Question.2278 - Completion of a group assignment is a partial requirement for completing this course, i.e. FIN370 Financial Markets and Commercial Banks. For this group assignment, each group will form a group of 4 students (not more and not less), and choose among the topics related to “calendar anomalies in stock markets” only (strictly one topic per group – with approval of the instructor), and research (collect the relevant data, and run some analysis) the topic as a team. They include: List of available anomalies to research: · Holiday effect · Halloween indicator · January effect · The Congressional effect · Super Bowl indicator · Day-of-the-week effect · Sunshine effect There will be no submission of a formal written report, but each group is expected to present their research findings in class for 15 minutes, and share the presentation material (as well the excel spreadsheet where all calculations are performed) with the instructor prior to the presentation. The presentation will be scheduled during the last week of class. 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 group assignment include knowledge acquisition, written and oral communication skills’ development, teamwork skill, conducting library research, and undertaking data collection and analysis. Points To Observe 1. Type of assignment: Group assignment. No request for individual work will be entertained, regardless of excuses. 2. Presentation date: Presentations will be scheduled during the last week of class. 3. Non-submission/presentation: This will result in an automatic "0". 4. Length of presentation: A maximum of 15 minutes (strictly observed, and students will be penalized for mis-management of time). Therefore, groups are advised to rehearse their presentations to ensure that they manage their presentations well. 5. Grading or Assessment: Based on the presentation guidelines attached/provided below. All members are required to be present and to get involved during the presentation.
Answer Below:
Slide xx this xxxxxxxx paper xx will xxxxx day xx the xxxx effect xx stock xxxxxxxx in xxxxx Arabia xxx of xxx week xxxxxx concept xxxxxxxx the xxxxxxxxxxxx of xxx stock xxxxxxxx market xx explains xxx a xxx in x week xx more xxxxxxxxxx than xxxxx days xxx week xx this xxxxx we xxxx understand xxxxx of xxxxxxxxx literatures xxxxx studying xxx collecting xxxxxxxxx data xx will xxxxxxx it xxx will xxxx findings xxxx will xxxx in xxxxxx a xxxxxx conclusion xxx the xxxxx conducted xxxxx market xx Saudi xxxxxx is xxxxxxxxx from xxxxx stock xxxxxxxxx in xxx world xxx working xxxx are xxxx different xxxxxxxx amp xxx Perera xxx study xxxx be xxxxx on xxx data xxxxxxxxx by xxxxxxxx articles xxxxxxxx papers xxxxxxxxxxx by xxxxxxxxx authors xxx Vodwal xxxxx TADAWUL xx the xxxxx exchange xxxxxx of xxxxx Arabia xx is xxx biggest xxxxx exchange xx all xxx Gulf xxxxxxxxx Farooq xx Al xxxx stock xxxxxx follows xxxxxxx calendar xxx their xxxxxxx Trading xx this xxxxx exchange xxxxxxx according xx the xxxxxxx festivals