Research Summer School 2019

Introduction

 

The Financial Research and Trading Laboratory of IIM Calcutta and Indian Finance Association is organizing the fifth summer school on Empirical Finance and Accounting Research during 29 April – 7 May, 2019. This is a fully residential programme which will expose participants to ten classic papers published in top journals. These papers are carefully chosen by expert and contain the following two features:

 

  1. talk about interesting problems and focus on strong methodology; and
  2. replicable empirical findings.

 

The participants will be guided by a team of eminent faculty from India and abroad to walk through these papers to understand the ‘the art of writing’ high quality papers and in the process learn some solid research methods.

 

Like last year, we have a pre-summer school segment as well. The pre-summer school tutorial on Financial Econometrics will help participants learn important statistical methods and techniques that are commonly used in research in Finance and Accounting. The tutorial will cover the following topics:

 

  1. Basic Econometrics
  2. Event Study Methodology
  3. Multiple Regression Analysis
  4. Time Series Modelling
  5. Handling High Frequency Data

 

The pre-summer school tutorial fee is ₹ 8000/- plus applicable GST for participants from India. The tutorial fee for overseas participants is US$ 300 plus applicable GST per person. The fee would include course materials, accommodation on twin sharing basis and all meals. Last date of registration is 5 April, 2019.

 

Content for Summer School

 

Ten selected papers will be sent to the registered participants in advance. The participants are expected to read these papers thoroughly before attending the school.  These ten papers will be drawn from five broad topics in the area of empirical finance and accounting. Each topic will be anchored by an eminent faculty.

 

Topics:

 

  • Corporate Governance
  • Earnings Management
  • Corporate Finance
  • Market Microstructure
  • Investments

 

Methodology

 

Each paper will be discussed in details highlighting the motivation, research questions, hypotheses building, methods used, and results. In the process of discussing a paper, participants will be given sufficient input on required methods. The participants will be divided into groups to work on each paper and present a research proposal with a pilot study using database available at the Finance Lab of IIM Calcutta. Thus, each team will prepare and present a research proposal, which would contain problem statement, literature review, methodology suggested and results of the pilot study.

 

Key Takeaways

 

Each participant will have the following takeaways:

  • Understand how to position a theme and identify valid research questions.
  • Learn several research methods or concepts
  • Empirically test hypotheses of a paper
  • Learn the art of writing a paper

 

 

 

Who Can Attend

 

Assistant and Associate Professors in the area of Finance and Accounting and PhD students in relevant areas can apply for registration. Seats are limited. Maximum capacity for the summer school is 40.

 

Fees

The course fee is ₹ 35,000 plus applicable GST for participants from India. The course fee for overseas participants is US$ 1000 plus applicable GST per person. The fee would include course materials, accommodation on twin sharing basis and all meals (Those who wants single accommodation have to pay ₹ 1500/- (plus GST) extra per night). Last date of registration is 5 April, 2019.

 

Mode of Payment

To register and pay, click here

Refund Policy

 

Please click here for the refund policy

Venue

 

The Financial Research and Trading Laboratory

Indian Institute of Management Calcutta

Diamond Harbour Road. Joka

Kolkata 700104

INDIA

 

Contact

 

Ms. Priyanka Dasgupta

Assistant Manager

Financial Research and Trading Laboratory

Indian Institute of Management Calcutta

Diamond Harbour Road, Joka, Kolkata 700104

asstmgr_finlab@iimcal.ac.in