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

Dr. Ogonna Nneji featured in credit magazine

3 March 2014
A lecturer in finance at the ICMA Centre, Dr. Ogonna Nneji, recently featured in Creditflux, a leading industry credit magazine with around 10,000 readers in the credit markets. His short article was co-authored with Dr. Davide Avino, a research fellow at the Financial Mathematics and Computation Cluster (FMC2), University College Dublin Smurfit Business School and previous ICMA Centre PhD student. Their article titled "Finding inefficiencies in iTraxx" provides evidence that the credit default swaps market in Europe is inefficient and could be exploited by credit investors.

Making a splash in the stock market: Does listing status affect stakeholder orientation?

1 August 2018
With that thought in mind, it has been dry lately, hasn’t it?

Are pensioner’s really earning more than working families? 

13 February 2017
"Pensioner incomes ‘outstrip those of working families'"