Quantitative Research Methods in Corporate Finance
Focused on empirical methods and their applications to corporate finance, this innovative text equips students with the knowledge to analyse and critically evaluate quantitative research methods in corporate finance, and conduct computer-aided statistical analyses on various types of datasets. Chapters demonstrate the application of basic econometric models in corporate finance (as opposed to derivations or theorems), backed up by relevant research. Alongside practical examples and mini case studies, computer lab exercises enable students to apply the theories of corporate finance and make stronger connections between theory and practice, while developing their programming skills. All of the Stata code is provided (with corresponding Python and R code available online), so students of all programming abilities can focus on understanding and interpreting the analyses.
- Explains the most commonly used econometric methods in corporate finance
- Applications offer practical examples of how results may be interpreted; and lab work and mini case studies allow students to replicate the main findings of published research using the methods learned in the chapters. Students are able to apply the theories of corporate finance and make stronger connections between theory and practice
- Provides all of the Stata code, with corresponding code for Python and R provided online
Product details
March 2025Hardback
9781009307437
304 pages
254 × 178 mm
Not yet published - available from March 2025
Table of Contents
- 1. Introduction
- 2. The nature of sampling, non-parametric analysis, and hypothesis testing
- 3. Basic data analysis in Stata
- 4. Survey data analysis
- 5. Classical linear regression model
- 6. Endogeneity bias
- 7. Time series analysis
- 8. Event studies
- 9. Panel data analysis
- 10. Selection of models with limited dependent variables
- 11. Writing empirical papers in corporate finance
- 12. Future directions: Machine learning methods.