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Draw a link between market bubbles and overreaction

Assignment Help Financial Econometrics
Reference no: EM13813140 , Length:

Topic: overreaction and market bubbles

Research objective: to draw a link between market bubbles and overreaction

Methodology: quantitative (needs to have proper calculations shown with statistical analysis)

Word count: 3000 words

Preferably take 20 stocks during the dot com bubble from nasdaq and calculate abnormal returns hence proving/not proving overreaction.
Then calculate the abnormal returns of 20 stocks during the Japanese dot.com bubble and understand whether it signifies overreaction or not. And compare both results.

Daily stock prices need to be taken of one year prior to the peak and one year after the peak.

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Reference no: EM13813140

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