Unit convenor and teaching staff |
Unit convenor and teaching staff
Convenor
Geoff Loudon
Contact via Email
E4A230
Wednesday 1-2pm, during teaching weeks. Other times by appointment.
Angela Chow
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Credit points |
Credit points
4
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Prerequisites |
Prerequisites
Admission to MRes
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Corequisites |
Corequisites
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Co-badged status |
Co-badged status
Co-badged with AFIN805
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Unit description |
Unit description
This unit commences with an overview and critical analysis of the methodology of contemporary research in finance. The balance of the unit examines theoretical and empirical issues related to the pricing of securities in financial markets.
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Information about important academic dates including deadlines for withdrawing from units are available at https://www.mq.edu.au/study/calendar-of-dates
On successful completion of this unit, you will be able to:
It is the responsibility of students to view their marks for each within session assessment on iLearn within 20 working days of posting. If there are any discrepancies, students must contact the unit convenor immediately. Failure to do so will mean that queries received after the release of final results regarding assessment marks (not including the final exam mark) will not be addressed.
A Standardised Numerical Grade (SNG) gives you an indication of how you have performed within the band for your descriptive grade. The SNG is not a mark, and you may not be able to work it out based on your raw examination and other assessment marks. Nor are you able to determine you are “one mark away” from a different grade.
Name | Weighting | Due |
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Presentation | 25% | Weeks 5-12 |
Assignment | 25% | 30 October 2015 11:59pm AEST |
Final Exam | 50% | University examination period |
Due: Weeks 5-12
Weighting: 25%
Students are allocated to present critiques of existing research papers during class. Refer to iLearn for further details.
No extensions will be granted. Students who have not submitted the task prior to the deadline will be awarded a mark of 0 for the task, except for cases in which an application for special consideration is made and approved.
Due: 30 October 2015 11:59pm AEST
Weighting: 25%
Students are assigned a small piece of research in finance which they are to replicate in reproducible form. Refer to iLearn for further details.
No extensions will be granted. Late assignments will be accepted up to 72 hours after the submission deadline. There will be a deduction of 20% of the total available marks made from the total awarded mark for each 24 hour period or part thereof that the submission is late (for example - 25 hours late in submission - 40% penalty). This penalty does not apply for cases in which an application for special consideration is made and approved.
Due: University examination period
Weighting: 50%
The exam covers the entire unit. Refer to iLearn for further details.
To be eligible to pass this unit, a pass is required in the final examination.
The weekly three hour class time for this unit consists of a two hour seminar and a one hour workshop. Students must thoroughly read all assigned articles before coming to the class so that they are fully prepared to discuss the key issues.
All students are required to attend their timetabled classes. The timetable for classes can be found on the University web site http://www.timetables.mq.edu.au/
There is no prescribed textbook. Readings are taken from relevant academic books and journals. Refer to iLearn for further details.
Week |
Topic |
1 |
Finance and science |
2 |
The research process |
3 |
Reproducible research |
4 |
Return predictability |
5 |
Asset pricing |
6 |
Derivatives |
7 |
Credit risk |
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Mid session break |
8 |
Risk management in financial institutions |
9 |
Systemic risk |
10 |
Corporate finance |
11 |
Behavioural finance |
12 |
Qualitative finance |
13 |
Review |
Note: this topic list is subject to revision. Any changes will be posted to iLearn. |
Macquarie University policies and procedures are accessible from Policy Central. Students should be aware of the following policies in particular with regard to Learning and Teaching:
Academic Honesty Policy http://mq.edu.au/policy/docs/academic_honesty/policy.html
Assessment Policy http://mq.edu.au/policy/docs/assessment/policy.html
Grading Policy http://mq.edu.au/policy/docs/grading/policy.html
Grade Appeal Policy http://mq.edu.au/policy/docs/gradeappeal/policy.html
Grievance Management Policy http://mq.edu.au/policy/docs/grievance_management/policy.html
Disruption to Studies Policy http://www.mq.edu.au/policy/docs/disruption_studies/policy.html The Disruption to Studies Policy is effective from March 3 2014 and replaces the Special Consideration Policy.
In addition, a number of other policies can be found in the Learning and Teaching Category of Policy Central.
Macquarie University students have a responsibility to be familiar with the Student Code of Conduct: https://students.mq.edu.au/support/student_conduct/
Results shown in iLearn, or released directly by your Unit Convenor, are not confirmed as they are subject to final approval by the University. Once approved, final results will be sent to your student email address and will be made available in eStudent. For more information visit ask.mq.edu.au.
Further information regarding supplementary exams, including dates, is available here: http://www.businessandeconomics.mq.edu.au/current_students/undergraduate/how_do_i/special_consideration
Macquarie University provides a range of support services for students. For details, visit http://students.mq.edu.au/support/
Learning Skills (mq.edu.au/learningskills) provides academic writing resources and study strategies to improve your marks and take control of your study.
Students with a disability are encouraged to contact the Disability Service who can provide appropriate help with any issues that arise during their studies.
For all student enquiries, visit Student Connect at ask.mq.edu.au
For help with University computer systems and technology, visit http://informatics.mq.edu.au/help/.
When using the University's IT, you must adhere to the Acceptable Use Policy. The policy applies to all who connect to the MQ network including students.
Our postgraduates will be capable of utilising and reflecting on prior knowledge and experience, of applying higher level critical thinking skills, and of integrating and synthesising learning and knowledge from a range of sources and environments. A characteristic of this form of thinking is the generation of new, professionally oriented knowledge through personal or group-based critique of practice and theory.
This graduate capability is supported by:
Our postgraduates will be capable of systematic enquiry; able to use research skills to create new knowledge that can be applied to real world issues, or contribute to a field of study or practice to enhance society. They will be capable of creative questioning, problem finding and problem solving.
This graduate capability is supported by:
Our postgraduates will be able to communicate effectively and convey their views to different social, cultural, and professional audiences. They will be able to use a variety of technologically supported media to communicate with empathy using a range of written, spoken or visual formats.
This graduate capability is supported by:
This is a new unit.