Plan du Cours etudes empiriques en finance

Plan du Cours Méthodes empiriques en finance : l’utilisation du logiciel SAS
Chapter 1 : Random walking : using SAS to conduct variance ratio testing of asset prices
Chapter 2: Analyzing winners and losers: using SAS to test the overreaction hypothesis
Chapter 3: Corss-sectional approach to the empirical test of the capital asset pricing model
Chapter 4: Event studies
Chapter 5: Predicting bankruptcy from financial distress characterization models
Chapter 6: Using accounting information to forecast market performance