Final Project

• Final Project Instructions and Rubric
  • Receiving Your Assigned Project
  • Final Project Grading Rubric
• List of Potential Final Projects
  • White Papers
    • 1. Lewellen (2015), Critical Finance Review. “The Cross-section of Expected Stock Returns”
    • 2. Monetary Tightening and US Bank Fragility in 2023
    • 3. Intermediary Asset Pricing: New Evidence from Many Asset Classes
    • 4. Dividend growth expectations from changes in dividend strips, from “Coronavirus: Impact on Stock Prices and Growth Expectations”
    • 5. Forward Return Expectations
    • 6. Market Expectations in the Cross-Section of Present Values
  • Replications of data series from “Evidence from Many Asset Classes”
    • 7. Corporate Bond Portfolio Returns
    • 8. Credit Default Swap Returns
    • 9. Commodity Futures Returns
  • Replicate Arbitrage Spreads from “Segmented Arbitrage”
    • 10. FX Covered Interest Parity Spread
    • 11. Equity Spot Futures
    • 12. Treasury Spot-Futures
    • 13. Treasury Swap
    • 14. TIPS Treasury
    • 15. Corporate CDS-Bond Spread

• Instructions and Grading Rubric: Final Project Rubric

• Potential Projects: Potential Final Projects