Empirical Finance

This seminar provides students with a toolbox and working knowledge of the main methods used in empirical finance research. The goals of this class are that students learn how to apply the various methods to analyze data sets in finance and to prepare them for the write up of the Master thesis. The seminar reviews some econometric theory, but the focus is on the application of the methods in a finance setting. Econometric topics include linear regression (OLS and Panel) and how to address endogeneity problems. While the first part focuses on corporate finance topics such as capital structure, payout policy, or liquidity management, the second part looks into asset pricing and time series models. Students are expected to learn basic skills in empirical research on corporate finance and asset pricing:

Students gain hands-on experience with large financial datasets and statistical software such as Stata. They develop a deeper understanding of corporate finance and asset pricing, learn to design and conduct empirical research projects, and acquire the skills needed to generate and implement strong master’s thesis ideas.

To enroll for the seminar please send an email (with the subject title "EF 2026") with your current and complete transcript of grades to philip.valta@unibe.ch. The deadline for all applications is February 13th, 2026.
The final list of participants will be announced by February 16th, 2026.