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Advanced Topics in Finance Papers

The most current information on Advanced Topics in Finance (formerly the Finance Practicum) can be found on Professor Ravi Jagannathan's Web site:

Advanced Topics in Finance Web site

What is Advanced Topics in Finance?
Advanced Topics in Finance, first offered as the Finance Practicum in Spring 2001, is the capstone course for the Analytical Finance major. Firms provide projects which students work on for 10 weeks. In addition, the class reads academic papers. The purpose is to provide students the opportunity to work with data and real-life problems, outside the bounds of a particular course.

Posted below are papers from the 2001 Practicum. Select a title to view a pdf of the paper.
  Buy, Sell, or Hold?
An Event Study Analysis of Significant Single Day Losses in Equity Value

What are the implications for a mutual fund of a 20% stock price drop? Buy, sell, hold?
  Project Samurai:
Exploration of a foreign acquisition by Sudhanford Corporation

A firm is considering an acquisition in Japan. Based on a valuation of comparables, what is a fair price?
  Modeling Risky Corporate Debt:
Pricing Default Risk Variance and Liquidity

Bond traders need to understand the determinants of yield. What is the price of credit risk

©2001 Kellogg School of Management, Northwestern University