This assignment is an examination of the relationship between the stock returns (percent change) and the five factor model of Fama-French (2014) in [SSRN-id2287202.pdf], specifically equation (5).
The data is provided [EC21223 Assignment 2 Data.xlsx], and includes 5 stock series for analysis and the 5 factors. You will need to apply some transformations on the data before running the regressions. A description of the data is provided in the data Excel file.
You will need to complete the report outlined in the template [Assignment 2 Template.docx]. For each section you should have at least two paragraphs, at a minimum, and for some sections you may need more. You will need to copy-and-paste graphs and tables from Excel into the Word document.
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