企業財務における量的研究法 Quantitative Research Methods in Corporate Finance : Exemplified by Stata, Python, and R

Mavruk, Taylan

Cambridge University Press（2025/03発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 318 p.
• 言語 ENG
• 商品コード 9781009307413
• DDC分類 338.6041072

Full Description

Focused on empirical methods and their applications to corporate finance, this innovative text equips students with the knowledge to analyse and critically evaluate quantitative research methods in corporate finance, and conduct computer-aided statistical analyses on various types of datasets. Chapters demonstrate the application of basic econometric models in corporate finance (as opposed to derivations or theorems), backed up by relevant research. Alongside practical examples and mini case studies, computer lab exercises enable students to apply the theories of corporate finance and make stronger connections between theory and practice, while developing their programming skills. All of the Stata code is provided (with corresponding Python and R code available online), so students of all programming abilities can focus on understanding and interpreting the analyses.

Contents

1. Introduction; 2. The nature of sampling, non-parametric analysis, and hypothesis testing; 3. Basic data analysis in Stata; 4. Survey data analysis; 5. Classical linear regression model; 6. Endogeneity bias; 7. Time series analysis; 8. Event studies; 9. Panel data analysis; 10. Selection of models with limited dependent variables; 11. Writing empirical papers in corporate finance; 12. Future directions: Machine learning methods.