Quantitative methods in accounting and financial management

Books

Brooks, C. 2019. Introductory Econometrics for Finance, Fourth Edition, Cambridge University Press, UK.

Lindblom, T., Mavruk, T., and Sjögren, S. 2017. Proximity Bias in Investors' Portfolio Choice. Springer International Publishing. ISBN-13: 9783319547619 – Chapter 1+2

Complementary literature

Angrist, Joshua D and Pischke, Jörn-Steffen, 2009, Mostly Harmless Econometrics: An Empiricist’s Companion, Princeton University Press, US.

Roberts, Michael R. and Whited , Toni M., 2013, Endogeneity in Empirical Corporate Finance, Chapter 7 in Handbook of the Economics of Finance, Elsevier B.V., US. http://dx.doi.org/10.1016/B978-0-44-453594-8.00007-0 (Links to an external site.) (Links to an external site.).

Weber, Herman and Fredrik Mattsson, 2020, Will Good Deeds Redeem Your Sins? A quantitative study of the effects of corporate charitable donations in a sin stock setting, GM1460 Master’s Degree Project in Accounting and Financial Management, University of Gothenburg. (Will be delivered with the lab)

Abay, Zelalem, 2019, Does the market react to mandating ESG disclosure? A regression discontinuity based evidence, Working Paper, University of Gothenburg. (Will be delivered with the lab)

Further literature will be assigned depending on the lab work.