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Groupwork Project

Each student is required to undertake a groupwork project, and each group consists of no more than three students. This will account for 20% of the overall grade of the course.

The project report should contain no more than 2,000 words (not including appendices, tables and/or graphs). All pages, equations, tables and figures should be numbered. Tables and         figures should be given proper captions and comments of explanation when necessary.

Each group should submit an electronic copy of the report (including a Table of workload of each team member) and the Stata do. File Via Ding Talk Homework.

The deadline: Tuesday, July 12, 2022 23:59 Beijing, China (UTC+8).

The basic structure of the report should include

(1) An introduction describing the questions/issue you are addressing

(2) A description of your data

(3) Econometrics models and financial economics theories/models

(4) Empirical findings

(5) Conclusion.

Topic: Comparison between Chinese, US, and Australian Stock Markets

Main contents should include

(1) Choose the data sample within 2015-2019, you could decide the frequency and time periods;

(2) Apply the Box-Jenkins method to find the best fit of a time series model for each of the stock market return/price;

(3) Model forecasting.