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Submission of assignment
Your assignment should be well presented – you should answer the questions in sequence and present graphs, tables and equations in a Word document as appropriate. The word count should not exceed 1000 (this excludes tables and graphs). There is no need to
provide a print out of the data, but you must provide the data and all your calculations on an Excel file that you submit on OCS at the same time as submitting the Word file
containing your assignment answers. 金融会计留学生作业Information on the Excel file will not be marked –anything that is to contribute to your final mark should be presented in the Word document. It will be your responsibility to present all your answers in the Word document. If you make a relevant calculation in Excel but do not report it in the Word document IT WILL NOT RECEIVE A MARK. However, note that when marking we
shall open and check a random sample of Excel files.

Note that you will be submitting both an Excel and Word file (the latter will be watermarked) on the OCS (there are guidelines on how to submit online when you log in to OCS). You are also required to submit one watermarked hard copy of your Word file to the EBS Administration Office soon after the deadline (the next working day). Refer to
your course booklet for the school’s policy on late submission of coursework.

Tip: Think carefully about the best way to present the information. It is often inadvisable to simply copy and paste Excel results. It is preferable that you select the relevant information to present in tables that you have designed for the purpose.

The assignment
1) Collect UK price data for 3 equities, each from a different industry, and 1 market index from UK Yahoo Finance (https://uk.finance.yahoo.com/). You should select stocks that have at least 5 years of recent data and the most recent observation should be February/March 2010. The choice of the specific time span and frequency is yours.1 You should nevertheless be aware that this data will be used[1 We impose a constraint on the choice of the time span due to the nature of task (8) below, which requires long time-series data. Note that task (8) also imposes a constraint on the choice of frequency: a lowest frequency of monthly interval is ideally required in order to have enough observations to run the tests for]throughout this assignment. Note that any two submissions should not consider precisely the same set of data. [10 marks]

2) Convert the (adjusted closing price) data for each stock into log returns and provide a brief description (this should include relevant descriptive statistics).
[15 marks]

3) Construct scatter diagrams (XY-plots) of the returns on your three chosen stocks(one graph for each stock) against the market return. Calculate the correlation coefficient between each of the stock’s returns against the market return. Interpret your results. [10 marks]

4) Estimate the Single Index Model for each stock. Report your regression results(Decide what you think is most relevant and present this in a table; do not copy and paste Excel output). Briefly comment on the output. [15 marks]

5) Construct 99% confidence intervals for both the intercept coefficient and the slope coefficient in each of the regressions. Interpret these confidence intervals and use them to conjecture (i) whether the intercept coefficient is equal to zero and (ii)whether the slope coefficient is equal to 1 in 本论文由英语论文网提供整理，提供论文代写，英语论文代写，代写论文，代写英语论文，代写留学生论文，代写英文论文，留学生论文代写相关核心关键词搜索。