COURSE UNIT TITLE

: FINANCIAL DATA ANALYSIS

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
IBS 4351 FINANCIAL DATA ANALYSIS ELECTIVE 3 0 0 4

Offered By

International Business and Trade

Level of Course Unit

First Cycle Programmes (Bachelor's Degree)

Course Coordinator

PROFESSOR DOCTOR BERNA KIRKULAK ULUDAĞ

Offered to

BUSINESS ADMINISTRATION
International Business and Trade
International Trade and Business (English)

Course Objective

This course aims at analyzing financial data sets and increasing the ability of interpreting daily financial developments by using statistical methods.

Learning Outcomes of the Course Unit

1   Use quantitative methods for analyzing high frequency financial data.
2   Understand basic properties of fundamental statistical and econometric models
3   Use basic financial data analysis software to estimate models and interpret the estimation results.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

FIN 2002 - BUSINESS FINANCE

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Fundamental Statistics 1
2 Fundamental Statistics 2
3 Linear Regression Model
4 Multiple Regression Model
5 Panel Data Analysis 1
6 Panel Data Analysis 2
7 Unit Root Tests
8 Time Series Analysis 1
9 Time Series Analysis 2
10 Modelling Short Run Relationships in Finance
11 Modelling Long Run Relationships in Finance
12 General Overview

Recomended or Required Reading

1. Analysis of Financial Data, Gary Koop, Wiley Publishing.

Planned Learning Activities and Teaching Methods

1. Lectures
2. Problem session
3. Computer program application sessions.

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 ASS Assignment
2 TP TermProject
3 FCG FINAL COURSE GRADE ASS * 0.60 + TP * 0.40


*** Resit Exam is Not Administered in Institutions Where Resit is not Applicable.

Further Notes About Assessment Methods

None

Assessment Criteria

1. The learner will show understanding the basic statistical and properties of fundamental financial data analysis models.
2. The learner will model financial data through computer programs and interpret the results.

Language of Instruction

English

Course Policies and Rules

1. Plagiarism of any type will result in disciplinary action.
2. Attending at least 70 percent of lectures is mandatory.

Contact Details for the Lecturer(s)

erdost.torun@deu.edu.tr

Office Hours

Wednesday, 12:00 - 13:00

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 12 3 36
Tutorials 0 0 0
Preparation for midterm exam 1 5 5
Preparations before/after weekly lectures 12 3 36
Preparation for final exam 1 10 10
Final 1 1,5 2
Midterm 1 1,5 2
Quiz etc. 0 0 0
TOTAL WORKLOAD (hours) 91

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7PO.8PO.9PO.10PO.11PO.12PO.13PO.14PO.15
LO.14354
LO.245
LO.355