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Unit Overview

Description

This unit provides an in-depth analysis of key issues involved in investing in the equity market. It examines the empirical foundations of asset pricing and the behaviour of equity prices, with a particular focus on implementing and critically evaluating asset pricing models and research methods. The unit places strong emphasis on hands-on empirical analysis, equipping students with the skills to replicate academic studies and apply key quantitative techniques in finance research.

Credit
6 points
Offering
(see Timetable)
AvailabilityLocationMode
Semester 1UWA (Perth)On-campus

The timetable for this teaching period is not currently available. Please see the Important Dates page for the timetable release date and other key date information.

Details for undergraduate courses
  • Honours core unit in Finance [Bachelor of Commerce (Honours)]
Outcomes

Students are able to (1) evaluate empirical asset pricing research, including foundational and contemporary academic papers; (2) apply and replicate asset pricing models and quantitative methods using financial datasets; and (3) appraise familiar and state-of-the-art methods in investment.

Assessment

Indicative assessments in this unit are as follows: (1) in class activities; (2) assignment; and (3) examination. Further information is available in the unit outline.



Student may be offered supplementary assessment in this unit if they meet the eligibility criteria.

Unit Coordinator(s)
Daniel Cahill
Unit rules
Prerequisites
Enrolment in
BH002 Bachelor of Commerce (Honours)
or Successful completion of
144 points BH005 Bachelor of Philosophy (Honours)
or Successful completion of
level 5 24 points 42560 Master of Applied Finance with at least 75% WAM
Contact hours
lectures/tutorials/seminars/workshops: up to 3 hours per week
  • The availability of units in Semester 1, 2, etc. was correct at the time of publication but may be subject to change.
  • All students are responsible for identifying when they need assistance to improve their academic learning, research, English language and numeracy skills; seeking out the services and resources available to help them; and applying what they learn. Students are encouraged to register for free online support through GETSmart; to help themselves to the extensive range of resources on UWA's STUDYSmarter website; and to participate in WRITESmart and (ma+hs)Smart drop-ins and workshops.
  • Visit the Essential Textbooks website to see if any textbooks are required for this Unit. The website is updated regularly so content may change. Students are recommended to purchase Essential Textbooks, but a limited number of copies of all Essential Textbooks are held in the Library in print, and as an ebook where possible. Recommended readings for the unit can be accessed in Unit Readings directly through the Learning Management System (LMS).
  • Contact hours provide an indication of the type and extent of in-class activities this unit may contain. The total amount of student work (including contact hours, assessment time, and self-study) will approximate 150 hours per 6 credit points.