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Date Price Open High Low Vol. Change % 25/09/2023 7,076.50 7,068.80 7,076.50 7,022.90 480.98M 0.11% 22/09/2023 7,068.80 7,065.20 7,068.80 6,957.20 917.75M 0.05% 21/09/2023 7,065.20 7,163.30
| Date | Price | Open | High | Low | Vol. | Change % |
| 25/09/2023 | 7,076.50 | 7,068.80 | 7,076.50 | 7,022.90 | 480.98M | 0.11% |
| 22/09/2023 | 7,068.80 | 7,065.20 | 7,068.80 | 6,957.20 | 917.75M | 0.05% |
| 21/09/2023 | 7,065.20 | 7,163.30 | 7,163.30 | 7,058.60 | 819.53M | -1.37% |
| 20/09/2023 | 7,163.30 | 7,196.60 | 7,196.60 | 7,148.90 | 770.18M | -0.46% |
| 19/09/2023 | 7,196.60 | 7,230.40 | 7,230.40 | 7,187.50 | 573.48M | -0.47% |
| 18/09/2023 | 7,230.40 | 7,279.00 | 7,279.00 | 7,223.50 | 501.40M | -0.67% |
| 15/09/2023 | 7,279.00 | 7,186.50 | 7,319.80 | 7,186.50 | 2.11B | 1.29% |
| 14/09/2023 | 7,186.50 | 7,153.90 | 7,199.70 | 7,146.00 | 671.28M | 0.46% |
| 13/09/2023 | 7,153.90 | 7,206.90 | 7,206.90 | 7,140.60 | 853.43M | -0.74% |
| 12/09/2023 | 7,206.90 | 7,192.30 | 7,208.30 | 7,155.80 | 737.84M | 0.20% |
| 11/09/2023 | 7,192.30 | 7,156.70 | 7,192.30 | 7,134.00 | 587.49M | 0.50% |
| 8/09/2023 | 7,156.70 | 7,171.00 | 7,178.00 | 7,134.80 | 518.26M | -0.20% |
| 7/09/2023 | 7,171.00 | 7,257.10 | 7,257.10 | 7,157.10 | 737.54M | -1.19% |
| 6/09/2023 | 7,257.10 | 7,314.30 | 7,314.30 | 7,253.20 | 752.47M | -0.78% |
| 5/09/2023 | 7,314.30 | 7,318.80 | 7,319.40 | 7,270.60 | 487.74M | -0.06% |
| 4/09/2023 | 7,318.80 | 7,278.30 | 7,340.90 | 7,278.30 | 644.18M | 0.56% |
| 1/09/2023 | 7,278.30 | 7,305.30 | 7,305.30 | 7,268.10 | 569.14M | -0.37% |
| 31/08/2023 | 7,305.30 | 7,297.70 | 7,310.10 | 7,291.30 | 1.11B | 0.10% |
| 30/08/2023 | 7,297.70 | 7,210.50 | 7,317.90 | 7,210.50 | 790.66M | 1.21% |
| 29/08/2023 | 7,210.50 | 7,159.80 | 7,210.50 | 7,159.20 | 867.87M | 0.71% |
| 28/08/2023 | 7,159.80 | 7,115.20 | 7,161.70 | 7,115.20 | 937.80M | 0.63% |
| 25/08/2023 | 7,115.20 | 7,182.10 | 7,182.10 | 7,091.80 | 768.41M | -0.93% |
| 24/08/2023 | 7,182.10 | 7,148.40 | 7,194.40 | 7,148.40 | 811.76M | 0.47% |
| 23/08/2023 | 7,148.40 | 7,121.60 | 7,174.20 | 7,115.80 | 684.20M | 0.38% |
| 22/08/2023 | 7,121.60 | 7,115.50 | 7,125.00 | 7,090.00 | 735.89M | 0.09% |
| 21/08/2023 | 7,115.50 | 7,148.10 | 7,148.10 | 7,115.50 | 713.67M | -0.46% |
| 18/08/2023 | 7,148.10 | 7,146.00 | 7,167.70 | 7,124.50 | 806.28M | 0.03% |
