Module Identifier ACM4110  
Module Title CASE STUDY RESEARCH IN ACCOUNTING AND FINANCE  
Academic Year 2003/2004  
Co-ordinator Professor Owain M Ap Gwilym  
Semester Semester 2  
Course delivery Lecture   16 Hours 2 lectures per week  
Assessment
Assessment TypeAssessment Length/DetailsProportion
Semester Exam2 Hours  80%
Semester Assessment  20%

Learning outcomes

On successful completion of this module students should be able to:
Analyse and evaluate research in the following areas:
event study methodology
forecasting
market microstructure
high frequency data

Aims

i) To provide insights into some key research methodologies in the study of financial markets;
ii) To demonstrate important empirical findings from the research literature.

Content

Weeks 1-2: Event Study Methodology
Weeks 3-4: Forecasting
Week 5:   Market Microstructure
Weeks 6-7: High Frequency Data
Week 8:   Presentations

Reading Lists

Books
Journal articles will be the main source of material, with references given each week

Notes

This module is at CQFW Level 7