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Our Dissertaiotn by Mind Map: Our Dissertaiotn
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Our Dissertaiotn

3 Hypothesis

Liquidity doesn't affect Returns

Pre-Trading Volume

Optimism doesn't affect returns

Net Optimism, We ignore Net certainity

Press Mentions dones't affect returns

Press Mention

We CAN take analyst following, But Dummy Variable

Methodology

1st

Run the test with main varaiable FIRST, significance, safe then proceed to 2

2

Add more variables, But we need literature review to back it up, Why are we adding it in the first place ?

Our extra variables Are

LOG OF SIZE

BM

Momentum

Extras

We are going to take Summary Stats of all the companies namely as per Kausar 2009 Paper

Mean

Median

Standard Deviation

Basically F stat if less than .1 is significant

Questions to answer in the book mr. Lavish

what the fuck does t stat mean

What does significant mean?, Good / Bad when to ignore

F stat ?

Program Name

Teamviewer

2nd Day UPdates

Arthur

Has also been advised to do take 12 returns for 1 hypothesis, his analysis is 16-18 pages in all, Including tables

Questions Answered

Significance level, 1%,5%,10%

Values, .05 to .10, 10% significant, Basically if our figure is .049 it woudl come here , if it increase to say .051 it comes in second one, T Value 1.282, .01 to .05, 5% significant, T Value, 1.645, .01 and under, 1% significant, T Value, 2.320

Take the aboslute value

R Square, Basically as close as to 1 as possible