Empirical Finance

Summary for the course Empirical Finance, given in period 1 of the Master of Finance at the VU. This summary greatly covers all theoretical subjects which are taught in this course .

This is a summary about all the lectures of Empirical Finance given in 2022

This document is a summary of all relevant content in the STATA clips for the course Empirical finance.

This is a complete summary of all the lectures of the course Empirical Finance. This is a course which is given in several masters, such as the regular finance master, the FinTech master etc.

This document provides all formulas per topic relevant for the course Empirical Finance and the exam!

Summary of my (handwritten) notes from all Empirical Finance PowerPoints and the Introductory Econometrics for Finance book (C. Brooks, 4th edition). It contains the following book chapters: CH1.1-1.6, CH2, CH3, CH4.1-4.9, CH12.1-12.8, CH11 (excl. 11.8), CH5, CH14.1, CH6.1-6.7 & 6.10, CH9.1-9.14, 9.16 & 9.18 and CH8.1-8.2

An extensive summary of all the material discussed during the lectures.

This summary provides a good explanation of the panel data. It goes into explaining the meaning of panel data, how to deal with panel data regressions, pooled regressions with examples from the class, fixed effects, time and firm fixed effects and random effects model. It explains the within and between estimator, the interpretation of the models, the Hausman test together with the interpretation of the stata table, some exam questions, and at the end it goes into the clustered standard errors....