Établissement
Langue d'enseignement
English
Matières
FINANCE
Ce cours apparaît dans les formation(s) suivante(s)
Diplôme IÉSEG (Bac +5) Programme Grande École
- Crédits ECTS: 2.00
Responsable(s)
H.DAHER
Intervenant(s)
Hicham DAHER, Eric DOR, Paolo MAZZA
Présentation
Prérequis
Inferential statistics
Intermediate Econometrics
Advanced Econometrics
Correlation and multiple linear regression
Intermediate Econometrics
Advanced Econometrics
Correlation and multiple linear regression
Objectifs
At the end of the course, the student should be able to :
Understand and use quantitative methods to test and examine different Corporate Finance theories.
Understand and use quantitative methods to test and examine different Corporate Finance theories.
Présentation
OLS and the classical linear regression model
Event study analysis (M&A application)
Probit/Logit regression (Dividend decision)
Self selection Bias, Two stage Heckman approach
Poisson regression model (Corporate governance score, number of Acqusitions)
Event study analysis (M&A application)
Probit/Logit regression (Dividend decision)
Self selection Bias, Two stage Heckman approach
Poisson regression model (Corporate governance score, number of Acqusitions)
Modalités
Organisation
Type | Amount of time | Comment | |
---|---|---|---|
Présentiel | |||
Cours interactif | 16,00 | ||
Autoformation | |||
Recherche | 12,00 | Extract data from the Bloomberg trading room Corporate finance literature on Dividend,determinant of M&A, and Corporate governance | |
Lecture du manuel de référence | 6,00 | ||
Travail personnel | |||
Group Project | 16,00 | ||
Overall student workload | 50,00 |
Évaluation
Project
Final exam
Participation
Final exam
Participation
Control type | Duration | Amount | Weighting |
---|---|---|---|
Examen (final) | |||
Examen écrit | 2,00 | 1 | 50,00 |
Autres | |||
Projet Individuel | 0,00 | 1 | 50,00 |
TOTAL | 100,00 |
Ressources
Bibliographie
Introductory Ecnonmetrics for Finance, Chris Brooks, Cambridge -
MacKinlay A., Event Studies in Economics and Finance, Journal of Economic Literature, Vol. 35, No. 1. (Mar., 1997), pp. 13-39 -
DeAngelo, H., L. DeAngelo, and R.M. Stulz, 2006, Dividend policy and the earned/contributed capital mix: a test of the life-cycle theory, Journal of Financial Economics 81, 227-254. -
Opler, T., L. Pinkowitz, R. Stulz, and R. Williamson, 1999, The determinants and implications of corporate cash holdings, Journal of Financial Economics 52, 3-46. -
MacKinlay A., Event Studies in Economics and Finance, Journal of Economic Literature, Vol. 35, No. 1. (Mar., 1997), pp. 13-39 -
DeAngelo, H., L. DeAngelo, and R.M. Stulz, 2006, Dividend policy and the earned/contributed capital mix: a test of the life-cycle theory, Journal of Financial Economics 81, 227-254. -
Opler, T., L. Pinkowitz, R. Stulz, and R. Williamson, 1999, The determinants and implications of corporate cash holdings, Journal of Financial Economics 52, 3-46. -