Postgraduate Course: Capital Market Anomalies (CMSE11200)
Course Outline
| School | Business School |
College | College of Humanities and Social Science |
| Course type | Standard |
Availability | Not available to visiting students |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Credits | 15 |
| Home subject area | Common Courses (Management School) |
Other subject area | None |
| Course website |
None |
Taught in Gaelic? | No |
| Course description | This elective is designed to provide an overview of capital market anomalies. It provides a conceptual framework for understanding the academic research on anomalies and evaluate whether certain anomalies can be profitably exploited. Some of the anomalies to be addressed include: value and momentum anomalies, accruals anomaly, post-earnings announcement drift, analysts¿ recommendations and earnings forecasts anomaly, insider trading, and several seasonal anomalies. This course also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios.
|
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | None |
Course Delivery Information
|
| Delivery period: 2013/14 Semester 2, Not available to visiting students (SS1)
|
Learn enabled: Yes |
Quota: None |
|
Web Timetable |
Web Timetable |
| Course Start Date |
13/01/2014 |
| Breakdown of Learning and Teaching activities (Further Info) |
Total Hours:
150
(
Programme Level Learning and Teaching Hours 3,
Directed Learning and Independent Learning Hours
147 )
|
| Additional Notes |
|
| Breakdown of Assessment Methods (Further Info) |
Written Exam
70 %,
Coursework
30 %,
Practical Exam
0 %
|
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
|
| Main Exam Diet S2 (April/May) | Capital Market Anomalies | 2:00 | |
Summary of Intended Learning Outcomes
On successfully completing the elective you will:
- be up to speed with important developments in the area of traditional finance and the associated practical insights they provide;
- have a deeper understanding of the market efficiency debate and recent developments;
- be in a position to exploit market anomalies appropriately;
- develop the ability to appraise critically some of the claims made by traditional finance proponents.
|
Assessment Information
There is one group assignment which counts for 30% of the total mark
and a final two hour exam which counts for 70% of the total mark |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | Not entered |
Contacts
| Course organiser | Dr Maria Michou
Tel: (0131 6)50 8341
Email: Maria.Michou@ed.ac.uk |
Course secretary | Miss Ashley Harper
Tel: (0131 6)51 5671
Email: Ashley.Harper@ed.ac.uk |
|
© Copyright 2013 The University of Edinburgh - 13 January 2014 3:46 am
|
University Homepage