Introductory Econometrics for Finance
Author: Chris Brooks
List Price: $45.00
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ISBN: 052179367X
Publisher: Cambridge University Press (15 July, 2002)
Sales Rank: 6,860
Average Customer Rating: 4 out of 5
Customer Reviews
Rating: 4 out of 5
A practical approach to financial econometrics
As a professor of financial econometrics in a master's degree course in accounting, I was eagerly searching for a book which should be comprehensive, understandable, and practical. Professor Brooks book came to me as a auspicious surprise. It is very readable, it contains chapters on the main topics of modern empirical studies in finance and accounting, and it brings a lot of exercises not only at the conceptual level, but also exercises with software applications, which are described in detail throughout the book. The only problem is that the software exercises are carried out with data taken from a British company that does not supply them freely. Therefore, unless someone is willing to spend a little fortune, one must reproduce the exercises using alternative data (in my case, data for Brazilian companies or the Brazilian stock market). Of course, it is not possible to get to the results presented in the book, so that the reader's analysis and conclusions might be different from the book's, which may bring doubts about the correctness of the reader's exercise. Despite this, the book is really very good as a text and exercise book for a financial econometrics course at the MSc level, and also a good starting point for those willing to embark on empirical studies in finance and accounting. Similar Products
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