Statistical Analysis of Stock Investment
Course No.:1080026 Credit(s): 2
Course Description
Statistical Analysis of Stock Investment is one of the core courses for statistics major. This course is a methodology disciplines for Securities Investment and statistics. This course is oriented towards the training of high-quality professional economics and statistics talents with qualified and innovative practical ability.
By studying Statistical Analysis of Stock Investment, students can make rudimentary analyses on securities market by means of statistical method and lay a good foundation for conducting securities investment. Meanwhile, they can also comprehend the applications of statistical approach in securities market.
Course Learning Outcomes
The student learning outcomes are what student would be able to know and to do on the completion of this course. In details are:
1.Know the basic analysis method in securities market and common statistical approach in securities investment.
2. Grasp the specific applications of statistical knowledge in securities market.
3. Understand the applications of statistical approach in securities market.
Relationship to Other Courses
The prerequisites for this course are Statistics, Probability Theory and Mathematical Statistics, Western Economics.
Textbook and Reading Lists
Textbook:
Guoxiang Xu, Security Investment Analysis. Science Press, 2007.
Suggested reading lists:
Marc Lore, Lev Borodovsky, Financial Risk Management. Buttenworth and Heinemann, 2000.
John Hull，Options, Futures, and Other Derivatives(7th edition). NEW May, 2008.
Yanyun Zhao, Finance Statistical Analysis. China Renmin University Press, 2000.
Hongmei Liu, Finance Statistics. Shanghai University of Finance and Economics Press, 2005.
Course Assessment
Activities | Weighting (%) |
Daily Performance and Homework | 30% |
Midterm Exam | 0% |
Final Exam | 70% |
Course Schedule
Week | Topics | Text |
1-2 | Lecture 1 Procedure and Method of Security Investment Analysis 1.1 Investment Process and Procedure 1.2 Meaning of Security Investment Analysis 1.3 Process of Security Investment Analysis 1.4 Method and Content of Security Investment Analysis | Chapter 1 |
3 | Lecture 2 Common Statistical Method in Securities Investment 2.1 Introduction 2.2 Review of Common Statistical Method 2.3 Statistical Techniques of Securities Investment | Chapter 2 |
4-6 | Lecture 3 Descriptive Statistics in Securities Investment 3.1 Data Types 3.2 Basics of Descriptive Statistics 3.3 Related Metrics 3.4 Index, Single Index, Simple Average Index, Weighted Index and Stock Index's computation | Chapter 3 |
7 | Lecture 4 Inferential Statistics in Securities Investment 4.1 Sampling Theory 4.2 Sample Estimate and Confidence Interval 4.3 Hypothesis Testing | Chapter 4 |
8-9 | Lecture 5 Econometric Method of Financial Time Series 5.1 Basics 5.2 Univariate Stochastic Model 5.3 Cointegration | Chapter 5 |
11-12 | Lecture 6 Statistical Analysis of Stock Market 6.1 Summarization about the Stock 6.2 Stock Issuing Market Statistics 6.3 The Stock Currency Market Statistics | Chapter 6 |
13 | Lecture 7 Statistical Analysis of Bond Market 7.1 Summarization of the Bond 7.2 Bond Market 7.3 Bond Market Statistics | Chapter 7 |
14-15 | Lecture 8 Statistical Analysis of Securities Investment Funds 8.1 Conception of Securities Investment Funds 8.2 Classified Statistics of Securities Investment Funds 8.3 Fund Operation and Management | Chapter 8 |
16-17 | Lecture 9 Futures Market Statistics 9.1 Summarization of Futures 9.2 Function of Futures Market 9.3 Structure of Futures Market 9.4 Futures Statistical Index | Chapter 9 |
18 | Final Exam | |
