State clearly and explain null and alternative hypotheses

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Reference no: EM132413739

Data Requirement -

Sample amount: 120 firm

Sample period: 2014-2017

Hypothesis

1. The lottery rate (winning rate) and IPO initial return are positively correlated in China market.

2. The quality of under writer (reputation and amount) are negatively correlated in IPO under-pricing.

3. The age of firm in inversely related to IPO under-pricing.

Basic Requirement -

1. Explain the theories and models being tested.

State clearly and explain the null and alternative hypotheses.

2. Explain and summarise your data, - e.g. what industry portfolio you are using, how many months, means, median, stdev, etc.

3. Estimate regressions and present the findings - create your own tables, do not use screenshots for tables.

4. Interpret the findings relating back to the hypotheses and theories.

Perform diagnostic tests to evaluate goodness of fit of your regressions.

5. Perform analysis of residuals:

- Explain the possible bias.

- Demonstrate how these potential bias could be corrected.

- Compare the results before and after the adjustment.

Any other data, tests, or information that you feel are interesting and relevant to the empirical tests.

IMPORTANT: To quantitative studies, the following results at a minimum are expected to describe your population and variables:

Table 1-Descriptive statistics

Table 2-Correlation matrix

Table 3-Main regression results

Tips -

a. Eviews regression output gives a number of statistics, only report those that are relevant to the hypothesis testing and the empirical analysis. You have to decide what to include and how to organise the table.

Text in tables do not count towards the final word count.

Put more statistics into one table to save space!

Use ***, ** and * to denote statistical significance.

b. The t-statistics are reported in () under each coefficient.

Regressions using different dependent variables are reported in different columns.

The variables are on the first columns, and the coefficients are reported.

Focus on how academic research tend to format their tables and how the table are named: Table 4 with a title that explains what this table is about.

Attachment:- Assignment Files.rar

Reference no: EM132413739

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