Tag: SPSS

State how the variables are operationally defined, alpha value, what statistical test will be used to answer the research question, and what version of SPSS is being used to analyze the data.

Lab Project: Method Assignment

You will collect data from at least 20 people, using the approved survey submitted with your Introduction. Once you have data from at least 20, you must score the surveys and enter the data into an SPSS file.

Method Section Instructions

Continue with your use of proper formatting – your submission should have a running head, page numbers, Level 1 and Level 2 headings, and in-text citations. How to format a Method section is covered in this module’s Learn section. It should explain the experimental methods with enough detail that a reader can easily replicate the experiment. Don’t forget to use the APA Manual as a guide. Level 2 headings for your Method section must include (in this order and in APA

format): – Participants – include the number of participants, a description of the participants, and sampling procedures

Materials – include a description of the survey questions used, including citations where appropriate (e.g., if you use religiosity you should cite Koenig & Bussing 2010 and if you used spirituality you should cite Hodge, 2003)

Procedure – summarizes where the study took place (e.g., church, small group, Facebook) and the experience of the participants in a detailed and organized manner (Facebook)

Analysis – state how the variables are operationally defined, alpha value, what statistical test will be used to answer the research question, and what version of SPSS is being used to analyze the data. Hint: Due to the brief nature of the course, the statistical test appropriate for this lab is one that is covered sometime during the first 5 modules of PSYC 515 or from PSYC 510. This will give you enough time to reflect on information you have already learned and run the analysis.

Submission Instructions

You will be submitting TWO files: 1. Word document (.doc or .docx) containing: a. Research hypothesis (from the last paragraph of your Introduction) b. Method Section

2. SPSS data file (.sav)

Describe the percentages in the table(s) and comment on the Chi-square tests of statistical significance. You should include the output from SPSS that you have used to generate the results and describe the relevant parts in your answer.

Explore the association between age and attitudes towards same sex sexual relations

Using the British Social Attitudes dataset called ‘assoc2013.sav’, create a contingency table in SPSS that allows you to explore the association between age and attitudes towards same sex sexual relations. You should layer this table by sex so that you can look at the association separately for men and women.

The variable homosex asks whether the respondent thinks same sex sexual relations are always, mostly, sometimes, rarely or never wrong. Age3cat splits age into thre bands. Rsex denotes the sex of the respondent.

You should describe the results of your analysis in no more than 300 words (not including any tables or charts). Make sure you describe the percentages in the table(s) and comment on the Chi-square tests of statistical significance. You should include the output from SPSS that you have used to generate the results and describe the relevant parts in your answer.

Have sent the file called ‘assoc2013.sav’ to support and they told me they will send it you in order to complete this order.

Examine (i) the impact of investor sentiment on stock market returns, and (ii) the impact of investor sentiment on stock market returns conditional on economic conditions. Discuss potential limitations of your work.

Empirical methods in accounting and finance

FoMLSS Accounting, Finance and Economics

AFE6014-B: Empirical Methods in Accounting and Finance

TYPE OF ASSESSMENT: Individual Assessed Coursework

(3,000 words maximum excluding tables, figures, and references)

• Failure to submit your coursework by this deadline will result in a mark of 0%
• The assignment must be submitted in electronic format to the ‘Turnitin’ drop-box in the Canvas site for this module
• You are advised to plan your work carefully and back-up your work. Computing problems will NOT be accepted as reasons for non-submission
• Along with the main report, you also need to submit the original data set and screenshots of results from SPSS or EViews

Individual Assessed Coursework Brief
Under the revised assessment requirements due to COVID-19, this module will be assessed via a written assessed coursework.

This is an individual assignment containing seven different requirements.

Along with the main report, you also need to submit the original dataset and screenshots of results from SPSS or EViews.
The written report should not exceed 3,000 words.

Excessive assignments will be penalised according to section 9.13 of Regulation 9 Regulation Governing Postgraduate Taught Awards: “Assessed work which exceeds a specified maximum permitted length will be subject to a penalty deduction of marks equivalent to the percentage of additional words over the limit.

The limit excludes bibliographies, diagrams and tables, footnotes, tables of contents and appendices of data.”

