Common risk Factors in Cryptocurrency

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The project is to replicate one paper. When drumming up new quant trading ideas, often quantitative researchers will draw from prior literature. After identifying an interesting strategy, the researcher will replicate the strategy, deciding if the strategy is indeed robust, and then analyzing it more deeply. Then, the researcher will study if the strategy can be improved.

list of papers， choose ONE to replicate!

1. Expected return, volume and mispricing (2022, Journal of Financial Economics)
a. Table 1, 2, 4 of the SSRN version
b. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3171375
2. Common risk Factors in Cryptocurrency (2021, Journal of Finance)
a. Table 3,4,5,6,8

3. The Dividend Month Premium, Hartzmark and Solomon (2012)
a. Table 1, Panel A B C
b. Table II
c. Table III A and B
d. Figure 1
e. Extra mile: Table IV, Table VI, Figure 2

4. Earnings Extrapolation and Predictable Stock Market Returns by Hongye Guo (unpublished, faculty joining HKU next year!  )
a. Table 1,2,3,4

5. A FROG IN EVERY PAN: INFORMATION DISCRETENESS AND THE LEAD-LAG RETURNS PUZZLE (JFE, 2022). (Some HKU people are authors)
a. Tables 1,2,3, and Table 9 Panels A and D

6. Maxing out: Stocks as Lotteries in the Cross-Section of Expected Returns of the publication version
a. Replicate Table 1,2
b. Table 4
c. Either Table 6, 7 10 or 11
d. Report the cumulative return graph to the strategy

7. The Other Side of Value: Gross Profitability by Robert Novy Marx (2010)
a. Table II
b. Table III
c. Table IV
d. Table V
e. Table VI, Panel A
f. Table 7 Panel A
g. Optional but desirable
i. Table VI, Panel B
h. You may use Wayne Chang’s code to boost your replication time. Or use the finratios.file
8. Idiosyncratic momentum
a. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2947044
b. Not an academic paper, but based off of one
c. 1,2,4,11,12,13

Another moonshot project that might be interesting is on NFTs. However, you will have to collect the data yourself. Replicate at least the first three tables.
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4052045

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Discussion week 2

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Complete the Week 2 Literary Analysis Tools Module before completing this assignment. Part of your grade is based on selection, integration, and citation of paraphrased quotations.
Read all of the information below before posting your response. This is a post-first forum, and you must post your response before gaining access to your classmates’ posts. Submitting a blank post may result in a reduction of your grade.
Post responses to both prompts below. You must post on two different days to earn full credit for participation.

Post 1: Identify a character from both a fiction (Chopin or Glaspell) and a nonfiction piece (Torres or Kobabe) that we have read this week. First, show how the character is limited in his or her role in society (excluded from the American Dream), an then explain specifically how that character pushes against boundaries imposed by society. Use paraphrased quotes to support your claims, and cite them in APA style using in-text and reference citations that you reviewed last week.

Criteria:
300 words minimum (excluding quotations and citations)
Include two properly integrated and cited paraphrased quotations (one from each work) to support your claims. See the Literary Analysis Tools Module from this week’s activities for information about integrating and citing quotes.

WIDE WIRELESS AREA NETWORK

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In your own words, describe wireless wide area networks (WWANs) and how they are used. And explain how cellular telephony functions.
Possible reference: Olenewa, J. (2013) Guide to wireless communications https://www.virtualsource.com/ebook
Research design (250 words)
In your own words, explain whether you intend to use experimental design or non-experimental design in your research proposal that is due next week. Discuss the approach (non-experimental method) that you will use in your research proposal, discuss why you considered this research design (non-experimental).
Note: No need for a cover page. Citation of sources, please.
Possible references: Colorado State University. (2016). Basic concepts of experimental and quasi-experimental research. Retrieved from http://writing.colostate.edu/guides/page.cfm?pageid=1361&guideid=64.

McLeod, S. A. (2008). Asch Experiment. Retrieved from www.simplypsychology.org/asch-conformity.html.

McLeod, S. A. (2007). The milgram experiment. Retrieved from www.simplypsychology.org/milgram.html.

Price, P.C. (2016). Overview of nonexperimental research. Research methods in psychology: Core concepts and skills. Flat World Education.

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Write an essay comparing/contrasting Mary Shelleys Frankenstein with Frankenstein, the 1931 movie, in terms of the effect that differences or similarities have on the treatment of specific themes: creation, responsibility, education, and the nature of go

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Directions: Write an essay comparing/contrasting Mary Shelleys Frankenstein with Frankenstein, the 1931 movie, in terms of the effect that differences or similarities have on the treatment of specific themes: creation, responsibility, education, and the nature of good and evil. The essay should be six or more paragraphs, including the introduction and conclusion. Include a list of works cited with your essay.