After finishing this course, students should be able to synthesize relevant empirical research methods in financial economics. Furthermore, students are expected to execute some empirical techniques based on actual financial market data. The exercise is expected to enhance students’ capacity and capability in conducting empirical research in financial economics. The course covers selected topics in financial economics such as statistical properties of asset returns, asset pricing, efficient market hypothesis, portfolio performance, and other relevant topics. Students will be introduced to financial market data and relevant techniques to utilize the data. At the end of the course, students are expected to submit a complete research proposal in financial economics.