Introduction
Behavior financial theories highlight investor sentiment in influencing stock prices, despite the traditional ones positing that stock prices are the discounted future cash flows and arbitrage leaves little space for investor sentiment (Fama, 1965). De Long et al. (1990) argue that sentiment investors trading together brings systematic risk into stock markets. The risk originated from the stochastic shifts in investor sentiment imposes arbitrage limits on rational investors, impeding them from trading against noise investors. As a result, the mispricing caused by sentiment investors is persistent. Baker and Wurgler (2006) state two routes whereby investor sentiment can bring persistent impact on stock prices: (i) uninformed demand shocks, and (ii) limits on arbitrage. Uninformed demand shocks naturally persist in that irrational investors’ misbeliefs could be further strengthened by others ‘joining on the bandwagon’ (Brown and Cliff, 2005, p. 407). Limits on arbitrage demotivate arbitrageurs from relieving the impact of investor sentiment since they are commonly subject to relatively restricted investment horizons and can hardly accurately forecast how the impact will persist. Therefore, one can observe that high levels of optimism (pessimism) would cause high (low) concurrent returns, and given the mean-reversion property, overpricing (underpricing) would be corrected and followed by low (high) subsequent returns. The theoretical analysis is supported by evidence drawn from the US market (Brown and Cliff, 2005) as well as international markets (Schmeling, 2009; Bathia and Bredin, 2013).
In line with the above-mentioned points, please prepare a report with a specific emphasis on the following seven requirements:

Required:
1. Discuss the rationale behind the cross-sectional impact of investor sentiment on stock returns. [10 marks]
2. Discuss the impact of investor sentiment on stock returns conditional on economic conditions. [10 marks]
3. Suppose that you decide to extend the evidence on the impact of investor sentiment on stock returns to one emerging market. Select a market and motivate your selection. [8 marks]
4. Critically review related literature and evaluate survey-based investor sentiment proxies and market-based investor sentiment proxies. [15 marks]
5. Find two proxies for investor sentiment in your selected market, and elaborate motivation for your selection. [12 marks]
6. Present descriptive statistics of (i) market returns of the selected market and (ii) investor sentiment. [15 marks]
7. Examine (i) the impact of investor sentiment on stock market returns, and (ii) the impact of investor sentiment on stock market returns conditional on economic conditions. Discuss potential limitations of your work. [30 marks]

While attempting requirements 1–7 you should follow academic writing style format relying on journal articles. Failing to do so will lead to a FAIL in this module.

Guideline coverage of issues/answers expectations:
Requirement 1:
1. Discuss the rationale behind the cross-sectional impact of investor sentiment on stock returns.

Requirement 2:
1. Discuss the impact of investor sentiment on stock returns conditional on economic conditions.

Requirement 3:
1. Select one emerging market.
2. Motivate your selection.

Requirement 4:
1. Assess merits and flaws of survey-based investor sentiment proxies.
2. Assess merits and flaws of market-based investor sentiment proxies.

Requirement 5:
1. Find two proxies for your selected market.
2. Motivate your selection.

Requirement 6:
1. Present descriptive statistics of market returns and two series of investor sentiment.
2. Interpret.

Requirement 7:
1. Examine the relation between market returns and investor sentiment.
2. Examine the relation between market returns and investor sentiment across different economic conditions.
3. Discuss limitations of your analysis.

Along with the main report, you also need to submit the original dataset and screenshots of results from SPSS or EViews.

Examine (i) the impact of investor sentiment on stock market returns, and (ii) the impact of investor sentiment on stock market returns conditional on economic conditions. Discuss potential limitations of your work.

