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Quantitative Research Methods in Corporate Finance

Quantitative Research Methods in Corporate Finance

Quantitative Research Methods in Corporate Finance

Exemplified by Stata, Python, and R
Taylan Mavruk, University of Gothenburg
March 2025
Not yet published - available from March 2025
Hardback
9781009307437

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£110.00
GBP
Hardback
GBP
Paperback

    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 2025
    Hardback
    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.
      Author
    • Taylan Mavruk , University of Gothenburg

      Taylan Mavruk is a Professor of Finance at the University of Gothenburg. His research focuses on corporate finance, investor behaviour, home/local bias, insider trading, CSR/ESG, mutual fund performance, and economics of patents. His research has been published in leading finance journals. Taylan has been teaching in courses related to corporate finance and econometrics since 2006.