- Describe a Cognitive Psychological Phenomenon or Cognitive Process with relevance to the existing literature: Psychology Course Work, UOW, UK
- Discuss the implications of the interest rate parity for the exchange rate determinants: Financial Management Coursework, UOB, UK
- Design and implement an object-oriented program describing two kinds of bank accounts: Software Engineering Course Work, UCLan, UK
- Should we balance the interests of the fetus with the interests of the pregnant women, or should one prevail over the other: Medical Law and Ethics Course Work, TUE,
- 5133COMP: You will establish a development team of a minimum of three and no more than four students and Your project team must work independently: Data Structures and Algorithms Coursework, LJMU, UK
- You can select a company and a project you are working on or you have worked on in the past: Advance Project Management Course Work, UBT, UK
- You are attending an interview for the position of a ward manager at a core home: Health and social care Course Work, UOG, UK
- How did the liberal principle of ‘freedom of the press’ come about and Does it function to hold government in check: Media Culture and Society Course Work, UOL, UK
- Write a business report of your Financial Reporting and Assurance Unit Leaders analyzing the financial reporting and assurance: Financial analysis on Dunelm Group Plc Coursework, UK
- 21BSP070: You will draw on the concepts and analytical frameworks discussed in the module, the suggested reading, and also the wider negotiation: International Business Negotiations Coursework, LU, UK
- Suppose that a relation factory contains 800 tuples and Each tuple is comprised of a header: Database Systems Coursework, UOS, UK
- What are the advantages of performing image processing calculations in reciprocal space over real space: Biological Sciences Course Work, OBU, UK
- EG7032: A site investigation was conducted on an existing highway pavement located in a subtropical temperature environment: Highway & Railway Engineering Course Work, UOEL, UK
- The LAN will form a central part of the school’s Information Technology strategy for the next five to seven years: Computer Networking Course Work, UOB, UK
- Identify the different reasons people communicate and Explain how communication affects relationships: Health and social care Course Work, BU, UK
- What does this option approximately become when B is much much, much larger than S0: Financial Computing Course Work, UOL, UK
- MGMT7079: You have been hired as a Hospitality Consultant to assist this restaurant to review their customer service: Customer Service & Management Coursework, MTU, UK
- UMKDFG-15-M: Using relevant theories, frameworks, and concepts, analyze and evaluate the current position in which Wildland Park: Customer and International Market Analysis Coursework, UWE, UK
- CIS7015: Requires you to form teams of between three and seven members to carry out a Rapid Application Development: Team Software Development Project coursework, CMU, UK
- KB7043: A systematic understanding of knowledge that is at the forefront of modern engineering design and optimization: Multidisciplinary Design & Engineering Optimisation Coursework, NUN, UK
FINA 1007: Testing the CAPM theory You will use one Market Index and 12 Companies’ daily data: Research Methods Coursework, UOG, UK
|University||University of Greenwich (UOG)|
|Subject||FINA 1007: Research Methods|
This coursework involves testing the CAPM theory.
You will use one market index and 12 companies’ daily data and these companies should be from at least three different sectors. The sample period should be the latest 2 years in length (for example, from Jan 2014 to Jan 2016). The required data can be downloaded from Yahoo finance: http://uk.finance.yahoo.com/
Data collection for twelve companies
Considering three different sectors
Collecting Risk-free rate
Do You Need Assignment of This Question
1. Using data for the entire sample period, run a time-series regression for each of the selected companies. Specifically, regress each company return onto a constant and a market excess return. Verify, in each case, there exists a significant beta.
2. Report the t-statistic for alpha and the R-squared for each company.
3. Discuss your results and the merits and demerits of CAPM analysis.
4. Discuss whether your results are sensitive to sector characteristics.
Are You Looking for Answer of This Assignment or Essay