FM301 Half Unit
Market Anomalies and Asset Management
This information is for the 2020/21 session.
Teacher responsible
Dr Cameron Peng
Availability
This course is compulsory on the BSc in Finance. This course is not available as an outside option nor to General Course students.
Pre-requisites
Students must have completed FM213 Principles of Finance.
Course content
This course will examine the extent to which financial markets are informationally efficient. Topics include notions of market efficiency, return predictability in bond, stock, and derivatives markets, limits to arbitrage and other theories of return predictability.
Teaching
33 hours of seminars in the MT.
This course is taught in the interactive lecturing format. There is no distinction between lectures and classes/seminars; there are “sessions” only, and the pedagogical approach in each session is interactive.
Formative coursework
Weekly homework assignments
Indicative reading
Detailed course programmes and reading lists are distributed at the start of the course. Illustrative texts include: Shleifer, Inefficient Markets: An Introduction to Behavioral Finance (Oxford University Press).
Assessment
Coursework (30%) and in-class assessment (70%) in the MT.
Important information in response to COVID-19
Please note that during 2020/21 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the situation of students in attendance on campus and those studying online during the early part of the academic year. For assessment, this may involve changes to mode of delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.
Key facts
Department: Finance
Total students 2019/20: 34
Average class size 2019/20: 34
Capped 2019/20: No
Value: Half Unit
Personal development skills
- Problem solving
- Application of information skills
- Application of numeracy skills
- Commercial awareness
