Not available in 2017/18
FM301      Half Unit
Market Anomalies and Asset Management

This information is for the 2017/18 session.

Teacher responsible

Dr Michela Verardo

Availability

This course is compulsory on the BSc in Finance. This course is not available as an outside option nor to General Course students.

Pre-requisites

Students must have completed FM212 Principles of Finance.

Course content

This course will examine the extent to which financial markets are informationally efficient. Topics include notions of market efficiency, return predictability in bond, stock, and derivatives markets, limits to arbitrage and other theories of return predictability.

Teaching

20 hours of lectures and 10 hours of classes in the MT.

Formative coursework

Students will be expected to produce 10 problem sets in the MT.

Indicative reading

Detailed course programmes and reading lists are distributed at the start of the course. Illustrative texts include: Bodie, Kane & Marcus, Investments (Irwin) and Grinblatt & Titman, Financial Markets and Corporate Strategy (Irwin, McGraw-Hill).

Assessment

Exam (100%, duration: 1 hour and 30 minutes) in the main exam period.

Key facts

Department: Finance

Total students 2016/17: Unavailable

Average class size 2016/17: Unavailable

Capped 2016/17: No

Value: Half Unit

Guidelines for interpreting course guide information

PDAM skills

  • Problem solving
  • Application of information skills
  • Application of numeracy skills
  • Commercial awareness