You are on page 1of 1

Respected Sir,

I hope everything is fine at your front. After going through various research paper for the past one week. Here
are the four topics in which I would like to do the research and I am also open to other projects.

Also, as per the AUGSD guideline I cannot register 2 SOP’s in a semester. And being a dualite, I have to take
two SOP’s in a semester in order to complete my credits. Therefore, I kindly request you to allow me to
register this project as Design Oriented Project as I have already registered my Mechanical Engineering project
as Study Oriented Project.

Topic: - An empirical analysis of the effects of Crude Oil and Gold Prices on the volatility of stock prices in
India

Description: - The volatility in crude oil and Gold price has influenced the uncertainty in the price expectation
in the country’s economy. The crude oil and Gold price volatility significantly influences the country’s economy
and also the stock returns. Therefore, understanding the movement of stock returns is an important issue
from the perspective of a developing economy like India. Using Regression analysis, showing changes in crudes
and gold prices have an impact on Sensex.

Topic: -Detection of Asset pricing bubbles.

Description: - An asset bubble is when the price of an asset, such as housing, stocks, or gold, becomes over-
inflated. Prices rise quickly over a short period. Bubble detection and crash prediction are by default quite
tough processes. A basic bubble detection technique in historical prices and real-time data can be
implemented using historical prices of the Price-Dividend ratio, the Cyclically Adjusted Price-Earnings ratio and
the Federal Reserve Overnight Repurchase Agreement. Using regression analysis and other econometric
concepts like statistical value and critical values, asset pricing bubbles can be predicted.

Topic: - Effects of various Macroeconomic variables on the Stock Market volatility


Description: - The volatility in Macroeconomic factors has influenced the uncertainty in the price expectation
in the country’s economy. Factors like Gross Domestic Product, Inflation, Domestic Credit, exchange rate,
trade openness, and lending money growth have significantly influenced the economies of both developing
and developed countries and also the stock market. Therefore, I want to analyze the effects of these factors
on the stock market using various statistical methods including regression analysis.
Topic: - Reason for fluctuation in Initial Public Offering (IPO) Volume
Description: - IPO volume fluctuates substantially over time. The variation in the volume depends on various
factors like aggregate capital demands of private firms, the adverse-selection costs of issuing equity, and the
level of investor optimism. Macroeconomics conditions also affect the economic climate thus affecting firms
and industry performance (cash flow and discount rate as well as), namely the decision to go public.
Therefore, I would like to study the fluctuation in IPO volume with respect to changes in the macroeconomic
and firm-specific factors.

You might also like