| 17/08/2023 | 7,146.00 | 7,195.20 | 7,195.20 | 7,106.80 | 897.86M | -0.68% |
| 16/08/2023 | 7,195.20 | 7,305.00 | 7,305.00 | 7,185.20 | 713.96M | -1.50% |
| 15/08/2023 | 7,305.00 | 7,277.00 | 7,329.30 | 7,271.90 | 610.58M | 0.38% |
| 14/08/2023 | 7,277.00 | 7,340.10 | 7,340.10 | 7,259.10 | 607.39M | -0.86% |
| 11/08/2023 | 7,340.10 | 7,357.40 | 7,361.20 | 7,329.30 | 541.08M | -0.24% |
| 10/08/2023 | 7,357.40 | 7,338.00 | 7,357.40 | 7,320.90 | 664.81M | 0.26% |
| 9/08/2023 | 7,338.00 | 7,311.10 | 7,341.50 | 7,308.00 | 574.31M | 0.37% |
| 8/08/2023 | 7,311.10 | 7,309.20 | 7,342.50 | 7,309.20 | 715.17M | 0.03% |
| 7/08/2023 | 7,309.20 | 7,325.30 | 7,325.70 | 7,294.60 | 414.60M | -0.22% |
| 4/08/2023 | 7,325.30 | 7,311.70 | 7,325.40 | 7,285.50 | 603.23M | 0.19% |
| 3/08/2023 | 7,311.70 | 7,354.60 | 7,354.60 | 7,287.90 | 559.93M | -0.58% |
| 2/08/2023 | 7,354.60 | 7,450.70 | 7,450.70 | 7,342.50 | 577.87M | -1.29% |
| 1/08/2023 | 7,450.70 | 7,410.40 | 7,470.10 | 7,410.40 | 523.47M | 0.54% |
| 31/07/2023 | 7,410.40 | 7,403.60 | 7,434.30 | 7,374.30 | 575.51M | 0.09% |
| 28/07/2023 | 7,403.60 | 7,455.90 | 7,455.90 | 7,356.40 | 612.85M | -0.70% |
| 27/07/2023 | 7,455.90 | 7,402.00 | 7,472.30 | 7,388.00 | 690.18M | 0.73% |
| 26/07/2023 | 7,402.00 | 7,339.70 | 7,421.30 | 7,339.70 | 638.07M | 0.85% |
| 25/07/2023 | 7,339.70 | 7,306.40 | 7,344.90 | 7,306.40 | 637.36M | 0.46% |
| 24/07/2023 | 7,306.40 | 7,313.90 | 7,333.20 | 7,306.40 | 701.17M | -0.10% |
| 21/07/2023 | 7,313.90 | 7,325.00 | 7,325.00 | 7,288.80 | 631.75M | -0.15% |
| 20/07/2023 | 7,325.00 | 7,323.70 | 7,383.30 | 7,322.90 | 686.28M | 0.02% |
| 19/07/2023 | 7,323.70 | 7,283.80 | 7,333.10 | 7,283.80 | 660.14M | 0.55% |
| 18/07/2023 | 7,283.80 | 7,298.50 | 7,298.50 | 7,261.10 | 537.68M | -0.20% |
| 17/07/2023 | 7,298.50 | 7,303.10 | 7,307.90 | 7,278.40 | 562.44M | -0.06% |
| 14/07/2023 | 7,303.10 | 7,246.90 | 7,313.70 | 7,246.90 | 583.21M | 0.78% |
| 13/07/2023 | 7,246.90 | 7,135.70 | 7,256.50 | 7,135.70 | 684.94M | 1.56% |
| 12/07/2023 | 7,135.70 | 7,108.90 | 7,158.50 | 7,108.90 | 496.54M | 0.38% |
| 11/07/2023 | 7,108.90 | 7,004.00 | 7,108.90 | 7,004.00 | 499.26M | 1.50% |
| 10/07/2023 | 7,004.00 | 7,042.30 | 7,085.20 | 6,998.10 | 452.56M | -0.54% |
| 7/07/2023 | 7,042.30 | 7,163.40 | 7,163.40 | 7,023.60 | 536.59M | -1.69% |
| 6/07/2023 | 7,163.40 | 7,253.20 | 7,253.20 | 7,145.50 | 629.17M | -1.24% |
