Develop the regression model

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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

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