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Old 01-25-2018, 12:53 PM
Jay1993 Jay1993 is offline
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Join Date: Jan 2018
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Exclamation Help with dissertation

Hi,

I am in my last year of university and I was hoping to get some help for my dissertation. My topic is on the relationship between credit ratings and equity returns and so far I have reached the Data & Methodology section.My plan is to follow previous study that explores the same relationship, however I am struggling with some technical issues. The first step from this study is to calculate the excess return using the market model: E=Rit-(a+B*Rmt)
E-excess return
Rit-rate of return on stock i for day t
Rmt- Daily return of the FTSE index
a-alpha
B-beta
How can I calculate alpha and beta? Also, do I have to use different alpha and beta for every credit announcement or I have to calculate the excess returns with one alpha and one beta So far, I have the dates of the credit announcements along with their share prices and calculated daily returns along with the FTSE daily returns and I need to explain (if) negative/positive credit announcements affect share price of the underlying company negatively/positively.
I have attached a snapshot of a previous study that follow the same approach to clarify what I am trying to say.

Many thanks in advance!
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Old 04-23-2018, 05:02 AM
Doroty Doroty is offline
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Default Re: Help with dissertation

I will not give you a clue, but I can advise specialists https://www.theunitutor.com/phd-thesis/. The Uni Tutor is one of the best well-known PhD writing companies in the UK and the US Distinction grade PhD thesis papers in the world. All of the writers behind our PhD writing service are from Oxbridge and Ivy League.
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