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Use Eikon & References Provided: **Select only one stock from an emerging market/industry** Download respective daily returns for at least 10 years from Thomson Reuters Eikon financial database. You may need to compile returns from end-of-day prices if daily returns are not available. • Download corresponding Fama-French (F-F) Three and Five factors (daily and csv format) from: • https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html • These factors include excess market returns which is called a market factor. • Do remember: For stocks chosen from an emerging market, the relevant F-F factors would also have to be from corresponding emerging market available from the above website. • Your group is required to test the Fama-French 3 and 5 factor Models using multivariate regression model for the two chosen stocks respectively as shown below. • Run the OLS regression models using excess stock returns (r -rf) as a dependent variable for the two chosen stocks against the three as well as five factors as explanatory variables respectively • Your group needs to present the analysis for the two chosen stocks comparing the performance of the three versus five factor F-F models Use the references provided on the attachment** Include Excel Workseheet for: -Summary Statistics of Raw Data Extracted from Eikon -Data consistency dates, dealing with missing values Must Use Eikon** Word Document for Introduction – Statement of Objective of this Assignment (5 Marks) • Data Description with Table showing key statistics and moments (10 Marks) • Data Description – Managing data consistency and missing values (10 Marks) • Empirical Findings using the Model • Table showing OLS Regression results with key statistics (10 Marks) • Testing for Statistical Significance of Coefficients (15 Marks) • Testing assumptions of Classical Linear Regression (15 Marks) • Corrections for any violations of CLR (10 Marks) • Summary and Conclusion APA Format is a Must**

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