ECON136: Empirical Financial Economics
The primary goal of the course is to help you learn how to critically evaluate empirical evidence in finance and to develop the technical skills needed to reproduce and extend published research. You will work extensively with financial data in R, implement econometric models, and make careful decisions about identification, measurement, and interpretation. A central behavioral emphasis of the course is learning to connect empirical patterns to plausible economic mechanisms, rather than stopping at statistical significance alone. By the end of the term, you should be able to read an empirical finance paper with confidence, replicate its main results, explain the behavioral intuition behind the findings, and assess the strengths and limitations of the empirical approach.