Supplementary Materials for The Models and Methods of Financial Econometrics.
Topic1a Efficient Markets Hypothesis and Predictability of Asset
Returns I Slides
Topic1b Efficient Markets Hypothesis and Predictability of Asset
Returns II Slides
Topic2 Empirical Market Microstructure Slides
Topic3 Event Study Analysis Slides
Topic4 The Capital Asset Pricing Model Slides
Topic5 Multifactor Pricing Models Slides
Topic6 Present Value Relations Slides
Topic7 Volatility Measurement and Modelling Slides
Topic8 Intertemporal Equilibrium Pricing Slides
Problem Sets (Solutions available from the author by request)
An Introduction to Financial Markets and their Empirical Analysis
Data and Code for《The Models and Methods of Financial Econometrics》
