Develop the regression model

Reference no: EM133346224

Case: In this part of the project, students will develop regression models to evaluate the explanatory variables of the stock returns of the selected 10 ASX listed companies. To control the study, students also need to include other related variables as regressors. In this case, students are required to collect data of stock returns and other relevant variables of 10 ASX listed companies and macro variables. The data frequency is yearly and the data period is from 2011 to 202. Data are available in the annual report of companies and RBA website. The word limit for this part of the assessment in 1,500 words. In this assessment A4, you need to,

i. Develop the regression model based on the problem statement.

ii. Description of the variables and the source of the data.

iii. Analysis of the estimated results.

iv. Provide hypothesis testing (t-tests).

v. Provide a conclusion of the research.

Reference no: EM133346224

Questions Cloud

Find annual effective interest rate : Find i, the (non-zero) annual effective interest rate, rounded to two decimal places after converting to a percentage

Brent in regard to the audit of payables : Identify at least three specific things John, Brent, and the other auditors could do to better handle the demands of career and family life and proactively

What is the amount of dividends common shareholders : cash dividends in 20X2 and $40,000 in 20x1. What is the amount of dividends common shareholders will receive in 20X3

Compute the amount due at maturity for the note : customer Payton Summers as payment on account. Compute the amount due at maturity for the note and interest. (Use 360 days a year.)

Develop the regression model : Develop the regression model based on the problem statement and Description of the variables and the source of the data

How can i compute the estimated cost of capital : How can I compute the estimated cost of capital (expected return) using the estimated coefficient and expected value from a regression in excel?

Compute the material loading charge percentage the repair : Cullumber and Associates, a consulting service, recently received a bill for repairs on its computer system totaling $2,928. Cullumber thinks it may have been

Promote a lively and engaging conversation : Promote a lively and engaging conversation about Chapter 20. Feel free to post here with questions and comments about the Chapter

What is total shareholder equity : Abbey Heating Inc. has the following information for the 1,rear 2021 Total Assets: 31.200000 Total Liabilities: 3400.000 What is Total Shareholder Equity?

User Account

All Pages