Event Studies Seminar CLASS
I. Market Efficiency and Event Studies
Online Lecture: On Nobel Prize 2013 in Economics (note: view and email)
II. Models of Asset Pricing Behavior
(7..) Guest Lecture: Idan Azoulay
(8) Guest Lecture
(9..) Investment Portfolio Simulation??
(..9..) Presentation: APT and FF Factors (iii)
III. Data Sources (Israel and Abroad)
(..9..) Prices (Equity; Bonds; RF Interest; Factors; Options); Reports and Announcements
IV. Portfolio Performance Evaluation
(10..) Presentation: Performance Indicators (Sharpe; Jesnsen; Treynor) (iv)
V. Measuring Information effects on Asset Trading, Weak-form Efficiency
(..10) Presentation: Technical Analysis (vi); Anomalies (Weekly; Annual; Growth and Value) (vii); SAD (viii)
NO: (10..) Workshop: Technical analysis Tools and Anomalies (ix)
VI. Measuring Information effects on Asset Trading, Semi-Strong- and Strong-form Efficiency
(11..) Event Study Paper Intro: Bond Ratings
(...11) Presentation (Papers): Dividend (x); Financial Reports (xi); Bond Ratings (xii); Stock Splits / Reverse Splits (xiii); Mergeres (xiv); CPA Opinions...
(12) Event Study Project: Presenting Beginning of Work
(13) Project Presentations, to be scheduled (after end of semester)
(**) Project Presentations (**after end of semester)
Good luck!
