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ECON3016 Empirical Finance
创建日期：2024-08-19 16:01:35
所属分类：经济Economics
标签： ECON3016
Empirical Finance

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ECON3016 Empirical Finance


This paper contains 5 questions

- Answer 3 out of 5 questions.

- All questions are equally weighted.

-  Explain concisely all steps you undertake to answer the questions.  Please write clearly, only readable parts will be taken into account.

- This is an open book assignment.  You may use notes,  books, online  resources or software when answering these questions.  You  must  always use your own words and calculations and you may not communicate to others or get help from any person be it private or online.

- Once you have inished, you should upload your answers as a single pdf ile on the Assessment section of the ECON3016 Blackboard site. Your answers may be hand-written or typed.  A submission is only complete with a submission number.

- The submission deadline is 5:00 pm on XX/5/2023.  Your work  must be up- loaded onto the Blackboard website before this deadline.  See  blackboard for detailed submission instructions.

- Submission of this work acknowledges that you have answered the questions in- dividually and in accordance with University guidance on Academic Integrity.

Question 1

(a) A bank quotes the nominal annual rate of 6%, and it compounds interest every two months. What is the value of one pound deposited in this bank after a year?

(b) What is the quarterly rate that is equivalent to an annual return of 10%?

(c) What is the value of $1 after 50 days if the continuous annual rate is 10%?  (assume 365 days in a year)

(d) A fund requires investors to pay an equal amount each year for 3 years, with the irst installment to be paid immediately. At the end of the 3 years,a lump sum will be paid back to investors.  If the APR is 5% what is the amount of the installment so that the investor can get back ?10000?

(e) On October 1987 the SP500 index dropped more than 15% in one day.    Let  r  denote  the daily  returns and assume that they are normally  distributed  with  mean  0.000532  and  standard  deviation 0.012098. What is the probability of such a crash occurring?

(f) The current price of a stock is P0  = 75.  The associated continu- ously compounded returns are modeled as rt  = 0.035 + et with et ’s independent across time and et        N (mean = 0, variance = 0.09). Find the probability that the time-4 stock price P4  exceeds today’s stock price P0. Hint: recall that rt  is such that Pt  = Pt-1 ert .

(g) Suppose that the current stock price is given by P0  rt ) with Dt  denoting dividends and r the discount rate.  Dividends are assumed to grow at a constant rate g so that Dt+1 = (1 + g)Dt. If the irm distributes  its  entire  earnings  E  as  dividends  so  that D1  = E1  what is its PE ratio if r = 0.10 and g = 0.03?


(h) Suppose that log stock prices evolve according topt = α+β pt-1 +et where the et ’s are  “news” shocks.  Set β  =  1  and assume α  > 0. (i) Do these stock prices contain a deterministic trend, stochastic trend, or both?  (ii) How would your answer to question (i) change if β = 0.5?

(i) Under the eicient markets hypothesis current stock returns cannot be predicted from past macroeconomic data even if expected returns are time varying. True, False or Uncertain?  Explain.

(j) Suppose that stock prices follow the random walk Pt  = Pt-1 + et.

Assume that the e'ts are normally and independently distributed with mean 0 and some variance σe(2). What is the probability that the stock price tomorrow will be lower than the stock price today?

Question 2

(a) For each of the following statements state whether they are True, False or Uncertain and briely justify your answer.

(i) If returns are serially correlated we have a violation of the ei- cient markets hypothesis.

(ii) If there is volatility clustering in returns then squared returns are predictable from their past.

(iii) Under the eicient markets hypothesis stock prices should not be predictable.

(iv) For any two random variables Y and X , Cov[Y, X] = 0 implies that E[YjX] = 0.

(v) Under the eicient markets hypothesis excess returns must have zero unconditional expectation.


(b) Let et  = rt  - rt(*) denote excess  returns with rt  the actual returns andrt(*) the expected returns. We also let It  denote the information

set up to and including time t with It = fet , et-1 , et-2 , . . .g.

(i) Assume  E[et jIt-1]  =  0.   Show  that  in  such  an  environment excess returns (the et ’s) must be serially uncorrelated.

(ii) Does the assumption that E[et jIt-1] = 0 imply that you cannot make money in such an environment?

(iii) Assume E[et jIt-1] = 0 and E[et(2)jIt-1] = σe(2) for all t.  Does such en environment allow for volatility clustering to occur?

Question 3

(a) Using the monthly squared returns to abroad equity index you obtain the following sample autocorrelations  up  to order 6:  ?(ρ)1   =  0.60, ?(ρ)2  = 0.40, ?(ρ)3  = 0.20, ?(ρ)4  = 0.10, ?(ρ)5  = 0.05 and ?(ρ)6  = 0.02.  The sample size that has been used is T=500.  What can you conclude about the presence of volatility clustering in this series?  Note:  you may implement your test using a 5% signiicance level.

(b) Is  it  reasonable to argue that your data  in question  (a) does  not support the weak form of the eicient markets hypothesis? Why or Why not?  Explain.