xxx holidays xxxx unique xxxxxxx system xx not xxxxxxxx by xxx other xxxxx exchange xx the xxxxx This xxxxxx impacts xxx volatility xx the xxxxxx on xxxxxxxxx days xx the xxxx differently xxxx researchers xxxx conducted xxxxx researches xx trading xxxxxx of xxxxxxx We xxxx collect xxxxxxxxx data xx studying xxxxx secondary xxxxxxxxx Slide xxxxx Arabia xxxxx exchange xxx different xxxxxxx week xxxx the xxxxx stock xxxxxxx in xxx world xxxxxx et xx In xxxxx countries xxxxx market xxxxxxx open xxxx Friday xxx closed xx Saturday xxx Sunday xxxxx in xxxxx Arabia xxxx week xxx is xx Thursday xxx Friday xxxx rsquo x why xxx foreign xxxxxxxxx exit xxxx the xxxxx market xx Wednesday xx coming xxxx are xxx for xxxxxx And xx Saturday xxx Sunday xxxxx countries xxxxx stock xxxxxx remains xxxxxx So xx is xxx trading xxx for xxxxx Arabia xxxx is xxx Wednesday xx considered xx most xxxxxxxx day xx the xxxx Slide xx foreign xxxxxxxxx exit xxxx Saudi xxxxxx stock xxxxxx on xxxxxxxxx there xx no xxxxxxx on xxxxxxxxx days xx the xxxx Market xxxxx on xxxxxxxx and xxxxxx but xxx to xxx absence xx foreign xxxxxxxxx volatility xxxxxxx less xxxxxxxxx Sayyaf xxxxxxx volume xx very xxxxx on xxxxx two xxxx days xx the xxxx As xxxxxxx investors xxx rsquo x invest xx Saudi xxxxxx market xx weekends xx also xxxxxxxxxxx the xxxxx investors xxxx trading xx Monday xxxxxxxxx try xx bid xxxx of xxx prices xxx stocks xx after xxx trading xxxx they xxxxx all xxxxx information xxxxxxxx gathered xxxxx market xx those xxx working xxxx This xxxxxxx volatility xx stock xxxxxx of xxxxx Arabia xx Monday xxx Slide xxx have xxxxx their xxxxxxxx and xxxx to xxxx day-of-the-week xxxxxx in xxxxx exchange xx Saudi xxxxxx To xxxxx this xxxx divided xx in xxxx catagories xx the xxxxx of xxxxxxxxx methods xx first xxxxxxxx return xxxxx and xxxxxxxxx has xxxx calculated xx conducting x test xx t xxxx or xxxxx In xxxxxx category xxxxx means xx coefficients xx equation xxx been xxxxxxxxx by xxxxx hypothesis xxxxxxx by xxxxx t xxxxx statistics xxx chi xxxxx category xxxxx the xxxxxxxxx of xxxxxxx by xxxxx t xxx f-tests xx case xxxxxxx are xxxxxx Otherwise xxx parametric xxxxx are xxxxxxxxx In xxxxxx category xxxxx Generalized xxxxxxxxxxxxxx conditional xxxxxxxxxxxxxxxxxx model xx used xx examine xxxxxxxxxxxxxxx effect xx stock xxxxxx Slide xx per xxxxxxxxx Sayyaf xxxxx is x presence xx day-of-the-week xxxxxx in xxx stock xxxxxx of xxxxx Arabia xxxxxxxx in xxxx paper xx conducted xx two xxxxxxx which xxx Standard xxxxxxxx Least xxxxxx and xxxxx model xxxxxxxxx has xxxxxxxxx that xxxxx is x day xx week xxxxxx in xxxx variance xxxxxxxx as xxxx as xxxx returns xxxx his xxxxxxxx author xxx given xxx views xxxxx volatility xx says xxxx Tuesday xxx Wednesday xx the xxxx are xxx most xxxxxx volatile xxxx While xxxxxxx volatility xx recorded xx first xxxxxxx day xx the xxxx Slide xxxxxx et xx has xxxxxxxxx research xx understand xxx calendar xxxxxxxxx in xxx stock xxxxxxxxx of xxxxx Arabia xx conduct xxxx study xxxxxxx used xxx method xx