Lecture,Teaching language is English with Detailed Explanations in Chinese. This course is an introduction to the empirical methods used for finance with a focus on selected topics. The course will provide students with a toolbox and working knowledge of time series, cross-sectional and panel data analysis to be used for further quantitative study and research. The interplay between finance theories, asset pricing theories, statistical assumptions and relevant statistical regression techniques will be explored. Students are exposed to a variety of regression methods including AR models for time series data which are commonly employed in finance, cross-sectional multi-factor pricing models, and event study methods. Grading: Project 40%, others 60%.