Examples in finance - running regression analysis using SAS

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Examples in finance - running regression analysis using SAS

Hello,

I am still new here, and would like to know what are some examples of financial data regression analysis using SAS? I'm taking quantitative methods in Finance and we're required to carry out some regression analysis on market data using SAS; example, effect of some variables on S&P, a new piece of information's effect on a certain stock, if an acquisition occurs etc. Can you please give me some examples and how to run the tests using SAS on them?

Thank you,

Hussein

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Posts: 9,584

Re: Examples in finance - running regression analysis using SAS

Maybe you mean

Capital Asset Price Model

Event Study Method

You maybe want post it as Forecasting Forum .

Financial Data usually stay with SAS/ETS

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