This module equips students with the knowledge necessary to conduct empirical research in asset pricing. The module begins by critically analysing the leading methodologies used to estimate and evaluate asset pricing models. The module then explores a number of important questions in empirical asset pricing, including the zoo of anomalies, the predictability of returns, and volatility modelling. Throughout the module, students will learn how to use real-world data to test asset pricing theories. In so doing, they will develop a number of skills, including their computational, problem solving, and research skills. They will also develop a deep understanding of the economic significance of empirical asset pricing research for the finance industry.