Research in Finance

Institute of Strategic Management and Finance, Ulm University

Authors
Affiliation

Prof. Dr. Andre Guettler

Institute of Strategic Management and Finance, Ulm University

Oliver Padmaperuma

Institute of Strategic Management and Finance, Ulm University

About this course

Research in Finance equips Master’s students with the practical toolkit and conceptual grounding needed to conduct empirical finance research. Across four lectures and a final Brown Bag Seminar, students learn to handle financial data in R (import, cleansing, merging, transformation, visualisation), run statistical analyses (correlations, parametric and non-parametric tests, linear regression with fixed effects, clustered standard errors), write up empirical results in LaTeX / Overleaf with publication-ready tables and figures, and read and referee a finance research paper. The course is project-based: a group problem set replicates a complete empirical workflow on CFTC futures data; an individual referee report critiques a doctoral presentation at the Institute’s Brown Bag Seminar.

Course at a glance

Term

Winter 2025/2026
Level

Master / PhD
ECTS

6
Language

English
When

Wednesdays 14:15–15:45
Where

Helmholtzstraße 22, Ulm
Format 4 lectures + 1 Brown Bag Seminar, group work + individual referee report
Assessment Problem set (50%) + Referee report (50%)
Registration “Exam” 13337 in campusonline by 30 November 2025

Learning outcomes

By the end of the course, students will be able to:

  1. Wrangle financial data sets in R end-to-end (import, clean, merge, transform, visualise).
  2. Run and interpret core statistical analyses for empirical finance — including OLS with fixed effects and clustered standard errors.
  3. Draft a publication-ready empirical write-up in LaTeX / Overleaf, with stargazer tables and ggplot2 figures.
  4. Critically read a finance research paper and write a structured referee report.

Required materials & setup

Bring a laptop to every session — Lecture 1 is hands-on. Install the following before Lecture 1:

Schedule

Week Date Session
1 Oct 29, 2025 Lecture 1: Basics
2 Nov 5, 2025 Lecture 2: Data Handling & Visualization
3 Nov 12, 2025 Lecture 3: Statistical Analysis
4 Nov 19, 2025 Lecture 4: Academic Publishing & Refereeing
13 Jan 20, 2026 Brown Bag Seminar
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Assessment & deadlines

  • Assignment I — Problem Set — 50% of the final grade. Documented .R script + PDF write-up (Overleaf). Due 19 January 2026. See the problem-set brief.
  • Assignment II — Referee Report — 50%. 2.5–3 page referee report on a Brown-Bag presentation. Due 3 February 2026. See the referee-report brief.
  • Group size: up to 5 students.
  • Registration: you must register for “exam” 13337 in campusonline by 30 November 2025. Without this registration you cannot submit; registered students who fail to submit receive a fail grade (5.0).

Instructors

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