COURSE UNIT TITLE

: RESEARCH IN INVESTMENTS

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
DBA 6216 RESEARCH IN INVESTMENTS ELECTIVE 3 0 0 6

Offered By

Business Administration (English)

Level of Course Unit

Third Cycle Programmes (Doctorate Degree)

Course Coordinator

PROFESSOR DOCTOR PINAR EVRIM MANDACI

Offered to

Business Administration (English)

Course Objective

The objective of the course is to review and analyze the current literature on the studies covering security valuation, EMH, FMH and AMH, Behavioral Finance, Asset Allocation and Diversification, Investments in alternative markets and assets such as Energy markets, Cryptocurrencies, Agricultural assets, Precious Metals, Islamic Funds and ESG Funds. It includes reading the studies discussing the efficiency and performance of these markets, the inter-relationships among these markets, efficient diversification, asset allocation and arbitrage opportunities and hedging effectiveness.

Learning Outcomes of the Course Unit

1   Analyze the recent academic research in various types of investments.
2   Follow the recent developments in security valuation and portfolio management.
3   Comprehend how to develop academic research.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Research in Asset Pricing
2 Research in Efficient Market Hypothesis
3 Research in Fractal Markets
4 Research in Adaptive Market Hypothesis
5 Research in Market Anomalies and Behavioural Finance
6 Research in Asset Allocation and Diversification
7 Research in Mutual Funds, ETFs and Hedge Funds
8 Research in Islamic Markets and Islamic Funds
9 Research in Energy Markets (Oil, Natural Gas, Coal) and Alternative Energy Markets
10 Research in Metals and Precious Metals
11 Research in Cryptocurrencies
12 Research in Sentiment Indices and Financial Markets
13 Research in ESG Investing and ESG Funds
14 Research in Agricultural Commodities and Markets

Recomended or Required Reading

Articles

Planned Learning Activities and Teaching Methods

Discussion, assignment, presentation

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 MTE MIDTERM EXAM
2 STT TERM WORK (SEMESTER)
3 FIN FINAL EXAM
4 FCG FINAL COURSE GRADE MTE * 0.30 + STT * 0.30 + FIN* 0.40
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.30 + STT * 0.30 + RST* 0.40


Further Notes About Assessment Methods

None

Assessment Criteria

Late submissions of assignments will not be accepted.

Evaluation Criteria for the Research Proposal:

Clarity and Relevance of Research Problem (25 points)
The proposal clearly articulates the purpose and objectives of the study, demonstrating a deep understanding of the research problem. The research problem is relevant to the subjects discussed throughout the course, aligning with current trends and debates in the field of investments. The proposal provides a rationale for why the chosen research problem is important and worthy of investigation.

Comprehensiveness of Proposal Components (20 points)
The proposal addresses all six required components (purpose/objective, scope, significance, limitations, structure, selected references) in a thorough and organized manner. Each component is adequately developed, providing sufficient detail to convey the proposed research plan effectively. The scope of the study is clearly defined, outlining the boundaries and focus areas of the research project.

Feasibility and Methodological Rigor (20 points)
The proposal demonstrates the feasibility of the proposed research plan, including the availability of resources, data, and access to relevant literature. The methodology section outlines a clear and appropriate research approach, including data collection methods, analytical techniques, and potential challenges. Methodological rigor is emphasized, with attention to potential biases, limitations, and strategies to mitigate them.

Originality and Contribution to Knowledge (20 points)
The proposed research offers a novel perspective or approach to addressing the research problem, contributing to the advancement of knowledge in the field of investments. The significance of the study is clearly articulated, highlighting how the research will fill gaps in existing literature, challenge established theories, or offer practical insights for investors and policymakers.
The proposal demonstrates awareness of relevant theoretical frameworks, empirical methodologies, and recent developments in the field.

Quality of Writing and Presentation (15 points)
The proposal is well-written, with clear and concise language, appropriate tone, and effective organization of ideas.
Proper formatting, grammar, spelling, and punctuation are observed throughout the document.
The proposal adheres to academic writing standards, including proper citation of sources and adherence to any specific formatting guidelines provided by the instructor or academic department.

The scale for the criteria is as follows:
This particular element is absent or falls short of expectations, and /or it is completely out of place within the given context. Poor (0%)
This particular element is somewhat absent and does not entirely fit the context. Fair (40%)
This particular element is developed satisfactorily and fits the context at an acceptable standard. Good (60%)
This particular element is developed in a good and professional way and fits into the context. Very good (80%)
The way this particular element is developed is noteworthy and fits perfectly into the context. Excellent (100%)

Language of Instruction

English

Course Policies and Rules

1. Attending at least 70 percent of lectures is mandatory.
2. Plagiarism of any type will result in disciplinary action.
3. Students are expected to participate actively in class discussions.
4. Students are expected to attend classes on time.
5. Students must obey the time limits of their presentation.

Contact Details for the Lecturer(s)

pinar.evrim@deu.edu.tr

Office Hours

Appointments via e-mail.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 14 3 42
Preparations before/after weekly lectures 12 2 24
Preparation for midterm exam 1 5 5
Preparation for final exam 1 5 5
Preparing assignments 12 5 60
Preparing presentations 12 2 24
Midterm 1 1 1
Final 1 1 1
TOTAL WORKLOAD (hours) 162

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5
LO.155545
LO.255545
LO.355545