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IB9520 Momentum Effect

创建日期：2024-05-10 17:35:16

所属分类：金融Finance

标签： IB9520

Momentum Effect

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IB9520

Research Methodology
Individual Assignment: Empirical Project
The objective of the project is to help students to learn how to gather, clean, analyse and present data;
formulate a hypothesis; interpret results; gain other transferable skills for their dissertations. An
important aspect of this exercise is the economic interpretation of results and their discussion in the
context of the strengths and weaknesses of the tests themselves. The quality of the interpretation is as
important as the empirical analysis and the results. Please keep in mind that this task is all open-ended:
there is no guarantee that you will end up having similar empirical results compared to what has been
documented previously. As long as you are certain about your analysis, there is no point wasting time
replicating the existing results. Just proceed with your findings and try to interpret them by relating
them to the concepts covered in class.

There are three research topics provided and you must choose ONLY ONE topic to write a report on.

You must adhere to the following guidelines:
1. Word count: the report should not exceed the word limit of 1,500 (excluding figures, tables,
and references). This is a strict limit and the module leader may deduct marks if you have
exceeded the word limit.
2. Format: the report should have the proper format of an academic research paper, including
abstract, introduction, literature review, methodology, results, conclusion, and references.
3. Computer code: you do not need to include the code you have compiled.
4. Figures and tables: you should convert figures & tables into images when you include them
in your report. Figures and tables must be reported in a proper way entailing the title and
descriptions.
5. Marking criteria: Marks are awarded based on overall quality of the report for the following
four aspects:
a) Comprehension: ability to have a solid grasp of literature and methodologies
b) Analysis: ability to apply the proper empirical methods and produce accurate results
c) Critical Evaluation: ability to reflect on and appraise the results
d) Academic Writing: ability to present ideas and arguments fluently and well
6. Mark distribution: 70+ (Distinction), 60+ (Merit), 50+ (Pass), <50 (Fail)
7. Submission: PDF only
8. E-mail queries: only queries for clarification will be addressed. As this assignment is fairly
open-ended, much of it is up to students’ discretion.

Topic 1. Momentum Effect
Background: a growing body of literature documents evidence of stock return predictability based on
a variety of firm-specific variables. Among these anomalies, the price momentum effect is probably the
most difficult to explain within the context of the traditional risk-based asset pricing paradigm. In an
influential paper, DeBondt and Thaler (1985) document that past losers over three-to five-year periods
outperform past winners over the subsequent three to five years. Jegadeesh and Titman (1993)
document that U.S. stocks that perform the best (worst) over a three-to 12-month period tend to continue
to perform well (poorly) over the subsequent three to 12 months. In a follow-up study, Jegadeesh and
Titman (2001) show that momentum strategies remained profitable in the nineties, a period subsequent
to the sample period in Jegadeesh and Titman (1993).

Research Objective: examine whether the momentum effect in stock returns still exists; discuss the
potential source of momentum profits, and evaluate whether it is a market anomaly.

Data: stock returns of 50 firms (of your choice) in the U.S. from the CRSP for the period of January
2010 to December 2020.

Empirical Methodology: asset pricing methodology (portfolio sorting, Fama-MacBeth regression)

Reference:
DeBondt WFM, Thaler RH. 1985. Does the stock market overreact? J. Finance 40:793–805
Jegadeesh, N., and S. Titman, 1993. Returns to buying winners and selling losers: Implications for stock
market efficiency. The Journal of finance 48:65-91.
Jegadeesh, N., and S. Titman, 2001. Profitability of momentum strategies: An evaluation of alternative
explanations. The Journal of finance 56:699-720.
Jegadeesh, N., and S. Titman, 2011. Momentum. Annual Review of Financial Economics 3:493-509.
Korajczyk, Robert A., and Ronnie Sadka. "Are momentum profits robust to trading costs?" The Journal
of Finance 59.3 (2004): 1039-1082.

Topic 2. Post Earning Announcement Drift (PEAD)
Background: no other single event has been found to explain more of the cross-sectional variation in
stock returns than the earnings announcement. Earnings announcements are the primary mechanism
through which public companies provide periodic financial performance updates to investors. It is
therefore not surprising that a considerable body of academic research examines the relation between
stock prices and earnings. In particular, PEAD refers to the phenomenon of abnormal stock returns’
tendency to be positive (negative) in the months following good (bad) news earnings announcements.
Ball and Brown (1968) initially documented this phenomenon using annual earnings announcements.
Foster, Olsen & Shevlin (1984) replicate Ball & Brown’s results using quarterly earnings
announcements. Bernard and Thomas (1989) examine a variety of explanations and conclude that it is
a delayed response to new information. They find no support for the competing hypothesis that it is due
to omitted risk premia.

Research Objective: examine whether the PEAD is still an observable phenomenon; discuss the
potential explanations, and evaluate whether it is a violation of market efficiency.

Data: Stock returns and accounting information of 50 firms (of your choice) in the US from the CRSP
and COMPUSTAT for the period of January 2010 to December 2020.

Empirical Methodology: event study methodology

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