Hourly - Est. Time: Less than 1 week, Less than 10 hrs/week -
Research question: What factors contribute to an IPO closing above its market-open price?
I am researching the phenomenon of IPO underpricing. However, I would like to analyse the difference between the market open price of an IPO and the market close price on the 1st day of trading.
Objective of 1st stage: Identify what variables contribute to an IPO closing above its market open price.
Looking for a freelancer with a Masters or a PHD in statistics /econometrics.
Hourly - Est. Time: Less than 1 month, 10-30 hrs/week -
I can provide the data; you pick a GDP forecasting model and provide code (preferably in R). I also need some analytics that show the logic behind the forecast (e.g. a breakdown by contributing factors).
1. Any reasonable modelling approach (e.g. Vector Auto-Regression or factor analysis) is fine as long as you have reasoning to back up the choice. I prefer intuitive to complicated models. The model does not need to be original.
2. The number of input variables should be below 30 to avoid complication. I can provide any necessary macro or market input data.
3. Analytics: The output must include reasoning that makes it clear what the drivers of the forecast are – e.g. a breakdown of the forecast into contributions from consumption/investment/other data.
a. Some impulse response function or scenario analysis type output would also be good. Just the numbers is fine as I can then chart them in excel.
b. Similarly, if we could make statements like: “Our GDP forecast for...
Credit Markets and Globalization
Improving Business Decisions
Each week will have Various task that need to be completed by the dead line
If interested applicants must take the quiz attached and submit as part of the final application in order to be considered.