{"id":43812,"date":"2025-06-07T23:26:08","date_gmt":"2025-06-07T23:26:08","guid":{"rendered":"https:\/\/www.writemyessays.app\/blog\/questions\/finance-empirical-research-paper-the-impact-of-covid-19-on-structural-breaks-in-sp-500-volatility\/"},"modified":"2025-06-07T23:26:08","modified_gmt":"2025-06-07T23:26:08","slug":"finance-empirical-research-paper-the-impact-of-covid-19-on-structural-breaks-in-sp-500-volatility","status":"publish","type":"questions","link":"https:\/\/www.writemyessays.app\/blog\/questions\/finance-empirical-research-paper-the-impact-of-covid-19-on-structural-breaks-in-sp-500-volatility\/","title":{"rendered":"Finance – Empirical research paper – The impact of COVID-19 on structural breaks in S&P 500 volatility."},"content":{"rendered":"

Paper Topic: <\/strong>The impact of COVID-19 on structural breaks in S&P 500 volatility. Did the S&P 500 exhibit a significant structural break in volatility during the early stages of the COVID-19 pandemic?I need the paper to use the Bai and Perron (2003) Multiple Structural Break Test and Incl\u00e1n and Tiao (1994) ICSS Algorithm to determine the breakpoint date\/s then the Chow Test.The link to my syllabus is here: https:\/\/matt-brigida.github.io\/FIN_685_Syllabus\/I’ve already completed the paper topic post. This paper is worth 60 points of my final grade. I’m available to answer questions on the paper. You can text me at ************. I’ve copied most of this from the syllabus except the first paragraph so it would be helpful to read. My empirical research paper should include a regression analysis. Less than 7 graphics or tables could be used. That is probably too many. I wanted to make sure I paid for enough. I attached sample empircial research from a prior semester as a guide.The sample empirical research papers aren’t perfect. Forexample, Do not use any charts or figures created by anyone else. All charts and figures in your research paper should be original.Do Not Run Regressions On Prices<\/p>\n

Often students will attempt to estimate a regression with price data. This leads to a spurious regression<\/a>. Always convert price data to returns and estimate the regression on returns.<\/p>\n

Note on a Literature Review<\/h3>\n

A literature review establishes where your research fits into the body of existing research. You should <\/p>\n

think of your research as incrementally moving our shared knowledge forward. If you have a <\/p>\n

hypothesis that is related to, for example, the effectiveness of Bitcoin as a hedge against inflation, then <\/p>\n

you need to cite other published research on the topic. This could be on Bitcoin, or research on other as<\/p>\n

sets used as a hedge (e.g. gold).<\/p>\n

Any hypothesis you come up with will have related research. If it doesn\u2019t your paper would likely be <\/p>\n

rejected from any journal for not making a contribution to the literature.<\/p>\n

General guidelines on literature reviews:<\/p>\n

    \n
  1. You should cite peer-reviewed articles from reputable journals in finance, accounting, and <\/li>\n
  2. economics. To see examples of such journals simply search \u2018list of finance academic journals\u2019 on Google.<\/li>\n
  3. I recommend using Google Scholar<\/a> to find related research. If your example you could search \u2018Bitcoin inflation hedge\u2019 on Google Scholar. The first result is a Finance Research Letters<\/em> article you should cite. You can then click the Related Research<\/em> and Cited by …<\/em> links to find other articles.<\/li>\n
  4. You should cite at least 7 peer-reviewed articles. The citation should have a brief summary of the results of the paper.<\/li>\n
  5. You can cite from arXiv<\/a> and SSRN<\/a>, but remember these are generally not peer-reviewed yet (some may be pre-prints of accepted peer-reviewed articles).<\/li>\n
  6. You can cite a Wall Street Journal article for background, however this does not count as a peer-reviewed article.<\/li>\n
  7. Do not cite random internet sites such as investopedia or blogs.<\/li>\n<\/ol>\n

    This is from the syllabus, “Use a breakpoint analysis to determine when market volatility increased in the beginning of the COVID crisis. This is an estimate of when the market realized there was a problem.” Research Paper Structure<\/p>\n

    Empirical research papers have a common structure which everyone follows:<\/p>\n

      \n
    1. Introduction and Literature Review: Summarize the state of the literature and on the topic and explain how your present research fits in.<\/li>\n
    2. Data and Methods<\/li>\n
    3. Results<\/li>\n
    4. Conclusion<\/li>\n<\/ol>\n

      Paper cannot exceed 2500 words. This includes only the body of the text and <\/p>\n

      excludes references, tables, and art. The total length of your paper including any references, tables, and figures cannot exceed 14 pages.<\/p>\n

      And note this is a maximum<\/em>. You are free to hand in fewer pages. What matters is the content.<\/p>\n

      Regarding the abstract:<\/p>\n

      The first page of your paper should be a title page that includes the n<\/p>\n

      ames of the authors, the title of the manuscript, and an abstract of not <\/p>\n

      more than 100 words.<\/p>\n","protected":false},"excerpt":{"rendered":"

      Paper Topic: The impact of COVID-19 on structural breaks in S&P 500 volatility. Did the S&P 500 exhibit a significant structural break in volatility during the early stages of the COVID-19 pandemic?I need the paper to use the Bai and Perron (2003) Multiple Structural Break Test and Incl\u00e1n and Tiao (1994) ICSS Algorithm to determine […]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"closed","template":"","meta":[],"disciplines":[18],"paper_types":[],"tagged":[],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/questions\/43812"}],"collection":[{"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/questions"}],"about":[{"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/types\/questions"}],"author":[{"embeddable":true,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/comments?post=43812"}],"version-history":[{"count":0,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/questions\/43812\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/media?parent=43812"}],"wp:term":[{"taxonomy":"disciplines","embeddable":true,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/disciplines?post=43812"},{"taxonomy":"paper_types","embeddable":true,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/paper_types?post=43812"},{"taxonomy":"tagged","embeddable":true,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/tagged?post=43812"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}