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Covers stylized facts of asset returns, summary statistics, testing for normality, Q-Q plots, and efficient market hypothesis.
Explores event studies in financial economics, testing market efficiency with abnormal return calculations and examples like earnings surprises.
Explores the Efficient Markets Hypothesis in finance, discussing its implications, forms, testability, and real-world challenges.
Covers efficient data exploitation through clustering methods and the optimization of market returns using asset clustering.
Explores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.
Delves into equity carve-outs, spinoffs, and behavioral finance concepts, with practical case studies on IPO strategies and market dynamics.
Introduces derivatives, their value dependencies, historical evolution, and forward contract payoff structures.
