Financial Data Analysis
MGT 534
Course Description:
Introduces students to the many databases used in empirical research in finance, including CRSP, Compustat, TAQ (NYSE, Amex, and Nasdaq-NMS transaction data) and NASTRAQ (Nasdaq trades, inside quotes and individual dealer and ECN quotes). The course will use the SAS programming language to access these databases and to analyze the data. Basic Fortran programming will also be presented to familiarize students with CRSP/Compustat access programs. The course is intended for Ph.D. students and M.B.A.s who are interested in more analytically oriented finance positions.
2 Credit(s)
Prerequisite(s):
Faculty:
- Christoph Schenzler (View Profile)
Subject Area(s):
- Finance
Program(s):
- MBA
- MS Finance
- PhD
Please Note: Not all courses are scheduled each semester. Complete class schedules are available upon enrollment.
