Spring 2006 Course Listings (PHD)

= Cancelled
= New Class Added
= Professor Change
= Rescheduled (day/time change)

 

Accounting/Taxation

  • B10.4302 Theory&Research Managerial Accounting I (3)
    Course Description:

    "Analytical Research in Accounting: Information, Contracts, and Corporate Governance" Course Description: This course explores analytical models in the accounting literature. The main focus is on contract theory with applications to accounting. Analytical research design issues are emphasized and emerging research questions identified. The class mixes lectures with student presentations. Pre-requisites: Ph.D. level microeconomics or permission of the instructor.
    Section Meeting Times Dates Instructor Notes
    20
    TR  09:00 am - 10:20 am
    		 01/24-04/27 Dontoh,A PhD students only

Economics

  • B30.3312 Advanced Microeconomic Theory (Microeconomics II) (3)
    Course Description:

    As a sequel to Microeconomics I, this course covers the basics of game theory and oligopoly theory. The main focus of this course is on strategic interactions, where few agents have to take into account the effect of their actions on others. We discuss simultaneous and sequential games in extensive and normal forms and apply non-cooperative and cooperative equilibrium concepts. We then go to applications in the choice of price, variety, and quality in oligopoly and monopolistic competition; strategic coordination, collusion, and creation and stability of cartels; first mover's advantage and disadvantage; nonlinear pricing; and economics of networks, including financial networks and innovation.
    Section Meeting Times Dates Instructor Notes
    20
    M  1:00 pm - 4:00 pm
    		 03/31-05/01 Economides,N PhD students only
  • B30.3332 Advanced Topics in Macroeconomics (Macroeconomics II) (3)
    Course Description:

    This course is intended for Ph.D. students who already have substantial prior preparation in dynamic macroeconomics. The objective is to talk about research and potential dissertation topics. Most of the topics fall under the general description of dynamic general equilibrium theory. In recent years, the topics have included financial markets and the growth of firms; optimal monetary policy; dynamic contracting; asset pricing; business cycles; and labor markets. Students are expected to present their own work at the end of the course.
    Section Meeting Times Dates Instructor Notes
    20
    W  3:00 pm - 5:50 pm
    		 01/25-04/26 Clementi,G/Perri,F PhD students only

Finance

  • B40.2332 Financial Theory II (3)
    Course Description:

    This is the second course in the theory of financial decision making. Focus is primarily on methods of empirical financial economics. Standard econometric procedures and the newest techniques in estimating procedures are studied in the context of applications to financial asset pricing and to corporate finance issues.
    Section Meeting Times Dates Instructor Notes
    20
    M  2:00 pm - 5:00 pm
    		 01/23-05/01 Engle,R PhD students only
  • B40.2333 Financial Theory III (3)
    Course Description:

    This is the third course in the theory of financial decision making. The first half of this course deals with issues in corporate finance. Topics include agency theory, signaling and asymmetric information models, taxes, dividends, and capital structure. The second half of the course focuses on the pricing of options, futures, and other derivative securities instruments.
    Section Meeting Times Dates Instructor Notes
    20
    FR  1:30 pm - 4:20 pm
    		 01/27-04/28 John,K PhD students only
  • B40.2337 Financial Theory IV (3)
    Course Description:

    This is the fourth course in the theory of financial decision making. The first half of this course deals with asset pricing and dynamic portfolio choice in a continuous-time framework. The second half of the course focuses on empirical financial economics with a special emphasis on the empirical implications of the Efficient Markets Hypothesis and asset pricing and applications to issues in investment performance measurement and corporate finance.
    Section Meeting Times Dates Instructor Notes
    20
    W  2:00 pm - 5:00 pm
    		 01/25-04/26 Sundaram,R PhD students only
  • B40.4304 Seminar in Corporate Governance (3)
    Course Description:

    This course surveys leading academic research in selected areas of corporate governance, focusing especially upon boards of directors, institutional investors, and the influence of corporate and securities law upon corporate finance. We will also study governance in organizations such as financial mutuals and non-profits. Some recent working papers will be studied, in order to introduce students to the latest developments in the field and to help identify possible dissertation topics. We will also investigate the strengths and weaknesses of leading on-line databases and other research tools.
    Evaluation will be based upon a set of data exercises and referee reports assigned periodically throughout the course.

