I will take a look at some historical stock market data of the Hang Seng Index and the iShares Hong Kong ETF which I pulled off of Yahoo Finance and Google Finance, respectively. Hopefully I will remember enough econometrics from a few years ago to study their returns.
Note: To view these files, right click on the links and save them to your computer. You can open .csv files with Excel.
Note 2: My previous suggestion on saving and viewing this file actually doesn't seem to work. I will get it fixed as soon as I can.
Note 3: After you right click and choose to save, if you change the file extension from .htm to .csv, that should do it.
HSI (since 12/31/1986)
EWH (since 4/12/1996)
Due to Fall break, our usual Monday meeting was pushed back to today (Wednesday). Some topics we discussed include: 1) outlining what points need to be covered in the Literature Review, 2) looking further into the trading rules discussed in Foreign Exchange AMH case study paper, and 3) reading more about the Hong Kong stock exchange and potential changes that may have caused significant fluctuations in the efficiency of the market. This is going to be a very busy 3-day week for me, because there are tons of assignments coming due.
Wednesday, October 10. 2007