Conditional xxxxxxxx to xxxxxxxxx mean xxx median xx data xxxxxx on xxxxx exchange xx different xxxx of xxx week xxxx also xxxxxxxx volatility xxxxxx the xxxxxx of xxx and xxxxx festive xxxxxxxx According xx this xxxxxxxx paper xxxxxxx volatility xx recorded xxxxxx the xxxxxxxx of xxx trading xxxx Slide xx per xxxxxxx and xxxxxxxxxxxxxx there xx seasonal xxxxxx on xxx trading xx stock xxxxxxxx of xxxxx Arabia xxxxxx Ramadan xxxxx when xxxx of xxx people xx country xxx on xxxx trading xxxxx are xxxx reduced xxxxxx this xxxxx While xxxxxx of xxx al-fitr xxxxx are xxxx halt xxxxx or xxxx no xxxxxxx days xxxxx gives x high xxxxxx on xxx investments xx well xx foreign xxx local xxxxxxxxx The xxxxxx in xxx study xxxx Exponential xxxxxxxxxxx Autoregressive xxxxxxxxxxx Heteroskedasticity xxxxxx model xx understand xxxxxxxxxxxxxxx effect xx trading xxxx his xxxxx he xxx concluded xxxx there xx no xxxxxxxxxxx change xx the xxxxxxx and xxxxxxxxxx of xxxxx market xxx to xxxxxxxxx followed xxxxxxxx He xxxxxxxxx the xxxxx day xx the xxxxxxx week xx most xxxxxxxx but xxx much xxxxxxxxxx is xxxxxxx Slide xxx our xxxxx on xxxxxxxxxx week xxxxxx on xxxxx market xx Saudi xxxxxx we xxxx to xxxxx understand xxx concept xxx need xx collect xxx data xxxxxxx to xxx research xxxxx S x S xxx this xxxx in xxx research xx have xxxxxxx secondary xxxx collection xx this xxxxxxxxxx conducted xx different xxxxxxx will xx firstly xxxxxxx and xxxxxxxx data xxxx be xxxxxxxxx from xxxxx resources xxxxxxxxx data xxxxxxxxxx process xx very xxxxxxx in xxxxx where xxxxxxx data xxxxxxxxxx becomes xxxxxxxxx Slide xxx our xxxxxxxx study xxxx has xxxx collected xxxxx secondary xxxxxx Now xx analysis xxxx be xxxxxxxxx to xxxx on x final xxxxxxxxxx of xxx research xx we xxx studying xxx effect xx different xxxx on xxx stock xxxxxxxx of xxxxx Arabia xx need xx understand xxxx the xxxx collected xxxxxxx By xxxxx two xxxxxxx descriptive xxxxxxxxxx and xxxxx technique xx will xxxxxxxxxx the xxxxxx of xxxxxx Wednesday xxx weekends xx the xxxxxxx of xxxxx market xxxxxxxxxxx statistics xxxxx in xxxxxxxxxxxxx the xxxxxx of xxxx by xxxxxxxxxx data xxxxxxx In xxxxx model xxxxxxxxxxx techniques xxx used xx find xxx returns xx investments xxxx in xxxxx market xxxxx in xxxxxxxxxxxxx the xxxxxx of xxxx collected xx using xxxxxxxxxxx terms xx the xxxx sample xxxxx we xxx see xxxx average xxx median xxxxxxx are xxxxxxxx in xxxxxx Here xx data xxxx and xxxxxxx are xxxxxxxx on xxx days xxxxxx et xx Return xx each xxx is xxxx good xx on xxxxxxx on xxxxxx and xx Weekend xxx the xxxx mean xxx median xxx been xxxxxxxx on xxxxxxxxx So xx can xx said xxxx Wednesday xx the xxxx volatile xxx in xxx week xx Saudi xxxxxx stock xxxxxx Slide xxxxx to xxxxxxxxxx the xxx of xxx week xxxxxx on xxxxxxxxxx of xxxxx market xx have xxxx GARCH xxxxx of xxxxx In xxx study xx have xxxxxxxx that xxxxxxxxxxx estimate xx weekends xx lower xxxx the xxxxxxxxxxx estimate xx Monday xxxxxx et xx And xx we xxx Wednesday xxxxxxxxxxx estimate xx higher xxxx Monday xxx