    What's not covered: Perhaps the largest topic in corporate governance is executive compensation. That area, defined broadly to include incentives from ownership and dismissal, is treated separately in my own companion doctoral course that was offered most recently in Fall 2012 and will hopefully be offered again soon. We will also not cover much of the area of Law&Finance, which involves governance-related topics in corporate finance and securities regulation.
    Section Meeting Times Dates Instructor Notes
    20
    R  10:30 am - 12:00 pm
    		 01/26-05/01 Yermack,D PhD students only
  • B40.4306 Seminar in Liquidity and Asset Pricing (3)
    Section Meeting Times Dates Instructor Notes
    20
    W  2:00 pm - 5:00 pm
    		 01/25-04/26 Whitelaw,R PhD students only
  • B40.4308 SEM: CORP FINC&BANKING (3)
    Section Meeting Times Dates Instructor Notes
    20
    T  2:30 pm - 3:15 pm
    		 01/24-04/25 Ljungqvist,A/Mueller,H PhD students only

Information Systems

  • B20.3345 Doctoral Seminar in Digital Economics (3)
    Course Description:

    This course introduces students to scientific paradigms and research perspectives related to the economics of information technologies. Topics in 2012 include information goods, piracy, digital rights management, network economics, sponsored search auctions, user-generated content, contagion in networks, technological innovation, IT productivity, the digital commons and online privacy.
    Section Meeting Times Dates Instructor Notes
    20
     
    		01/23-05/01 Sundararajan,A PhD students only
    • B20.3382 Research Seminar on IT and Organizations: Social Perspectives (3)
      Course Description:

      The course introduces students to sociological and organizational literature on the role of Information Technology in organizations and society.
      Section Meeting Times Dates Instructor Notes
      20
       
      		01/23-05/01 Levina,N PhD students only
      • B20.3383 Networks, Crowds, and Markets: Reasoning about a Highly Connected World (3)
        Course Description:

        Revised and updated B20.3383 Professor Foster Provost with Professors Sinan Aral, Yannis Bakos, Panos Ipeirotis, Arun Sundararajan and other guests (e.g., hopefully Duncan Watts and others). This is a course on how the social, technological, and natural worlds are connected, and how the study of networks sheds light on these connections. Topics include: social network structure and its effect on business, culture, and the propagation of information, fads, disease, etc.; the technology, economics, and politics of social networks, Web information, and on-line communities; small worlds, network effects, and "rich-get-richer" phenomena. The power of networks for prediction, including topics like social-network advertising, the power of the network for web search, and the melding of economics, modeling, and technology into "prediction markets." The class will be a combination of lectures based on the textbook, guest lectures from our faculty who are well-known experts on this topic, and guest lectures from outside speakers. Textbook: Networks, Crowds, and Markets: Reasoning About a Highly Connected World, by David Easley and Jon Kleinberg. http://www.cs.cornell.edu/home/kleinber/networks-book/networks-book.pdf. We won't follow the book chapter-by-chapter, but will try to cover broadly the topics covered throughout the book, as we can fit into one semester.
        Section Meeting Times Dates Instructor Notes
        20
        M  4:00 pm - 7:00 pm
        		 01/23-05/01 Ipeirotis,P PhD students only

        Interarea

        • B55.3365 Special Topics (3)
          Course Description:

          This is an interdepartmental faculty-student workshop, supported in part by the Center for Digital Economy Research. The weekly meetings are devoted mainly to presentations by Stern faculty, although some visitors may be scheduled. Participants are expected to attend the workshop regularly. Students taking the workshop for credit are also expected to write a term paper.
          Section Meeting Times Dates Instructor Notes
          20
           
          		01/26-04/27
          • B55.9910 Continuous Time Processes (3)
            Course Description:

            In this course we discuss the theory of continuous time stochastic processes. The list of subjects includes the properties of continuous time martingales and the Brownian motion, a rigorous buildup of Ito's integral, stochastic differential equations, the Markov property, Girsanov's theorem, the Feynman-Kac formula, the Kalman-Bucy filter, stochastic control and the Hamilton-Jacobi-Bellman equation. The grade for the course is based on two take-home exams and homework assignments. The day and the time of this class is changeable upon the agreement of all participants. The possible change of the day and time will be discussed at the beginning of the first class. Notes: Please speak with Professor Peter Lakner for more information. (212-998-0476 or plakner.nyu.edu)
            Section Meeting Times Dates Instructor Notes
            20
            R  2:00 pm - 5:00 pm
            		 01/26-04/27 Lakner,P PhD students only
            • B55.9912 Panel Data Analysis (Econometrics II) (3)
              Course Description:

