1. Download the stock prices of 20 companies from the FTSE100 over the past 20 years. (e.g Banking sector, mining sector, retail etc). Perform descriptive statics and interpret the result.
2. Define and calculate measures of returns and risk. Provide a time series analysis of risk and returns.
3. Compare such measures over 1999-2001 and 2007-2010 with the rest of the sample. Test the null hypothesis that these measures are statistically significant from the rest of the sample.
4. Regress the last 3 year period on the initial 17 years. Run diagnostic tests to analyze the validity of the results. Eg unit root test
5. What would be the consequences of having autocorrelation in price and stock returns? Can you determine a test in excel using the correl command?
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