Empirical Corporate Finance (1 º Sem 2018/2019)

FI (Finance)

Linhas Programáticas

1.Introduction: The main research themes in Corporate Finance
2.Overview of Empirical Academic Research in Finance, in particular in Corporate Finance
3.Collecting and Managing Financial Data
3.1.Collect data from the main databases (Bloomberg, Reuters, Amadeus, amongst others).
3.2.Data organization to be used in an econometric package.
3.3.Merging data from different datasets.
4.Introduction to Financial Data Analysis using a statistical package
4.1.Descriptive statistics.
4.2.Graphic manipulation.
4.3.Aplications in Corporate Finance (Examples: articles on corporate financial policy, taxation, public private partnerships, project finance, etc.).
5.Research Cases in Corporate Finance
5.1.?Classical? research problems in corporate finance, identifying the situations in which different models should be adopted and how to estimate them.(Examples: OLS/GLM; Panel data regression; Probit/Logit; Ordered probit; Multinomial logit; Duration models; Endogeneity concerns).
5.2. Aplications in Corporate Finance (Examples: articles on corporate financial policiy, taxation, public private partnerships, identifying the different models to estimate and how to program