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EF501 Assignment Report

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Part (a)Do not use a separate title cover page. Just list the student names, id number, and DCUemail address at the top of the rst page of the report. You will receive zero marks for theassignment if your name does not appear at the top of the rst page of the report.Do not start your report with an introduction’. Just answer the questions from part (a), as is done in this sample report. Make sure to print the page number at the bottom center of each page. Many student reports have no page numbers. Part (b) Use a reasonable (i.e. legible) font size, line spacing, and margins. There is no limit or requirement in terms of word counts or page numbers. However, keep your report short and to the point. (As mentioned above, there is no need for an introduction nor a conclusion.) Read the questions carefully. Marks will be deducted for long answers that are not directly relevant to the question. Do not recite basic statistical concepts in your report. Just cite the relevant source (e.g. textbook) if necessary. For example, do not explain how to carry out a t-test. Just report the t-statistics and explain what conclusions you can reach regarding the hypothesis of interest based on those statistics. That is, report statistical results as they are reported in academic journals such as the Journal of Finance. Part (c) When you report estimation results, do not copy-and-paste output from the software. Prop- erly format them into tables or graphs as is done in published academic journals. In particular, 1 do not report too many digits just because the software prints them. Think carefully how best to present your results. Should they be in tables or gures (Gelman et al., 2002)? For gures, is it better to present two graphs on separate pages or on one page? Number each gure and table and refer to them in the text as in Table 2 reproduces Table III of Yule (1899)”. When reporting results as tables, consider reporting results from dierent parts in one table if it helps to make comparisons. Each gure and table must have a caption or note that describes what is displayed in that gure or table. The caption should provide enough information so that the reader can understand the table or gure without having to look back at the main text. Are the axes of your graph labelled? Have you explained what those numbers in parentheses in the table represent? The tables and gures in the Journal of Finance are generally good examples. Study them carefully. For example, the caption to Fama and French (1996, Table I) runs nearly half the page. Do not collect gures and tables at the end of your report (an old habit from the pre-digital analog typesetting days). Place gures and tables within the text at theright’place as is done in published academic journal articles.Part (d)When you quote results from other sources, clearly indicate the source in the text. Improperattribution can result in plagarism. Use the Harvard referencing style which is the standardcitation style used in economics and nance. Consult the library’s Harvard Style of Citing &Referencing for details such as styles for quoting a web site.If you refer to any journal article, book, or web site, provide a bibliographic reference atthe end of your report. The bibliography should be sorted in alphabetical order of the rstauthor’s last name. If you are lazy (like me), consider using a reference management softwarethat (largely) automates this process. You should nd it well worth your time learning howto use a free tool such as Zotero (not just for my courses but for other courses that requirereport writing).2Part (e)Do not use footnotes or endnotes. In other words, do not disrupt theow of reading.ReferencesFama, Eugene F. and Kenneth R. French (1996) Multifactor Explanations of Asset PricingAnomalies,” Journal of Finance, Vol. 51, pp. 55{84.Gelman, Andrew, Cristian Pasarica, and Rahul Dodhia (2002) Let’s Practice What WePreach: Turning Tables into Graphs,” American Statistician, Vol. 56, pp. 121{130.Yule, G. Udny (1899) An Investigation into the Causes of Changes in Pauperism in England,Chiey During the Last Two Intercensal Decades,” Journal of the Royal Statistical Society,Vol. 62, pp. 249{295.Appendix: code for reproducing all resultsProvide complete instructions to fully reproduce all results presented in your report. This ismost easily done by displaying code you used in your analysis. Present your code in small(but legible) xed width font that is properly formatted (e.g. with appropriate indentation).

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display your code in fixed width font, single spacing

if you have long lines, may sure they do not cut off

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example summary statistics table

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load sample data

dat = datasets::EuStockMarketsprint(str(dat))

convert stock indices to log returns (daily percent)

dat = 100*log(dat[-1,]/dat[-nrow(dat),]);print(str(dat))

allocate array to store summary statistics

out = data.frame(mean=rep(NA, ncol(dat)), sd=NA, min=NA, max=NA);rownames(out) = colnames(dat);

compute summary statistics

for (j in seq.int(ncol(dat))) out$mean[j] = mean(dat[,j]);out$sd[j] = sd(dat[,j]);3out[j, c(“min”, “max”)] = range(dat[,j]);

and display

print(out, digits=3);

caption text

txt = “Summary statistics for the daily closingprices of four major European stock indicesDAX (Germany), SMI (Switzerland), CAC (France), and FTSE (UK).sd is the sample standard deviation.The sample is trading days in 1991-1998 (1,860 observations).”;cat(txt, “n”)

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plot daily log returns (1991-1998)

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nicer labels

nam = c(“DAX (Germany)”, “SMI (Switzerland)”, “CAC (France)”, “FTSE (UK)”);

find common vertical axis range for comparison

ylim = range(dat);par(mfcol=c(2, 2), fg=gray(0.5), col.axis=gray(0.3), mar=c(2, 2, 2, 2),mgp=c(2.6, 0.2, 0), tcl=+0.3, las=1, bty=”l”);for (j in seq.int(ncol(dat))) plot(dat[,j], type=”l”, ylim=ylim, xlab=””, ylab=””);text(par(“usr”)[1], par(“usr”)[4], nam[j], pos=4, col=gray(0.3), xpd=TRUE);4
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