| 5/07/2023 | 7,253.20 | 7,279.00 | 7,281.80 | 7,247.60 | 541.18M | -0.35% |
| 4/07/2023 | 7,279.00 | 7,246.10 | 7,285.80 | 7,232.10 | 555.32M | 0.45% |
| 3/07/2023 | 7,246.10 | 7,203.30 | 7,251.60 | 7,199.50 | 584.85M | 0.59% |
| 30/06/2023 | 7,203.30 | 7,194.90 | 7,209.00 | 7,165.70 | 648.72M | 0.12% |
| 29/06/2023 | 7,194.90 | 7,196.50 | 7,223.20 | 7,189.20 | 611.12M | -0.02% |
| 28/06/2023 | 7,196.50 | 7,118.20 | 7,215.20 | 7,118.20 | 674.66M | 1.10% |
| 27/06/2023 | 7,118.20 | 7,078.70 | 7,125.70 | 7,078.70 | 621.32M | 0.56% |
| 26/06/2023 | 7,078.70 | 7,099.20 | 7,099.50 | 7,054.80 | 592.71M | -0.29% |
| 23/06/2023 | 7,099.20 | 7,195.50 | 7,195.70 | 7,087.90 | 587.84M | -1.34% |
| 22/06/2023 | 7,195.50 | 7,314.90 | 7,314.90 | 7,187.10 | 704.90M | -1.63% |
| 21/06/2023 | 7,314.90 | 7,357.80 | 7,357.80 | 7,314.90 | 709.87M | -0.58% |
| 20/06/2023 | 7,357.80 | 7,294.90 | 7,368.40 | 7,294.90 | 647.02M | 0.86% |
| 19/06/2023 | 7,294.90 | 7,251.20 | 7,302.60 | 7,246.20 | 662.64M | 0.60% |
| 16/06/2023 | 7,251.20 | 7,175.30 | 7,262.10 | 7,175.30 | 1.46B | 1.06% |
| 15/06/2023 | 7,175.30 | 7,161.70 | 7,197.70 | 7,158.80 | 824.40M | 0.19% |
| 14/06/2023 | 7,161.70 | 7,138.90 | 7,167.60 | 7,135.70 | 833.88M | 0.32% |
| 13/06/2023 | 7,138.90 | 7,122.50 | 7,138.90 | 7,101.30 | 647.21M | 0.23% |
| 9/06/2023 | 7,122.50 | 7,099.70 | 7,131.20 | 7,099.70 | 580.90M | 0.32% |
| 8/06/2023 | 7,099.70 | 7,118.00 | 7,132.00 | 7,093.50 | 716.58M | -0.26% |
| 7/06/2023 | 7,118.00 | 7,129.60 | 7,164.20 | 7,118.00 | 731.96M | -0.16% |
| 6/06/2023 | 7,129.60 | 7,216.30 | 7,216.30 | 7,125.90 | 798.25M | -1.20% |
| 5/06/2023 | 7,216.30 | 7,145.10 | 7,233.20 | 7,145.10 | 591.32M | 1.00% |
| 2/06/2023 | 7,145.10 | 7,110.80 | 7,165.80 | 7,110.80 | 632.43M | 0.48% |
| 1/06/2023 | 7,110.80 | 7,091.30 | 7,131.90 | 7,077.90 | 676.57M | 0.27% |
| 31/05/2023 | 7,091.30 | 7,209.30 | 7,209.30 | 7,091.30 | 1.57B | -1.64% |
| 30/05/2023 | 7,209.30 | 7,217.40 | 7,227.20 | 7,204.60 | 662.55M | -0.11% |
| 29/05/2023 | 7,217.40 | 7,154.80 | 7,254.80 | 7,154.80 | 502.64M | 0.87% |
| 26/05/2023 | 7,154.80 | 7,138.20 | 7,156.00 | 7,129.00 | 526.12M | 0.23% |
| 25/05/2023 | 7,138.20 | 7,213.80 | 7,213.80 | 7,130.30 | 737.99M | -1.05% |
| 24/05/2023 | 7,213.80 | 7,259.90 | 7,259.90 | 7,208.60 | 583.46M | -0.63% |
| 23/05/2023 | 7,259.90 | 7,263.30 | 7,288.10 | 7,259.90 | 578.11M | -0.05% |
| 22/05/2023 | 7,263.30 | 7,279.50 | 7,285.00 | 7,249.60 | 486.75M | -0.22% |
