Class will meet Wednesdays 11:00 am until 1:00 pm in the Finance Department Conference Room. Feel free to bring your lunch
This course is a "tools course." It is designed to teach you the necessary tools to do empirical work in finance.
Date | Topic | Instructor |
8/28/2002 | Setting up your computer account--an overview of Unix and data bases: CRSP, COMPUSTAT, IBES, EXECUCOMP | Daves |
9/4/2002 | Fortran overview--arrays, do loops, read and write statements, format statements | Daves |
9/11/2002 | Editing fortran programs, compiling, debugging on Unix | Daves |
9/18/2002 | Accessing CRSP with Fortran | Daves |
9/25/2002 | Accessing data--the CRSP files a sample project | Daves |
10/2/2002 | SAS: libname, filename, data step | Daves |
10/9/2002 | Accessing data--the COMPUSTAT files with SAS | Daves |
10/16/2002 | Accessing data--a sample project COMPUSTAT | Daves |
10/23/2002 | Analyzing data--SAS overview Getting data into SAS, inputting and outputting data, format statements | Collins |
10/30/2002 | Analyzing data--SAS overview 2: Basic SAS statements | Collins |
11/6/2002 | Returns Methodology | Wansley |
11/13/2002 | Returns Methodology: portfolio returns, excess returns (market adjustment, mean adjustment), tests of significance for excess returns. (all in SAS?) | Wansley |
11/20/2002 | Proc Reg and other useful Procs | TBA |
12/4/2002 | Other Datasets: IBES, Execucomp | Daves |
1/?/2003 | Collecting data from the web | Wachowicz |
1/?/2003 | Regression methodology 1: SAS regression, interpretation of results. | Shrieves |
1/?/2003 | Regression methodology 2: tests of significance, weighted least squares, multicollinearity | Shrieves |
1/?/2003 | Regression methodology: A sample project | TBA |
1/?/2003 | Introduction to spring semester project | Daves et.al. |
Rest of semester | periodic updates and help on semester projects | Daves et.al |