Sunday, July 29, 2007
Since my last entry I completed my project plan which outlined the tasks required and expected time to complete them. I have also completed my draft litereature review and introduction. I have sent these to my finance supervisor whom I will meet and discuss my work with this Tuesday. I will also discuss my data, I have been told it is currently being processed and should be avaiable shortly.
Tuesday, July 24, 2007
I have now done more work on my literature review, I just returned from a week's holiday so did not do quite as much as I had intended. As a result I will focus on doing my literature review and project plan over the next week and will hopefully start working on my data next week.
Tuesday, July 10, 2007
Since my last entry I have started my literature review. I have now written about 2500 words. I am also finding more relevant papers as I write my review. This is because papers that I found in relevant journal have references to more papers. As a result I now have a large source of papers and a lot more reading ahead of me. I hope to be close to finishing my literature review within a fortnight and to have started working on my data and necessary models.
Tuesday, July 3, 2007
My exams are now finished and I am once again working on my thesis. I have been looking for more papers, but I'm beginning to find relevant papers harder to find. I will hopefully spend today as my last day searching for papers and will then begin working on my literature review. I have also determined the models and methods required for this thesis. Accordingly some programming and data manipulation will be done to perform a series of different regression models on the data in order to determine what factors and market conditions provide (demand) liquidity in options markets.