淡江大学商学院财金系九十六学第二学期教学大纲.DOCVIP

PAGE PAGE 1 淡江大學 商學院 財金系 九十六學年度第二學期教學大綱 (財金所 博士班) Purpose: This course is designed for PhD level students. The intention of this course is to help students learning modern financial theories to accomplish goals in financial management and write good research papers for publication. Course Design: We meet once a week. Several papers (3-6) will be assigned to read and discussion each week, make sure you read all the assigned papers before you attend the class. Otherwise, you will get lost during the class. Moreover, you will be asked to present your (finished) research working papers during the class. Make sure to schedule your time for the presentation before the end of the semester and Do your best to get through this course. Make Sure that You Enjoy Yourself in this Class. 壹、科目名稱：財務理論研討(Seminar on Financial Theory) 授課老師：聶建中 博士 開課系所班級：財金所 博士班 肆、必選修：必修 伍、學分數：3 陸、先修科目：(統計、財管) 柒、教學內容及進度：(週四：14:10~17:00) 週次 日期 內容 Reading Paper Assignments Meth. 1 2/21 課程簡介與導論(Introduction) 2 2/28 === Holiday Day === 3 3/6 財務理論及方法簡介 (Theoretical and Empirical Study in Finance) 4 3/13 負債與公司價值 Debt Firm Value (PTh) H(99), NL(05), NYL(05) ;聶劉(04); 聶楊(04); 聶張(04); 聶劉(2005) ; 聶顏(2005) ; 聶李(2005) ; 聶施(2005) 5 3/20 負債與投資決策 Debt Investment Decision (PST) GTD(04),GTD(05), 6 3/27 效率市場 Efficiency Market Hypothesis C.1 NY(04) // CNW(05) // 聶(04) // N(05) // N(03) 7 4/3 === Holiday Day === 8 4/10 報酬與風險 (URCI, GC…) Predictability of Asset Return C.2 CNC(05ab) // ZA(92), GH(96), B(97), KSS(03a), KSS(03b), N(02) 9 4/17 股票評價 Stock Valuation (M-TAR) C.7 L(96)// BS(04)// CNY(05), F(02), TP(98), EG(98), E(01), (7) (2) 10 4/24 ~~~Midterm~~~ 11 5/1 股價股利Stock Price and Dividend (STECM) (ARDL) C.7 HLC(01), MO(02), K(03) M(04), CNC(05b), T(94) PSS(01) ,VA(02), NKS(04), NW(05) (4) (11) 12 5/8 Capital Asset Pricing Theory and Arbitrage Pricing Theory (STECM) (CCAPM ICAPM) C.5/6 WA(03), WM(04), FF(92) F(98), C(03), CB(04), SV(04) GTB(03) (12) 13 5/15 資本結構 Capital Structure Theory BJK(05), C(06), F