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  • Empirical Finance Presentation

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    AmineBekkal
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    presentation on Empirical Finance ( Statistics )

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    Empirical Finance presentation

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    presentation on Empirical Finance ( Statistics )

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    6 views10 pages

    Empirical Finance Presentation

    Uploaded by

    AmineBekkal
    presentation on Empirical Finance ( Statistics )

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 10

    Presentation

    Otman Lemrabet
    Med Amine Bekkal

    History & Overview

    Descriptive Statistics

    Histogram

    Industry Overview
    Percentage of Trading Volumes in the Sector as of 21/12/2014

    7% 2% 5%
    1%

    Amazon
    Facebook
    Priceline

    86%

    Ebay
    Netflix

    Regression Analysis
    Y = 0.31 + 0.28 R(T-bills)
    0.34 R(S&P 500)
    + 1.57 R(Ex. rate $/)
    /+0.17

    Regression Analysis

    Portfolio Return
    3.00%

    2.00%

    1.00%

    0.00%
    Return
    Specific Return
    S&p 500 Return

    -1.00%

    -2.00%

    -3.00%

    -4.00%
    7-dc.

    9-dc.

    11-dc.

    13-dc.

    15-dc.

    17-dc.

    19-dc.

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