MANG 6008 Quantitative Research in Finance SEMESTER 2 2021/22

Hello, dear friend, you can consult us at any time if you have any questions, add WeChat: daixieit

MANG 6008

Quantitative Research in Finance

SEMESTER 2 2021/22

GROUP COURSEWORK BRIEF:

Module Code:

MANG 6008

Assessment:

Group Coursework

Weighting:

20%

Module Title:

Quantitative Research in Finance

Module

Leader:

Dr Soumyatanu Mukherjee

Submission Due Date: @

16:00

20 May 2022

Word

Count/Duration:

2000

Method of

Submission

:

Electronic via Blackboard Turnitin ONLY (You are not required to submit a hard copy)

(Please ensure that your name does not appear on any part of your work)

Any work submitted after 16:00 on the deadline date will be subject to the standard University late penalties (see below), unless an extension has been granted, in writing by the Senior Tutor, in advance ofthe deadline.

University Days Late:

Working

Mark:

1

(final agreed mark) * 0.9

2

(final agreed mark) * 0.8

3

(final agreed mark) * 0.7

4

(final agreed mark) * 0.6

5

(final agreed mark) * 0.5

More than 5

0

This assessment relates to the following module learning outcomes:

A. Knowledge and Understanding

A1. Demonstrate a critical understanding of the basic theory of financial econometrics; A2. Demonstrate a critical understanding of some specific applications of such theory; A3. Apply such understanding to a specific empirical project;

A4. Demonstrate competence in using a basic econometrics software package.

B. Subject Specific Intellectual and Research Skills

B1. Demonstrate quantitative skills in evaluating numerical data.

C. Transferable and Generic Skills

C1. Demonstrate skills in utilizing analysis software.

Group Coursework Brief:

You should be aware that all members of your group share responsibility for any academic integrity

breaches or other issues that may arise from your group’s coursework submission. PLEASE NOTE

THAT ONLY ONE MEMBER OF THE GROUP SHOULD SUBMIT THE ASSIGNMENT TO

BLACKBOARD TURNITIN.

(i) STATA will be used for estimations and tests. Assume, where relevant the significance level of5%.

(ii) You should be aware that all members of your group share responsibility for any academic

integrity breaches or other issues that may arise from your group’s coursework submission.

(iii)

Question ONE

Answer ALL Questions














2022-05-14