- Network Threats and Vulnerabilities, UNIS, Coursework
- Corporate Finance and Business Valuation Coursework
- 5301ELE Digital System Evaluation Coursework, Level 5, LJMU 2024
- Power Electronic Applications and Control Coursework 1 2024
- PE7007 Construction Economics, Coursework Brief – 2024/2025 , NU, UK
- Level 3 Diploma in Adult Care, Coursework, UK: Understand the application of personcentred practices in care settings
- Decide whether each of the following statements is true or false. Justify your answer in each case by giving an example or stating any general result seen at the lecture: Mathematics, Coursework, NU, UK
- 7CO03: Critically assess different ethical standpoints on people practice and the maintenance of high standards of ethical behaviour: CIPD level 7 , Coursework, UK
- SQE2: Oral Skills-Written Skills- Apply the law comprehensively to the client’s situation, identifying any ethical and professional conduct issues: Reflective Portfolio, Coursework, UK
- SQE 1 Preparation: Portfolio Assessment-analyse and reflect upon your development of the practical legal skills that the Solicitors Regulation Authority (the SRA) : Reflective Portfolio, Coursework, UK
- DSM120: Financial Data Modelling, Coursework 1, UK
- DSM070: Building the Blockchain: the chain, mining, and the consensus mechanism: Blockchain Programming, Coursework 3, UOL, UK
- FHEQ Level 7 ES5800 – Systematic review protocol In this assessment you are asked to write a systematic review protocol: Analytical skills for Environmental Managers, Coursework, BUL, UK
- FHEQ Level 7 ES5800 – Data analysis As part of your learning activities in the autumn 2023 term, you have measured reaction times using the ruler drop test among athletes: Analytical skills for Environmental Managers, Coursework, BUL, UK
- FHEQ Level 7 ES5800 – Analytical skills for Environmental Managers, Coursework, BUL, UK
- CIPD – 5CO02: Quantitative and qualitative analysis review: Evidence-based practice, Coursework, MOL, UK
- CIPD – 5CO02: You are to produce a report that provides the Senior Management team with knowledge and understanding of what evidence based practice: Evidence-based practice, Coursework, MOL, UK
- CIPD – 5CO02: Your manager has just returned from the monthly Senior Management meeting where all departmental heads have been asked to present a report: Evidence-based practice, Course Work, MOL, UK
- To apply the concepts covered during the lectures to practical reactor engineering design problems: Advanced Reaction Engineering, Coursework, LSBU, UK
- In this part of the coursework, you will determine the mechanism and develop a rate law for a catalytic reaction from experimental data: Advanced Reaction Engineering, Coursework, LSBU, 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
Tasks:
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
Answer
