Магистратура
2022/2023
Методологический научно-исследовательский семинар
Лучший по критерию «Полезность курса для расширения кругозора и разностороннего развития»
Лучший по критерию «Новизна полученных знаний»
Статус:
Курс обязательный (Стратегическое управление финансами фирмы)
Направление:
38.04.08. Финансы и кредит
Кто читает:
Школа финансов
Где читается:
Факультет экономических наук
Когда читается:
1-й курс, 1, 2 модуль
Формат изучения:
без онлайн-курса
Охват аудитории:
для своего кампуса
Преподаватели:
Бесстремянная Галина Евгеньевна,
Дергунов Илья Евгеньевич,
Дранев Юрий Яковлевич,
Карамышева Мадина Ринатовна,
Кокорева Мария Сергеевна,
Ованесова Юлия Сергеевна
Прогр. обучения:
Стратегическое управление финансами фирмы
Язык:
английский
Кредиты:
3
Контактные часы:
40
Course Syllabus
Abstract
The research seminar is aimed to introduce the master students to the world of research in the area of finance. Research in this area applies specific mathematical and econometrical methods, as well as the perfect data mining skills. The course includes the methodological part and the topic development part. Both parts of the research seminar aim to help students to develop the academic writing skills and a number of soft skills that are useful for a financier (e.g. presentation skills, team work, project management). The first part of research seminar aims at fostering discussion and interaction on some topics as Omitted variable problem, Simultaneity, Measurement error, Selection, Event Studies etc. with examples of Corporate Finance papers. Key recent papers will be selected and discussed among the participants. The objective is to develop the necessary tools and understanding for future identification and implementing in research. Simulation of real conference/seminar format as well as writing of a short literature review will help participants to get the initial core techniques of scientific work. To follow this course the basic courses of finance and microeconomics are the prerequisites.
Learning Objectives
- To provide the student with proper tools and skills for starting their own research in the area of finance.
Expected Learning Outcomes
- To be able to formulate and verify his or her own research question
- To be able to structure a research paper, formulate research question, write abstract
- Students will learn how to use the main databases of academic sources available through the HSE library.
- To be able to retrieve data from open statistical databases, archives, and other public sources.
- Deal with a number of econometric problems frequently faced in financial research (including Omitted variable problem, Simultaneity, Measurement error, Selection Bias).
- To demonstrate the ability to write valid and understandable research proposal.
- This course will prepare students to write proposals for their diploma topics.
Course Contents
- Introduction to research questions choice
- Cross-section of stock returns in research
- Online resources on advanced econometrics
- Replication papers and resources for replications
- Event study in finance
- Econometrics problems in finance
- Research proposal
- Master classes on using databases
Assessment Elements
- Assignment by Yulia OvanesovaДомашнее задание по тематикам семинаров. Презентации самостоятельных исследований
- Assignment by Galina BesstremyannayaДомашнее задание по тематикам семинаров. Презентации самостоятельных исследований
- Assignment by Madina Karamysheva
- Assignement by Maria Kokoreva
- Обзор литературыДомашнее задание по тематикам семинаров. Презентации самостоятельных исследований
- Репликация статьиДомашнее задание по тематикам семинаров. Презентации самостоятельных исследований
- Посещение семинаров
- Презентация ВКР (предзащита)
Interim Assessment
- 2022/2023 2nd module0.25 * Assignement by Maria Kokoreva + 0.25 * Assignment by Galina Besstremyannaya + 0.25 * Assignment by Yulia Ovanesova + 0.25 * Assignment by Madina Karamysheva
Bibliography
Recommended Core Bibliography
- Asset pricing, Cochrane, J. H., 2005
- Mostly harmless econometrics : an empiricist's companion, Angrist, J. D., 2009
- Regression analysis of count data, Cameron, A. C., 2013
Recommended Additional Bibliography
- Microeconometrics: methods and applications, Cameron, A., 2009