This module covers key techniques of empirical investigation in economics and finance. Students will be introduced to recent empirical findings in asset pricing and corporate finance. The module explores topics such as multivariate regression, least squares estimation, hypothesis testing, diagnostic tests for linear regression models, time-series modelling and machine learning. A strong emphasis is placed on the application of econometric techniques in asset pricing. Students will estimate and test various asset pricing models, including the Capital Asset Pricing Model (CAPM) and its extensions, as well as examine asset return predictability using specialised econometric software. Additionally, the module includes applications based on cross-sectional data, such as estimating models for CEO compensation.