Using SAS in Financial Research
| Lecturer | Dr. Thomas Dimpfl Johannes Bleher |
| Profiles | Master students |
| Language | English |
| Time and place | Wednesday (02-11-2016 to 13-01-2017) time: from 4 pm to 8 pm room: PC-lab |
| Credit points | 3 ECTS |
| Registration | by Friday 21-10-2016 via email to Sylvia Bürger |
Literature (selected chapters)
- Boehmer, Broussard, Kallunki: „Using SAS in Financial Research”
Content
The course offers an application-based introduction to using the SAS system. Technically we cover aspects from reading data into SAS, working with time variables up to SQL programming. Applications cover, amongst others, empirical tests of the Capital Asset Pricing Model, event study analyses, financial distress models, or the analysis of transaction data.