Bernt Arne Ødegaard's lecture notes
Lecture notes
This page contains lecture notes on various finance topics.
General topics
Computer Tools
for finance
Using
R
in finance
Writing
in business settings
Linear Algebra
Corporate Finance
Risk premium in Norway
Investments topics
Equity portfolio performance
Empirical Finance (mainly PhD level)
Graphical
illustrations for empirical finance
Implementing the
Black Jensen Scholes
asset pricing tests
Implementing the
Fama Macbeth
asset pricing tests
Implementing the
Gibbons Ross Shanken (1989)
test
GMM estimation of CAPM
Event studies
Market microstructure
Liquidity estimators