| 19/05/2023 | 7,279.50 | 7,236.80 | 7,292.60 | 7,236.80 | 643.78M | 0.59% |
| 18/05/2023 | 7,236.80 | 7,199.20 | 7,258.60 | 7,199.20 | 723.51M | 0.52% |
| 17/05/2023 | 7,199.20 | 7,234.70 | 7,234.70 | 7,159.80 | 615.80M | -0.49% |
| 16/05/2023 | 7,234.70 | 7,267.10 | 7,278.70 | 7,234.70 | 629.42M | -0.45% |
| 15/05/2023 | 7,267.10 | 7,256.70 | 7,267.10 | 7,235.10 | 535.69M | 0.14% |
| 12/05/2023 | 7,256.70 | 7,251.90 | 7,257.30 | 7,233.80 | 647.78M | 0.07% |
| 11/05/2023 | 7,251.90 | 7,255.70 | 7,266.50 | 7,230.80 | 713.41M | -0.05% |
| 10/05/2023 | 7,255.70 | 7,264.10 | 7,267.10 | 7,236.20 | 583.60M | -0.12% |
| 9/05/2023 | 7,264.10 | 7,276.50 | 7,276.50 | 7,239.40 | 649.94M | -0.17% |
| 8/05/2023 | 7,276.50 | 7,220.20 | 7,292.40 | 7,220.20 | 645.46M | 0.78% |
| 5/05/2023 | 7,220.00 | 7,193.10 | 7,220.20 | 7,168.40 | 624.18M | 0.37% |
| 4/05/2023 | 7,193.10 | 7,197.40 | 7,201.70 | 7,141.80 | 598.52M | -0.06% |
| 3/05/2023 | 7,197.40 | 7,267.40 | 7,267.40 | 7,160.70 | 738.40M | -0.96% |
| 2/05/2023 | 7,267.40 | 7,334.20 | 7,334.90 | 7,248.10 | 687.54M | -0.92% |
| 1/05/2023 | 7,334.60 | 7,309.20 | 7,368.00 | 7,309.20 | 595.49M | 0.35% |
| 28/04/2023 | 7,309.20 | 7,292.70 | 7,329.60 | 7,292.70 | 744.64M | 0.23% |
| 27/04/2023 | 7,292.70 | 7,316.30 | 7,324.70 | 7,275.30 | 539.17M | -0.32% |
| 26/04/2023 | 7,316.30 | 7,322.00 | 7,324.40 | 7,285.30 | 794.49M | -0.08% |
QUESTION Almost everyone of us have invested or have an intention to invest in financial (bank deposit, shares etc) or real assets (e.g., home etc.). Based on your observations or expectations, write the null and alternative hypotheses of the relationship between each of the following variables and the continuously compounded returns of AORD Index (AORD_returns):
Liquidity of the financial instrument (You can measure the liquidity by ( Trading Volume)
Risk of the financial instrument (You can measure the risk by taking the square of AORD returns)
Month January of the year (You can create a dummy variable which takes the value 1 when observation belongs to the month of January and zero otherwise.)
Assume that you have historical data on all above measures, which were recorded at equal space of time.
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Financial Management In The Public Sector Tools Applications And Cases
Authors: Xiaohu Wang
1st Edition
0765616785, 9780765616784
