EC371-7-AT-CO:
Economic Analysis of Asset Prices
2024/25
Economics
Colchester Campus
Autumn Special
Postgraduate: Level 7
Current
Thursday 03 October 2024
Friday 13 December 2024
20
20 August 2024
Requisites for this module
(none)
(none)
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(none)
(none)
No information available.
No information available.
No information available.
No additional information available.
No information available.
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Roy E. Bailey (2005a) ‘Asset markets and asset prices’, in
The economics of financial markets. Cambridge: Cambridge University Press, pp. 1–32. Available at:
https://app.kortext.com/Shibboleth.sso/Login?entityID=https://idp0.essex.ac.uk/shibboleth&target=https://app.kortext.com/borrow/237680.
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Roy E. Bailey (2005e) ‘Predictability of prices and market efficiency’, in
The economics of financial markets. Cambridge: Cambridge University Press, pp. 56–82. Available at:
https://app.kortext.com/Shibboleth.sso/Login?entityID=https://idp0.essex.ac.uk/shibboleth&target=https://app.kortext.com/borrow/237680.
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Roy E. Bailey (2005f) ‘The capital asset pricing model’, in
The economics of financial markets. Cambridge: Cambridge University Press, pp. 143–165. Available at:
https://app.kortext.com/Shibboleth.sso/Login?entityID=https://idp0.essex.ac.uk/shibboleth&target=https://app.kortext.com/borrow/237680.
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Roy E. Bailey (2005b) ‘Factor models and the arbitrage pricing theory’, in
The economics of financial markets. Cambridge: Cambridge University Press, pp. 183–199. Available at:
https://search.ebscohost.com/login.aspx?direct=true&db=nlebk&AN=132340&site=ehost-live&ebv=EB&ppid=pp_183.
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Roy E. Bailey (2005c) ‘Options markets I: fundamentals’, in
The economics of financial markets. Cambridge: Cambridge University Press, pp. 438–466. Available at:
https://search.ebscohost.com/login.aspx?direct=true&db=nlebk&AN=132340.
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Roy E. Bailey (2005d) ‘Options markets II: price determination’, in
The economics of financial markets. Cambridge: Cambridge University Press, pp. 467–493. Available at:
https://app.kortext.com/Shibboleth.sso/Login?entityID=https://idp0.essex.ac.uk/shibboleth&target=https://app.kortext.com/borrow/237680.
The above list is indicative of the essential reading for the course.
The library makes provision for all reading list items, with digital provision where possible, and these resources are shared between students.
Further reading can be obtained from this module's
reading list.
Assessment items, weightings and deadlines
| Coursework / exam |
Description |
Deadline |
Coursework weighting |
| Exam |
Main exam: In-Person, Open Book, 120 minutes during January
|
| Exam |
Reassessment Main exam: In-Person, Open Book, 120 minutes during Summer (Main Period)
|
Exam format definitions
- Remote, open book: Your exam will take place remotely via an online learning platform. You may refer to any physical or electronic materials during the exam.
- In-person, open book: Your exam will take place on campus under invigilation. You may refer to any physical materials such as paper study notes or a textbook during the exam. Electronic devices may not be used in the exam.
- In-person, open book (restricted): The exam will take place on campus under invigilation. You may refer only to specific physical materials such as a named textbook during the exam. Permitted materials will be specified by your department. Electronic devices may not be used in the exam.
- In-person, closed book: The exam will take place on campus under invigilation. You may not refer to any physical materials or electronic devices during the exam. There may be times when a paper dictionary,
for example, may be permitted in an otherwise closed book exam. Any exceptions will be specified by your department.
Your department will provide further guidance before your exams.
Overall assessment
Reassessment
Module supervisor and teaching staff
Mr Roy Bailey, email: rbailey@essex.ac.uk.
Lectures: Mr Roy Bailey / Classes: Mr Kai Zhang
For further information, send an email message to fineco@essex.ac.uk.
No
No
No
No external examiner information available for this module.
Available via Moodle
Of 27.7 hours, 25.7 (92.8%) hours available to students:
0 hours not recorded due to service coverage or fault;
2 hours not recorded due to opt-out by lecturer(s), module, or event type.
Economics
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