FIN370 Financial Markets and Commercial Banks.
Description
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RESEARCH PROJECT
Completion of a assignment is a partial requirement for completing this course, i.e. FIN370 Financial Markets
and Commercial Banks. For this assignment, and choose among the topics related to álendar anomalies in
stock markets/nly (strictly one topic and research (collect the relevant data
and run some analysis) the topic. They include:
the topic is:
anuary effect
There will be no submission of a formal written report but expected to present their researchfindings in
class for 15 minutes and share the presentation material (as well as the excel spreadsheet where all
calculations are performed) with the instructor prior to the presentation. Kindly refer to the presentation
guidelines below to organize your research project presentation.
The intended learning outcomes expected to be achieved by students via this assignment include
knowledge acquisition, written and oral communication skills$evelopment, conductinglibrary research,
and undertaking data collection and analysis.
Points To Observe
1. Non-submission of presentation materials/excel spreadsheet or non-presentation: Failure to submit
the presentation materials/excel spreadsheet before the stated deadline is subject to a penalty of 7.5 marks.
Failure to present when called upon will result in an automatic “0”, and no re-schedule of the presentation
will be arranged.
2. Length of presentation: A maximum of 15 minutes (strictly observed, and students will be penalized for
mis-management of time). Therefore, I advised to rehearse your presentations to ensure that you manage
your presentations well. Each additional minute taken over the allocated time limit is penalized by 1
mark.
3. Grading or Assessment: Based on the presentation guidelines attached/provided below.
Presentation Guidelines
No.
Criteria
Description
1.
Introduction
Summary of the research project including the
topic of research, literature review, data collection
and analysis, and conclusion.
10
2.
Main discussion
Discussion of the topic of project, related theories,
prior findings, etc.
15
3.
Data collection, analysis and
findings
Explanation of the data collection process and data
analysis, discussion of the findings.
15
4.
Conclusion
Conclusion(s) of the project, compare project
findings with theories or prior research
10
5.
Quality of presentation
material
Present research report using quality presentation
materials including transitions and animations,
relevant graphics and tables, proper layout, etc.
20
6.
Time management
Proper time management across different parts of
presentation, reasonable time allocation among
group members.
10
7.
Group Coordination
between/among members
Organized and fluid transition from one presenter
to another, getting everyone involved throughout
the presentation and Q&A (if any).
10
8.
General organization
Overall quality of all aspects of the research
project presentation, as listed from 1 7 above.
10
9.
Bonus/Penalty
TBD
TBD
Total
Points
100
Average Ret
Daily
Annual
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
12/20/2019
12/23/2019
12/24/2019
12/26/2019
12/27/2019
12/30/2019
12/31/2019
“Monday Effect”
Weekday
Daily
Annual
Mon
2
-0.008% -1.924%
Tue
3
0.028%
7.012%
Wed
4
0.093% 23.310%
Thu
5
0.052% 12.962%
Fri
6
0.028%
6.938%
0.039%
9.852%
Index Ret
-0.03%
-1.83%
-0.89%
1.16%
1.79%
-0.84%
0.49%
0.09%
-0.02%
0.51%
0.00%
-0.58%
0.29%
Year
2015
2015
2015
2015
2015
2015
2019
2019
2019
2019
2019
2019
2019
Month
1
1
1
1
1
1
12
12
12
12
12
12
12
Day
2
5
6
7
8
9
20
23
24
26
27
30
31
Weekday
6
2
3
4
5
6
6
2
3
5
6
2
3
“January Effect”
Day
28
29
30
31
2
3
4
5
Functions:
=year(range)
=month(range)
=day(range)
=weekday(range)
=averageifs(returns_range,crite
“January Effect”
Month
Daily
12
-0.249%
12
0.172%
12
-0.588%
12
0.068%
1
0.308%
1
-0.329%
1
0.720%
1
-0.250%
Annual
-62.141%
42.943%
-146.96%
16.889%
76.933%
-82.261%
179.893%
-62.517%
Independence
Halloween
Christmas
New Year
=year(range)
=month(range)
=day(range)
=weekday(range)
=averageifs(returns_range,criteria_range1,criteria_range2,JDay
3
30
24
31
“Holiday Effect”
Month
Daily
7
0.168%
10
0.273%
12
-0.964%
12
0.068%
Annual
41.965%
68.236%
-240.886%
16.889%
Oct
Nov
Dec
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Average
“Oct – Mar Seasonality”
Month
Daily
Annual
10
0.031%
7.771%
11
0.112% 28.097%
12
-0.051% -12.742%
1
0.069% 17.289%
2
0.084% 20.884%
3
0.037%
9.275%
4
0.062% 15.478%
5
-0.006% -1.618%
6
0.055% 13.785%
7
0.118% 29.453%
8
-0.043% -10.688%
9
0.016%
3.917%
10 – 3
4-9
0.047% 11.762%
0.034% 8.388%
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