EMPERICAL METHODS IN ACCOUNTING AND FINANCE

FoMLSS Accounting, Finance and Economics

AFE6014-B: Empirical Methods in Accounting and Finance

TYPE OF ASSESSMENT: Individual Assessed Coursework

(3,000 words maximum excluding tables, figures, and references)

 

• Failure to submit your coursework by this deadline will result in a mark of 0%

• The assignment must be submitted in electronic format to the ‘Turnitin’ drop-box in the Canvas site for this module

• You are advised to plan your work carefully and back-up your work. Computing problems will NOT be accepted as reasons for non-submission

• Along with the main report, you also need to submit the original dataset and screenshots of results from SPSS or EViews

Individual Assessed Coursework Brief
Under the revised assessment requirements due to COVID-19, this module will be assessed via a written assessed coursework. This is an individual assignment containing seven different requirements. Along with the main report, you also need to submit the original dataset and screenshots of results from SPSS or EViews.
The written report should not exceed 3,000 words. Excessive assignments will be penalised according to section 9.13 of Regulation 9 Regulation Governing Postgraduate Taught Awards: “Assessed work which exceeds a specified maximum permitted length will be subject to a penalty deduction of marks equivalent to the percentage of additional words over the limit. The limit excludes bibliographies, diagrams and tables, footnotes, tables of contents and appendices of data.”

Introduction
Behavior financial theories highlight investor sentiment in influencing stock prices, despite the traditional ones positing that stock prices are the discounted future cash flows and arbitrage leaves little space for investor sentiment (Fama, 1965). De Long et al. (1990) argue that sentiment investors trading together brings systematic risk into stock markets. The risk originated from the stochastic shifts in investor sentiment imposes arbitrage limits on rational investors, impeding them from trading against noise investors. As a result, the mispricing caused by sentiment investors is persistent. Baker and Wurgler (2006) state two routes whereby investor sentiment can bring persistent impact on stock prices: (i) uninformed demand shocks, and (ii) limits on arbitrage. Uninformed demand shocks naturally persist in that irrational investors’ misbeliefs could be further strengthened by others ‘joining on the bandwagon’ (Brown and Cliff, 2005, p. 407). Limits on arbitrage demotivate arbitrageurs from relieving the impact of investor sentiment since they are commonly subject to relatively restricted investment horizons and can hardly accurately forecast how the impact will persist. Therefore, one can observe that high levels of optimism (pessimism) would cause high (low) concurrent returns, and given the mean-reversion property, overpricing (underpricing) would be corrected and followed by low (high) subsequent returns. The theoretical analysis is supported by evidence drawn from the US market (Brown and Cliff, 2005) as well as international markets (Schmeling, 2009; Bathia and Bredin, 2013).
In line with the above-mentioned points, please prepare a report with a specific emphasis on the following seven requirements:

Required:

1. Discuss the rationale behind the cross-sectional impact of investor sentiment on stock returns. [10 marks]

2. Discuss the impact of investor sentiment on stock returns conditional on economic conditions. [10 marks]

3. Suppose that you decide to extend the evidence on the impact of investor sentiment on stock returns to one emerging market. Select a market and motivate your selection. [8 marks]

4. Critically review related literature and evaluate survey-based investor sentiment proxies and market-based investor sentiment proxies. [15 marks]

5. Find two proxies for investor sentiment in your selected market, and elaborate motivation for your selection. [12 marks]

6. Present descriptive statistics of (i) market returns of the selected market and (ii) investor sentiment. [15 marks]

7. Examine (i) the impact of investor sentiment on stock market returns, and (ii) the impact of investor sentiment on stock market returns conditional on economic conditions. Discuss potential limitations of your work. [30 marks]

While attempting requirements 1–7 you should follow academic writing style format relying on journal articles. Failing to do so will lead to a FAIL in this module.

Guideline coverage of issues/answers expectations:
Requirement 1:
1. Discuss the rationale behind the cross-sectional impact of investor sentiment on stock returns.

Requirement 2:

1. Discuss the impact of investor sentiment on stock returns conditional on economic conditions.

Requirement 3:
1. Select one emerging market.
2. Motivate your selection.

Requirement 4:
1. Assess merits and flaws of survey-based investor sentiment proxies.
2. Assess merits and flaws of market-based investor sentiment proxies.

Requirement 5:
1. Find two proxies for your selected market.
2. Motivate your selection.

Requirement 6:
1. Present descriptive statistics of market returns and two series of investor sentiment.
2. Interpret.

Requirement 7:
1. Examine the relation between market returns and investor sentiment.
2. Examine the relation between market returns and investor sentiment across different economic conditions.
3. Discuss limitations of your analysis.

Along with the main report, you also need to submit the original dataset and screenshots of results from SPSS or EViews.