results xxxxx that xxxxxxxxxx is xxxxxx on xxxxxxxxx in xxxxxxxxxx to xxx other xxxx of xxxx These xxxxxxx and xxxxxxxx shows xxxx volatility xx the xxxxx Arabia xxxxx market xxxxx Data xx Saudi xxxxxx stock xxxxxxxx has xxxx collected xxx analysed xx using xxxxx model xxx via xxxxxxxxxxx statistics xxxxxx et xx After xxxxxx a xxxxxxxx analysis xx has xxxx found xxxx the xxxxx market xx Saudi xxxxxx is xxxx volatile xx Wednesdays xx compared xx the xxxxxxxx Weekends xxx other xxxx of xxx weeks xxxx less xxxxxxxx of xxxxxxxxxxx than xxx Wednesday xx has xxxx found xxxx investors xxxxxxx it xx local xx foreign xxxx bid xxxx prices xxx the xxxxxx on xxxxxxxxx due xx the xxxxxx four xxx trading xxxx During xxx sample xxxxxx returns xxx been xxxxx positive xx Monday xxxxxxxxx and xxxxxxxx It xx for xxxxxxxx on xxxxxx and xx Wednesday xx Wednesday xxxxxx is xxxxxx than xxxxx days xxxxx In xxx research xxxxxxx different xxxxxxxx have xxxx studied xx find xxx their xxxxx on xxx concept xx day-of-the-week xxxxxx on xxxxx Arabia xxxxx Exchange xx has xxxx resulted xxxx the xxxxxxxx that xxxxxxxx anomaly xxxxx a xxxx vital xxxx in xxx investments xxxx on xxxxx exchange xx we xxxxxxx day-of-the-week xxxxxx refers xx the xxxxxxxxxx of xxxxx market xx a xxxxxxxxxx week xxx after xx before xxx trading xxxx In xxxxx Arabia xxxxxx other xxxxxxxxx Thursday xxx Friday xx non xxxxxxx day xxx on xxxxxxxx and xxxxxx other xxxxxxxxx rsquo xxxxx markets xxxxxx closed xx it xx a xxxx of xxxx non xxxxxxx days xxx Saudi xxxxxx This xxxxxxxxxx local xxx foreign xxxxxxxxx to xxxx most xxxx for xxxxxx on xxxxxxxxx only xxxx the xxxx collected xxxxx secondary xxxxxxx we xxxx that xxxxxxxxx is xxx most xxxxxxxx day xxx stock xxxxxx of xxxxx Arabia xx have xxxxxxx some xxxxxxxxxxx saying xxxx Monday xx most xxxxxxxx but xx per xxx study xx have xxxxxxxxx Wednesday xx which xxxxxxxxx invest xxx most xx their xxxx and xxxxx Slide xxxxxx O xxxxxxx M xxx amp xxxxx N xxxxx Day xx The xxxx rdquo xxx Its xxxxxx On xxxxx Market xxxxxxxxxx Evidence xxxx An xxxxxxxx Market xxx Journal xx Applied xxxxxxxx Research xxx ULUSSEVER x Guran xxxxxxx I xxx amp xxx M xxx Day-of-the-Week xxxxxx in xxx Saudi xxxxx Exchange x Non-Linear xxxxx Analysis xxxxxxx of xxxxxxxx and xxxxxx Studies xxxxxxx A xxx amp xxxxxxxxxxxxxx G xxxxx Changes xx the xxxxxxx calendar xxx the xxx of xxx week xxxxxx in xxxxxxx and xxxxxxxxxx of xxx Saudi xxxxx Exchange xxxxx Investment xxxxxxxxxx and xxxxxxxxx Innovations xxxxxxxxx Sayyaf x Seasonality xxx volatility xx the xxxxx stock xxxxxx Journal xx Contemporary xxxxxxxxxx Research xxx Vodwal x CALENDAR xxxxxxxxx EVIDENCES xxxx EAST xxxxx STOCK xxxxxxx Business xxxxxxx - xxxxxxxx S x amp xxx Perera x Day xx the xxxx Effect xx Stock xxxxxxx Empirical xxxxxxxx from xxxxxxx Stock xxxxxxxx Kelaniya xxxxxxx of xxxxxxxxxx Vol x Kabir x M x Methods xx Data xxxxxxxxxx https xxx researchgate xxx publication xxxxxxx OF xxxx COLLECTI xxMore Articles From Finance
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