For more detailed course information, see the study guide, published on the learning platform no later than one month before the course commences.


    Assessment for the course will be continuous and is carried throughout the different course activities.

    Each assessment task is weighted in relation to its importance in the overall assessment of the course.

    The student’s results from the different assessment tasks are added up to a total course score that will then translate into the final grade for the course.

  • Course literature

    Note that the course literature can be changed up to two months before the start of the course.
  • Contact

    Head of course: Lu Liu