              This is an intermediate level, Ph.D. course in the area of Applied Econometrics dealing with Panel Data. The range of topics covered in the course will span a large part of econometrics generally, though we are particularly interested in those techniques as they are adapted to the analysis of 'panel' or 'longitudinal' data sets. Topics to be studied include specification, estimation, and inference in the context of models that include individual (firm, person, etc.) effects. We will begin with a development of the standard linear regression model, then extend it to panel data settings involving 'fixed' and 'random' effects. The asymptotic distribution theory necessary for analysis of generalized linear and nonlinear models will be reviewed or developed as we proceed.. We will then turn to instrumental variables, maximum likelihood, generalized method of moments (GMM), and two step estimation methods. The linear model will be extended to dynamic models and recently developed GMM and instrumental variables techniques. The classical methods of maximum likelihood and GMM and Bayesian methods, expecially MCMC techniques, are applied to models with individual effects. The last third of the course will focus on nonlinear models. Theoretical developments will focus on heterogeneity in models including random parameter variation, latent class (finite mixture) and 'mixed' and hierarchical models. We will also visit the theory for techniques for optimization in the setting of nonlinear models. We will consider numerous applications from the literature, including static and dynamic regression models, heterogeneous parameters models (e.g., Fama-Macbeth), random parameter variation, and specific nonlinear models such as binary and multinomial choice and models for count data.
              Section Meeting Times Dates Instructor Notes
              20
              TR  1:00 pm - 2:20 pm
              		 01/24-04/27 Greene,W PhD students only

              Management and Organizations

              • B65.3395 Cognition in Organizations (3)
                Course Description:

                This is a cross-disciplinary course, focusing on cognitive research in organizational behavior, organization theory, and strategy. Topics related to organizational behavior include attribution theory, social identity theory, escalation of commitment, decision biases, and small-group decision making. Topics related to organization theory include the following: environmental perception and interpretation, issue interpretation, issue selling, and sense-making/ sense-giving. Topics from the strategy domain include processes of strategy formulation, top management team dynamics, decision biases as applied to strategic decision making, and managerial cognition as applied to perceiving competition.
                Section Meeting Times Dates Instructor Notes
                20
                W  1:00 pm - 4:00 pm
                		 01/25-04/26 Milliken,F PhD students only
                • B65.4301 Strategy (3)
                  Course Description:

                  The field of Strategy is motivated by a simple question: What allows certain firms to earn positive economic profits while others deliver negative returns? It offers a set of complicated answers: differences in industry structure, internal capabilities, superior managerial decision making, vertical and horizontal scope and so on. In the past 3 decades, Strategy has emerged as an important area of study in Management. The Business Policy and Strategy division now boasts of the largest membership in all of AOM. In practice, the field of Strategy is the only area that speaks exclusively to the highest level of corporations- the leaders, the CEOs, and the movers and shakers of the modern firm. It transcends functional areas such as finance or marketing, as it brings functional knowledge to bear on the most critical issues faced by the firm's key decision makers. While there is a strong degree of core consensus among scholars, Strategy is a young discipline with many unresolved theoretical puzzles and empirical challenges. Far from being obstacles, these gaps present attractive and ample opportunities for fledgling scholars to make a mark. Whether you aspire to contribute directly to the scholarship of Strategy or are simply curious about how Strategy may relate to your area (whether it be Information Systems, Marketing or Public Policy), this course offers an overview of classic concepts and ideas and introduce you to current research in Strategy.
                  Section Meeting Times Dates Instructor Notes
                  20
                  T  2:00 pm - 5:00 pm
                  		 01/24-04/25 Porac,J PhD students only

                  Marketing

                  • B70.4392 Quantitative Applications in Marketing II (3)
                    Course Description:

                    Acquaints students with the state of the art in mathematical marketing models. The focus is on managerial models of advertising allocations, channel design, sales force allocation, sales promotion, pricing, product design, test markets, and competitive positioning. The readings are mainly drawn from leading marketing journals. Students develop their own models and papers on a topic of interest.
                    Section Meeting Times Dates Instructor Notes
                    20
                    FR  1:00 pm - 4:00 pm
                    		 01/27-04/28 Yang,S PhD students only

                  Operations Management

                  • B60.4317 Stochastic Inventory Theory (3)
                    Course Description:

                    This course will provide an in-depth study of classical models or inventory management and their extensions. We will first study stochastic inventory models and then discuss their applications in the recent research field of operations management.
                    Section Meeting Times Dates Instructor Notes
                    20
                    T  09:00 am - 12:00 pm
                    		 02/14-05/01 Janakiraman,G PhD students only
                  • B60.4322 Advanced Topics - Operations Management 2 (3)
                    Section Meeting Times Dates Instructor Notes
                    20
                     
                    		01/23-05/01 Caldentey,R PhD students only