Reference no: EM133151625
Stock IPOs regression analysis
- Create Univariate regression to determine the relationships between gross spread Amount (dependent variable) and below 3 independent variables (use PowerBI):
- Number of underwriters
- Total underwriting fees
- Underpricing percent
- Determine and explain the types of relationship shown in the regression results:
- Positive
- Negative
- No relationship
Explain the results - half credit WITHOUT a good explanation of the results
3 tasks to complete:
1. create a single regression for each of the 3 variables above (need to create 3 graphs)
2. Identify the types of relationship - is the relationship positive or negative or no relationship?
3. Explain the meaning of the relationship - e.g. what does a positive relationship mean?
(2) Perform multivariate regressions in Excel (use all the 4 variables in one regression)
1. Dummy underwriter type
2. Dummy syndicate
3. Dummy venture backed
4. Number of underwriter
- Determine and explain the types of relationship shown in the regression results:
- Positive
- Negative
- No relationship
- Explain the coefficient, R-square and P-value
Explain the results - half credit WITHOUT a good explanation of the results
Below is the link to videos on how to perform regressions in excel
How To Perform Simple Linear Regression In Excel - YouTube
Note: On the graph, X (independent variable) is on the vertical axis, Y (dependent variable) on the horizontal axis