(c) A trader argues that stock returns exhibit return reversals.  Stocks that have generated a weak performance relative to the market at a given time tend to revert and outperform in subsequent periods and vice-versa.  You have access to historical monthly return data on each stock.

(i) Explain how you would test for the presence of such efects.

(ii) Briely propose an investment strategy that takes advantage of such patterns.

Question 4

(a) Describe the stock market anomaly known as the value premium.

(b) You are provided with historical monthly returns on the performance of a style index that follows a value investment strategy.   Explain how you would assess whether the investment strategy has generated abnormal proits.

(c) An investor argues that the value anomaly is entirely driven by Jan- uary returns.  Explain how you would extend the model(s) you have considered in question (b) to test this claim.

(d) If value stocks outperform growth stocks then we have a violation of the Eicient Markets hypothesis. True, False or Uncertain.  Explain.

Question 5

(a) An investor argues that her portfolio has generated a positive CAPM based alpha over the  past few years  and  uses this to justify  high management fees.  Is this a convincing argument for the investor to make? Why or why not?  Discuss.

(b) You wish to  launch  an  investment  fund  that  selects  cheap  value stocks with certain quality characteristics (e.g., good levels of prof- itability as measured by ROE or some other related quality indica- tor).  As part of your fund brochure you want to present the out- comes of a backtest that illustrates the performance of your strategy over the past 10 years.  Provide a step  by step explanation on  how you would design and implement your backtest.

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MAS316/414 ACCT2522 MSIN0181 ATMS 201 COMP3425 MATH7861 SOLA2060 MA 325 7CCEMCTH ECON 432 INFT2051 SOLA 2060 ECOS2002 Stats141XP BIOA02H3 S2022 MA4601 K5 COMP5329 EG 284 IB3A70 WECO1020 COMP3027 Energy ACS61011 MAST20026 STAT 533 MATA31 ENVS257 BEM2031 EC 486 COMP0172 CS3214 EECE5644 IB2B20 COSC2536 COSC1147 COMP6214 5CCM242A COMP0130 AMME2000 MTMG50: EG238 ACF6006 QBUS2810 COSC2391 ECON7560 MATH377 STA305 CS 486 COMP1117B EL648 ELEC3909 ECON 241 COMP 4901W BUSI4428 ENEN20002 ENGN4524 ELEC3115 CSC 413 PSYC 100B ECON1002 MATH256 ANSC20005 MTHS2008 MATH40082 COSC 2406 FIT3174 STA 238 CMT202 Differential Equations MTHM017 GARCH 101 MATH2069 CSC336S ACSC12 ETF2121 CEME 2001 DB B474F ARHT1001 EECS 3311 3220 STATS 786 CS 484 COMP20008 MATH4091 ECE 455 CSCI 204 BUS B200F BA 875 BU5562 COSC 1147 X11 GEOG 101 IMM250F CSE 584A MATH38172 LAB 4 ELEC5882M FINS5523 EE 430 COMP 465 6CCS3PRE 7CCSMNSE FINANCE ACMB02H3 ENGG2112 ELEC5616 SCM B371 CHEM3120 CS22 ECMT2130 MAST30011 ADSPBF706 CENG0013 ACCOUNTING BUSS1040 CHEM 181 MAT136H1 GY 6183 COMP3170 AGRI90089 PHYSICS 1002 ECON10003 IEOR E4004 ACS61012 MATH 40550 MKTG2113 TELE4653 ENSC1004 ECE 232E MK726 MTRX2700 SHEET 3 CSCA08 COMP30027 Math 2XX3 statistic MMAN3200 BISM7213 ECMM109 ECON 2022 FNCE 20005 GR5067 CSCB09 ME 3017 CS 5100 PHYS 2903 COMS 4771 COMP222 COMP 1046 CSC148H1 ISYS2038 FINS2615 OT5206 COMP2048 A6 MECH5770M MA826/20 CMPT 726 STA457 INFS6071 INFS588 integral ECON 216 IRDR 0017 MA323 PA 15213 PSYC2001 ENV222 Statistics ACCT5930 ACCT12 LAND2121 ME 5405 COMM1180 TELE3113 A7 ECE 568 ACCT2019 INFS1200 ENGG1340 CS 1400 ASST3 FINM7409 SWEN30006 INFO2222 FIN20150 SOSS1000 CSSE7231 FINS5513 COMS3200 CECN 702 ECON4060H MN3515 HW2 PSYA02H3 ECON 2112 COMP90051 CS 1652 MA30059 AF1605 MKTG7501 ECO-6003B COM4521 CTM ECON3350 COMP 3804 ELEC9762 BISM 7255 ST22 MATH20014 MNE3122 COMP343 MATH5165 ELE7029 ENGR30002 SEEM3500 ECON7350 RISK5002 FINM7405 COMP90059 MOS 3320B STAT 431 BISM7221 MATH3014 MTH783P EBA 35302 ACS133 BUS2206 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