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Project II (30 points) You have considerable freedom to follow your interests in choosing a research topic for the project (asset pricing is preferred).

1. Both word file and excel file should be included
2. Original data need be included in the separate spreadsheet of the excel file
3. Excel modeling methods should be applied.
4. Paper should be less than 6 single spaced pages excluding tables, graphs, and appendices (12 point font, 1 inch margins).
5. Each group presents your model and method in class on June 15th.

I upload several papers on asset pricing as examples.

Project Format


Group members’ name and contribution percentage.
Results & conclusions
References (follow style in Journal of financial economics, at least 5 articles need to be included)
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Submitted material Format


1. Name your email, word and excel file as: Leader name of your group + Project 2 (discount applied if not follow the naming rule)
2. One word and one excel file included. (No PDF file!)
3. Please do not zip it, send the original files within one email.
Product Code-Finance-AW-Q300

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