Skip to main content

New Edition of Econometrics Bestseller

The third edition of Professor Chris Brooks’ textbook Introductory Econometrics for Finance was published last week by Cambridge University Press. The book has sold over 50,000 copies across more than 30 countries since it was first printed.

It was the first text on quantitative techniques that was specifically aimed at finance students, incorporating numerous examples and self-study materials. While it has shaped the way econometrics has been taught to a generation of finance students at many universities, it is based on the highly successful Quantitative Methods for Finance and Financial Econometrics modules that Chris developed and taught on the MSc programmes at the ICMA Centre.

The latest edition is thoroughly revised and contains new chapters including material on how to conduct event studies and test asset pricing models.

Chris said, “I have been really delighted with the reception that the book has been given and it’s great to receive e-mails from people all around the world who are using it. The financial crisis demonstrated, amongst many other things, the problems that can arise when quantitative techniques are employed inappropriately. At the ICMA Centre, we try to ensure that all students receive a rigorous training in econometrics and I am trying to do my part to rid the world of bad models!”

Further details about the book are available here. You can read more about Professor Chris Brooks research and work at the ICMA Centre at this link.

Published 12 May 2014

You might also like

Annual PhD Student Presentations at the ICMA Centre

13 June 2014
Doctoral researchers and academics at the ICMA Centre were especially busy this week with the annual PhD presentations taking place on Thursday and Friday. Each year, every doctoral researcher in the ICMA Centre provides an outline of the progress they have made in 20 minute conference-style presentations moderated and assessed by academic faculty and followed up by lively discussions and suggestions for improvements made by peers.

Richard Comotto featured in the Financial Times and the FT Alphaville blog

24 January 2014
Richard Comotto, Senior Visiting Fellow at the ICMA Centre was featured recently in the Financial Times and on the FT Alphaville blog in articles regarding the shrinking of the Europe repo market over the second half of 2013.

Islamic Finance: The New Regulatory Challenge

13 August 2013
Islamic Finance: The New Regulatory Challenge is a new book co-authored by ICMA Centre Visiting Professors Simon Archer and Rifaat Ahmed Abdel Karim. The book was launched recently at the International Centre For Education In Islamic Finance (INCEIF) in Kuala Lumpur, Malaysia. We caught up with Professor Simon Archer to discuss his role at the ICMA Centre and the new book.
Research news