本課程教學大綱已提供完整英文資訊(本選項僅供統計使用,未提供完整英文資訊者,得免勾記)【Provide information of course syllabus in English.(This is for statistical use only. For those who do not provide information of course syllabus in English, do not check this field.)】
本課程將討論資產價格的形成與金融財務市場的效率性,首先,我們討論市場效率的定義與異常報酬在效率市場中的角色,接著我們將探討市場效率性之檢測、併購市場、樂透股票、衍生性金融商品與股票市場之關連等。我們也會選讀一些相關的文章以增進了解,此外,我們也會學習OLS regression, Dummy variables, Probit model, Logit model, Tobit model來協助對這些議題的分析與理解。(This course aims to analyze the price formation of assets in financial markets and market efficiency. We start with the detection of market efficiency and measurement of abnormal returns. We then discuss derivative markets, capital raising, mergers and acquisitions, and corporate restructuring in the context of market efficiency. Our focus is how these markets imply for the market efficiency. We then proceed to review related articles to gain insight in this regard. Finally, we will learn how to use empirical models like probit, logit and Tobit models to analyze empirical financial topics. ) ***** 我們第一次上課採用Google Meet進行,會議代碼: rot-ssvv-cbf
課程目標 Objectives
本課程的目標為提高分析實證財務議題之能力(This course aims to enhance the capabilities to analyze empirical financial topics.) ***** 我們第一次上課採用Google Meet進行,會議代碼: rot-ssvv-cbf
參考書/教科書/閱讀文獻 Reference book/ textbook/ documents
〔請遵守智慧財產權觀念,不可非法影印。教師所提供之教材供學生本人自修學習使用,不得散播及做為商業用途〕
No copies for intellectual property rights. Textbooks provided by the instructor used only for self-study, can not broadcast or commercial use
序號
作者
書名
出版社
出版年
出版地
ISBN#
No.
Auther
Title
Publisher
Year of publish
Publisher place
ISBN#
1
教師(Instructor)
講義與選讀文章(Lecture notes and articles)
None
2020
Taiwan
None
彈性暨自主學習規劃 Alternative learning periods
本門課程是否有規劃實施學生彈性或自主學習內容(每1學分2小時)
Is any alternative learning periods planned for this course (with each credit corresponding to two hours of activity)?
否:教師需於「每週課程內容及預計進度」填寫18週課程進度(每1學分18小時之正課內容)。 No:The instructor will include an 18-week course plan in the weekly scheduled progress (each credit corresponds to 18 hours of instruction)
是:教師需於「每週課程內容及預計進度」填寫16週課程內容(每1學分16小時之正課內容),並於下列欄位填寫每1學分2小時學生彈性或自主學習內容。 Yes:The instructor will include a 16-week course plan in the weekly scheduled progress (each credit corresponds to 16 hours of instruction);the details of the planned alternative learning periods are provided below (each credit corresponds to two hours of activity).
學生彈性或自主學習活動 Alternative learning periods
勾選或填寫規劃內容 Place a check in the appropriate box or provide details
時數 Number of hours
學生分組實作及討論 Group work and discussion
參與課程相關作業、作品、實驗 Participation in course-related assignments, work, or experiments
參與校內外活動(研習營、工作坊、參訪)或競賽 Participation in on- or off-campus activities (e.g., seminars, workshops, and visits) or competitions
課外閱讀 Extracurricular reading
線上數位教材學習 Learning with online digital learning materials
Internship: The required or elective courses should include credits and learning hours. Students should participate in the corporative company or institution to practice and learn the real skills. An internship certification must be handed in at the end of internship to get the credits or to fulfil the graduation requirements.