本次英国代写主要为统计分析报告的assignment

数据分析技术(NBS8002)分配

任务目标:

例如,使用真实数据的统计分析,可以查看公司特定信息对公司股票收益的影响。 (请注意,此分配占NBS8002模块评估的100%。)

三项活动:
a)选择一家上市公司进行分析,收集相关数据并审查文献。 (分配给该活动的商标比例:10%)

您必须选择一个满足以下条件的上市公司:

可以确定在相对较短的时间段(不超过八个月)内发生的至少四个重要(最好是相关的)信息事件的日期。

可以使用连续三年的每日股票价格数据进行分析,该数据从第一次信息事件发生之前至少两年开始,到最终信息事件发生后不少于三个月为止。

笔记

每个学生必须选择不同的公司,并且他们的选择得到我的认可。 2021年4月5日星期一下午1时之前,应将完整的《公司批准书》(请参阅本文件第5页)以电子邮件形式(标题为TDA ASSIGNMENT MY COMPANY)通过电子邮件发送给我,以寻求批准。批准将按照先到先得的原则进行,因此您不妨在截止日期之前寻求批准。如果学生未能在上述截止日期之前选择公司,则将为他/她分配一个公司,这部分作业的成绩将记为零。提交公司批准清单时,必须确保满足上述条件。否则,将要求您重新提交,结果将被扣除5分。如果在重新提交时已批准其他人选择的公司,则您可能还必须重新选择公司。

有多种来源(例如,公共网络信息,例如yahoo金融,金融时报,伦敦证券交易所和大学设施)。
b)对多种信息事件对上市公司股票收益的影响进行适当的分析

为了只关注公司特定信息对股票收益的影响,需要一种控件来对同时期非公司特定信息有条件预期的每日收益进行建模。市场模型应该用作控制。

应进行系数稳定性和普通最小二乘假设的有效性的适当测试,并在必要时对估计的模型进行适当的修改。然后,可以使用最终的估计模型来计算事件窗口中的预测误差(异常收益)。

Techniques for Data Analysis (NBS8002) Assignment

  1. Objective of the assignment:

To examne, using statistical analysis of real data, the impact of firm-specific information on a company’s stock returns. (Note that this assignment constitutes 100% of the assessment for the NBS8002 module.)

  1. Three activities:
  1. a) Selecting a public company for analysis, collecting relevant data, and reviewing literature. (Proportion of Marks Allocated to this Activity: 10%)

You must select a single public company satisfying the following criteria:

and dates of at least four significant (preferably related) information events occurring over a relatively short period of time (not more than eight months) can be identified.

  • Three years of continuous daily stock price data, beginning at least two years before the first information event and ending not less than three months after the final information event, are available for analysis.

Note

Each student must choose a different company and have their choice approved by me. A completed Company Approval Form (see Page 5 of this document) should be emailed (titled TDA ASSIGNMENT MY COMPANY) to me on che@ncl.ac.uk by 1pm Monday 5th April 2021 in order to seek approval. Approval will be given on a first-come, first-served basis, so you may well wish to seek approval earlier than the deadline. Should a student fail to select a company by the above deadline, then one will be allocated to him/her, and a mark of zero will be recorded for this part of the assignment. You must ensure that the above criteria are met when submitting the Company Approval List. Otherwise you will be asked to resubmit and as a result 5 marks will be deducted. You may also have to reselect a company should the same company chosen by someone else has been approved at the time of resubmission.

  • There are a variety of sources (e.g. public web information such as yahoo finance, financial times, London Stock Exchange, and university facilities.
  1. b) Performing appropriate analysis of the impact of multiple information events on the stock returns of a public company

In order to focus solely on the impact of firm-specific information on stock returns, a control is needed to model daily returns conditionally expected from contemporaneous non-firm-specific information. The market model should be used as the control.

Suitable tests for coefficient stability, and for the validity of the Ordinary Least Squares assumptions, should be conducted, and appropriate modifications made to the estimated model as necessary. The final estimated model can then be used to calculate prediction errors (abnormal returns) in the event windows.