**Project topics**

You may choose your own topic for your project, but you may also consider choosing a topic from the following list of topics:

1. Model and test weak-form information efficiency in one or more Canadian stock markets.

2. Test to determine which model-the Capital Asset Pricing Model (CAPM) or Arbitrage Pricing Theory (APT)-is superior for determining returns on risky assets in Canadian markets.

3. Measure, model, and forecast the volatility of bond returns in Canada.

4. Model and test the determinants of bond credit ratings used by ratings agencies such as Moody's.

5. Model the long-term relationship between prices and Canada-US exchange rates.

6. Determine the optimal hedge ratio for a spot position in cattle or oil markets.

7. Test technical trading rules to determine which of them makes the most money.

8. Test the hypothesis that earnings or dividend announcements have no effect on stock prices.

9. Test spot and futures markets to determine which reacts more rapidly to news.

10. Forecast the correlation between the TSX index and the NASDAQ index.

11. Model and test the effect of a firm's capital structure decisions (i.e., debt-equity weight) on share returns.

Contact the academic expert for this course as early as possible to discuss your choice of final project topic and possible data sources. Your final project topic must be approved by the academic expert before you start working on it.

**Project tasks**

1. Pick a project topic.

2. Contact the academic expert for topic approval.

3. Conduct a literature review that examines at least two, and at most five, articles. For each article, write a one-paragraph summary and a one-paragraph critical review, then explain how the article relates to the topic you have chosen for your final project.

4. Obtain data (contact the Student Support Centre if you encounter problems accessing or obtaining data).

5. Analyze the data, according to these guidelines:

• If your study involves structural analyses of cross-sectional, time-series, or panel data, perform the following tasks:

- Define the null hypotheses.
- Run the regression(s).
- Discuss how well the model fits by using goodness-of-fit measures.
- Check for violations:

- heteroscedasticity
- iid residuals
- autocorrelation
- non-normality
- multicollinearity
- linear functional form

5. Test the null hypotheses.

• If your study involves building time-series (ARIMA) models, perform the following tasks:

a. Test for non-stationarity in the time series.

b. Use the Box-Jenkins approach to build ARIMA models with an in-sample.

c. Obtain forecasts from the ARIMA models.

d. Choose the best model based on information criteria.

6. Write your project report, which should include all of these elements:

- Title page-List your name, student ID number, project title, and submission date.
- Introduction-Provide a broad overview of your project and what you hope to learn from it.
- Literature review-Summarize and critically review chosen articles.
- Data descriptions-Describe what, where, and how you have obtained data or transformed them, and the time periods involved.
- Methodology-Outline whether you are using structural or time-series models, and specify models (equations) used.
- Results-Discuss the regression results obtained in EViews, and whether or not they are favourable to your original hypotheses.
- Conclusion-Briefly describe (one to two paragraphs) what you have learned from your analyses.
- References-Provide full bibliographical information in APA format, including the articles in your literature review.
- Appendices-Include discussions, tables, or graphs that do not contribute directly to the "meat" of your project write-up, but might nevertheless be of interest to your audience (i.e., your marker).

Use Microsoft Word or other compatible word-processing software to prepare your finished assignment. You will be using EViews extensively for your project, so your project write-upmust include descriptions of analyses performed using this software package, and your conclusions must refer to these results. Submit any EViews file(s) used for your analyses with your MSWord file.

Which of the happing tends to occur during recessions : Which of the followings tends to occur during recessions Cyclical unemployment tends to fall The stock markets tends to surge (experience a rapid rise in prices) Interest rates tend to fall Gross Domestic Product rises Consumer .. |

Correlation and regression : What are the degrees of freedom for regression |

Contractionary and expansionary monetary policy : What is the difference between contractionary and expansionary monetary policy? |

Check the symmetricality : Illustrate why the A and B are symmetric |

Measure, model, and forecast the volatility of bond returns : Measure, model, and forecast the volatility of bond returns in Canada, Determine the optimal hedge ratio for a spot position in cattle or oil markets |

Write a program to calculate existing angles : Write a program to calculate existing angles and do if and then from this, and to place fixed angles at certain position. |

Optimize human resources to meet organizational objectives : Optimize human resources to meet organizational objectives |

Create child processes : Create child processes |

Write an assembly language program : Write an assembly language program for encrypting alphabates of a string |

## Establish a pre- and post-money valuationAssume as a VC that you want to establish a pre- and post-money valuation in support of the issuance of a term sheet |

## Importance of opps, ipps, mpfs and dmeposResearch and discuss the differences and importance of : OPPS, IPPS, MPFS and DMEPOS. |

## Differences between sole proprietorship and corporationBriefly describe the major differences between a sole proprietorship and a corporation |

## A report on financial accountingThis report is specific for a core understanding for Financial Accounting and its relevant factors. |

## Case study - green mountain coffee roastersCase study: Green Mountain Coffee Roasters, Inc. (GMCR). |

## Retirement plansHow much will Jane have in her retirement account immediately after she makes her last contribution in Year 40, assuming a return on her investments of 9%? |

## Conservative and aggressive policiesWhat is the difference in the projected ROEs between the conservative and aggressive policies? |

## State pricing theory and no-arbitrage pricing theoryState pricing theory and no-arbitrage pricing theory |

## Bonds nominal yield to maturityWhat is the current yield on these bonds and What is the bond's nominal yield to maturity. |

## What are the factor might help to improve the capmDESCRIBE how you have arrived at the calculations AND provide a summary table of them |

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd