selected topics in asset pricing

Time: 14.-16.8.2024

Place: Otaniemi, Espoo, Aalto University School of Business

Instructor: Professor Samuel Hartzmark (Carroll School of Management, Boston College)

NFN Travel Grant: NFN offers Travel Grants for attending PhD students in finance coming from Nordic institutions outside of Finland. To apply for the Travel Grant, please use this this form, and send it to nfn (at) aalto.fi.

Lectures: 12 h of lectures (12 x 45 minutes)

DAY
DATE
TIME
Wednesday 14.8.2024 TBA V001, Ekonominaukio 1
Thursday 15.8.2024 TBA V001, Ekonominaukio 1
Friday 16.8.2024 TBA  V001, Ekonominaukio 1

Course Objectives: This course will explore recent innovations in empirical asset pricing. Specific topics may include mispricing due to behavioral biases, predictable returns based on recurring firm events, and whether or not green investing has influenced market dynamics. 

Syllabus and reading list: TBA

Access to the articles is subject to your home institutions’ subscriptions to the databases. If you have a problem with getting access to the course material, please contact GSF office gsf @ aalto.fi for advice.

Lecture notes: TBA

Password for opening the course material will be emailed to the students.

Credit units: 3 ECTS cr.

List of Participants: TBA

Participants: Doctoral students in Finance, Economics and related disciplines. The course is also open for KATAJA as well as FDPE and Helsinki GSE students with sufficient background in finance and/or economics. The course is also open for foreign doctoral students given that there is space in the course.

Grading

Grading: TBA

Registration / Application 

  • Doctoral students of GSF, FDPE and Helsinki GSE: Please register through this link
  • Doctoral students in related fields and doctoral students at foreign universities: Application form can be found here: PDF file or Word file. Please, send in addition to your complete contact information, a report on the status of your doctoral studies, and a brief CV. Please ask also your thesis advisor to send us a short letter of recommendation by-email. All the required documents should be sent by e-mail to gsf@aalto.fi. All students will be informed of their acceptance soon after the deadline.
The deadline for registering in this course is August 1, 2024.