Event Studies Seminar CLASS


I. Market Efficiency and Event Studies

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!

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