Florida Institute of Technology Assignment for Course: MGT 5002 Corporate Finance ...

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Florida Institute of Technology Assignment for Course: MGT 5002 Corporate Finance Submitted to: Dr. Mark DAntonio Submitted by: Name_____________________________________ Email...

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Florida Institute of Technology

Assignment for Course:	MGT 5002 Corporate Finance
Submitted to:	Dr. Mark DAntonio
Submitted by:	Name_____________________________________
Email _____________________________________
Address ___________________________________
Phone Work ________________________________
Phone Home ________ Phone Cell _____________

Date of Submission: ______________________________
Title of Assignment: PEER REVIEWED ARTICLE CRITIQUE - 25 Points
Single space please
CERTIFICATION OF AUTHORSHIP: I certify that I am the author of this paper and that any assistance I received in its preparation is fully acknowledged and disclosed in the paper. I have also cited any sources from which I used data, ideas or words, either quoted directly or paraphrased. I also certify that this paper was prepared by me specifically for this course.
Student's Signature: ______________________________________
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Instructor's Grade on Assignment:________________________________
Instructor's Comments: ________________________________________
Article Review MGT 5002
Article:
Research Problem:
Hypotheses:
Research Design:
Statistical Techniques:

Results and Conclusions:
Critique:

005_foccapo-5rot105s.docx 005_sgcapo-obnjpjfm.pdf

Answered Same Day Dec 23, 2021

Robert · Accepted Answer

Article Review
Article:
Examination of two alternative stock returns generation processes has been done in this 
Article. According to the calendar time surmise the operation of process is continuous 
and the expectation of the returns for Monday is thrice that of the expectation for other 
weekdays. During the active trading returns are produced according to the trading time 
inference. The following anomaly has been discussed and analyzed in this article.
Research Problem
The process for generation of stock returns has become the most popular subject for the 
researchers. Though many researchers and authors have worked on this topic still several 
questions are still unanswered. One of the question which is still left to be answered is whether 
the operation of the process is continuous or only during dynamic trading. For trading of most of 
the stocks are done only during the weekdays, if the generation of returns is continuous in the 
calendar time the statistical distribution of returns for Monday will be unlike as that of the other 
weekdays. On the other hand, if the generation of stock returns is in trading time, the statistical 
distribution of returns will be equal for all the five weekdays. Hence, the effect of trading 
anomaly has been analyzed in this paper.
Hypotheses:
Various hypotheses has been developed and discussed in this article. Development of section 2 
deals with the daily stocks prices model which is used by the third section to analyze the 
anomalous nature of the returns for Monday and also to study the behavior of the of the daily 
returns. The entailment of the negative returns for market efficiency is explored in section 4 and 
the section 5 discusses about the know-how about the individual investors. In the final section, 
analysis of the implications of the results of the empirical tests using daily stock prices.
Research Design:

Florida Institute of Technology Assignment for Course: MGT 5002 Corporate Finance Submitted to: Dr. Mark DAntonio Submitted by: Name_____________________________________ Email...

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