Monday, October 15. 2007
Meeting with Woglom Posted by CN Chen
in Economics Honors Thesis at
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Today, Woglom gave me some feedback on how to improve upon my Lit Review. One of the key points I plan to add to my paper is Malkiel's finding that mutual funds didn't beat market returns (i.e. index funds), and taking into account load fees and commissions, they actually tended to perform worse. This week I will doing more background research to make sure my thesis hasn't already been done by someone else. Also, later this week another draft of the Thesis Proposal will be due.
Thursday, October 11. 2007Literature ReviewThe first draft for my thesis Literature Review is done. It's 6 pages long double-spaced and cites 34 references =).
Wednesday, October 10. 2007Data SpreadsheetI 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.
HSI (since 12/31/1986) EWH (since 4/12/1996) Wednesday, October 10. 2007
Meeting with Woglom Posted by CN Chen
in Economics Honors Thesis at
13:09Comments (0) Trackbacks (0) Meeting with WoglomDue 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
Econ 77 Group Reading 2 Posted by CN Chen
in Economics Honors Thesis at
10:59Comments (0) Trackbacks (0) Econ 77 Group Reading 2This is my response to the group reading, "Land Reform, the Market for Protection and the Origins of the Sicilian Mafia: Theory and Evidence" and "Does Public Insurance Crowd Out Private Insurance".
Sunday, October 7. 2007
Some reminders for myself Posted by CN Chen
in Economics Honors Thesis at
17:58Comments (0) Trackbacks (0) Some reminders for myselfMonday, October 1. 2007
Meeting with Woglom Posted by CN Chen
in Economics Honors Thesis at
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Not much to add here for this week... Prof. Woglom was very excited about this case study paper I found which applies the AMH principles and looks at how the Foreign Exchange. There were apparently many papers written about how certain technical trading strategies were consistently profitable (beating market returns) in the foreign exchange market. The paper looks whether or not the evidence was a product of data mining, and whether or not AMH provides a better explanation for this phenomena.
Monday, October 1. 2007
Econ77 Group Reading 1 Posted by CN Chen
in Economics Honors Thesis at
11:38Comments (0) Trackbacks (0) Econ77 Group Reading 1This is my response to the group reading, "Malpractice Liability and Medical Costs" and "An Investigation of Co-worker and Consumer Discrimination: The Case of Major League Baseball".
Tuesday, September 25. 2007
Meeting with Woglom Posted by CN Chen
in Economics Honors Thesis at
14:21Comments (0) Trackbacks (0) Meeting with WoglomI met with Prof. Woglom today to narrow down the paper topic. We settled on trying to adopt this one test we found in Andrew Lo's AMH paper (see below) and apply it on multiple stock exchanges. First I will find any data I can about other stock exchanges (London, HK, China, etc.). I plan to then run a test on the monthly returns of the stock index and to examine the first-order autocorrelation coefficients as a way to measure the efficiency of the market. Another thing I plan to do is look for and read some case study papers on AMH (there's at least one I know of).
Friday, September 21. 2007
Plans for this Weekend Posted by CN Chen
in Economics Honors Thesis at
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Update: [Sunday night] Items 1, 2, 3, 4, and 7 completed. |
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