BUS 602 – Project Guidelines –

Analyzing the Impact of Market Volatility on Investment Strategies

Choose an academic article and identify the following ten points:

1) Article’s title Economic policy uncertainty and stock market

volatility
2) Author LiLiu
TaoZhangc
3) Article’s Date Received21May2015
Accepted21August2015
Research question & Who does the economic policy uncertainty affects
4) Description of the topic stock market volatility
5) Hypotheses Examining predictability of EPU to stock market
volatility
6) Independent variable Economic Policy Uncertainty
7) Dependent variable Stock Market Volatility
8) Components of  Realized volatility
Dependent variable  Volatility models
9) Components of  Data description and summary statistics
independent variable  The marginal effects of EPU
 Is EPU helpful for predicting RV?
10) Methodology used Quantitave