Empirical Finance
Possible Project Topics: Empirical Finance
实证金融课业代写 1.Clinical trial event study a. Look at the outcome of clinical trials of biotech companies and analyze their stock return performanceb.
1.Clinical trial event study 实证金融课业代写
a. Look at the outcome of clinical trials of biotech companies and analyze their stock return performance
b. (more like what we did for the earnings announcement drift)
Clinical trials list: https://www.clinicaltrials.gov/
https://www.nih.gov/health-information/nih-clinical-research-trials-you/finding-clinical-trial
2.M&A event study in pharma industry
a. Look at the M&As in the pharma/bio-tech industry
b. Short term and/or long-term event study
3.Event study after FOMC announcements 实证金融课业代写
a. Check for the announcement dates:
https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm
b. Short term or intra-day analysis
c. Check on impact on market index and industry ETFs and individual stocks
d. Is there a differential impact on one industry sector versus other?
e. Check out the papers:
ii. https://onlinelibrary.wiley.com/doi/abs/10.1111/jofi.12818
iii. https://onlinelibrary.wiley.com/doi/full/10.1111/jofi.12196
Any other topics of your interest done in class
WRITE-UP
Your write-up should be double-spaced, and should not exceed 5 pages. Include a brief executive summary in which you describe your major assumptions and your estimate of the firm’s stock price. Your report must be clear and succinct. In addition to the text, you may add up to 5 pages of exhibits like graphs, tables etc., You also have to submit all your data and all the codes written in Python.
APPENDIX A: DATA RESOURCES 实证金融课业代写
A) Fama French Risk Factors:
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
B) INFLATION
Monthly CPI data can be obtained from the St. Louis Federal Reserve’s web site http://research.stlouisfed.org/. This is a valuable tool in doing financial analysis. We’ll be using the Consumer Price Index (CPI) For All Urban Consumers – not seasonally adjusted.
C) BASIC FIRM SPECIFIC INFORMATION
All public information is here. Start with the current stock price and ticker.
http:///finance.google.com
You should go to your firm’s website to obtain the annual financial reports. Usually “investor relations” link will provide the annual reports. Read them and you will learn a lot about your firm.
D) BALANCE SHEET AND INCOME STATEMENTS
Past statements older than 3 years are not publicly available. You may use Yahoo Finance or Google finance or the SEC Edgar website to find the past financial statements of the firm.
E) INTEREST RATES AND ECONOMIC DATA
Current Treasury and corporate bond yields are available in http://bonds.yahoo.com. For historical corporate and treasury yields check the Board of Governor’s website http://www.federalreserve.gov/releases/h15/data.htm
You can also find economic indicator data from World Bank or IMF websites.
F) JOURNALS AND OTHER DATABASES
Additional information on your firm is available from Wall Street Journal, the Standard.Com, CorporateInformation.com and several library resources.
G)WRDS
H) FOMC Data: https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm
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