Empirical Asset Pricing: The Cross Section of Stock Returns is a comprehensive overview of the most important findings of empirical asset pricing research. The course begins with thorough expositions of the most prevalent econometric techniques with in-depth discussions of the implementation and interpretation of results illustrated through detailed examples. The second part of the course applies these techniques to demonstrate the most salient patterns observed in stock returns. Other topics covered include the driving forces behind the patterns observed in the stock market and an extensive set of results that serve as a reference for practitioners and academics alike.