1. Methodology
1.1. 1st
1.1.1. Run the test with main varaiable FIRST
1.1.1.1. significance
1.1.1.2. safe then proceed to 2
1.2. 2
1.2.1. Add more variables
1.2.1.1. But we need literature review to back it up
1.2.1.2. Why are we adding it in the first place ?
2. Extras
2.1. We are going to take Summary Stats of all the companies namely as per Kausar 2009 Paper
2.1.1. Mean
2.1.2. Median
2.1.3. Standard Deviation
2.2. Basically F stat if less than .1 is significant
3. 3 Hypothesis
3.1. Liquidity doesn't affect Returns
3.1.1. Pre-Trading Volume
3.2. Optimism doesn't affect returns
3.2.1. Net Optimism
3.2.1.1. We ignore Net certainity
3.3. Press Mentions dones't affect returns
3.3.1. Press Mention
3.3.2. We CAN take analyst following
3.3.2.1. But Dummy Variable
4. Our extra variables Are
4.1. LOG OF SIZE
4.2. BM
4.3. Momentum
5. Questions to answer in the book mr. Lavish
5.1. what the fuck does t stat mean
5.1.1. What does significant mean?
5.1.1.1. Good / Bad when to ignore
5.2. F stat ?
6. Program Name
6.1. Teamviewer
7. 2nd Day UPdates
7.1. Arthur
7.1.1. Has also been advised to do take 12 returns for 1 hypothesis
7.1.1.1. his analysis is 16-18 pages in all
7.1.1.1.1. Including tables
7.2. Questions Answered
7.2.1. Significance level
7.2.1.1. 1%,5%,10%
7.2.2. Values
7.2.2.1. .05 to .10
7.2.2.1.1. 10% significant
7.2.2.2. .01 to .05
7.2.2.2.1. 5% significant
7.2.2.3. .01 and under
7.2.2.3.1. 1% significant
7.2.3. Take the aboslute value
7.2.4. R Square
7.2.4.1. Basically as close as to 1 as possible