Find and answer your own empirical research question using the techniques learnt in the first part of the course.

The following is the list of steps that we will go through:

1. Identify a topic that interests you
2. Develop your own research question
3. Identify a strategy to find causal effects
4. Find & analyze data
5. Write a short research paper about the question and your findings

During the course, the students will learn to:

• Asking an empirical research question
• Finding data
• Analyzing data
  • using regression
  • using methods to establish causality if possible

There are three classes (largely to recap last semester). Attendance is mandatory.

Students are then expected to work (in groups) on their research projects, with regular in-person meetings.

At the end of the semester (typically late June) there will be a final meeting (attendance mandatory!), where the students present their papers and discuss a paper of another group.

Students are required to know some statistical programming language or acquire that knowledge. Online resources to that end will be provided.

Students will also learn to asses research by reading another groups paper at the end of the semester.

Students are graded based on:

• Research Paper (50%)
• Presentation of the paper at the end of the semester (30%)
• Discussion of another group's paper (20%)

Empirical Methods in Finance I or equivalent knowledge of statistical methods.

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