Conzo1000
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Hi guys,

Currently in the process of data collection for my finance dissertation (on the link between fund performance and uncertainty) and I have a couple of general questions if anyone has experience in the area:

1 - How much data will I need for it to be considered 'thorough'? To put it simply, I am not sure whether to collect the data for 100 funds or 1000 funds, time frame (monthly? yearly?) etc etc.

2 - The data analysis is conducted using regression equations, therefore I have a set of variables. My dependent variable is the fund returns with the independent variable being an indicator of uncertainty. Is there any other control/predictor variables worth implementing into the equation, and if so what ones would be appropriate?

Thanks in advance!
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sighsigh
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(Original post by Conzo1000)
Hi guys,

Currently in the process of data collection for my finance dissertation (on the link between fund performance and uncertainty) and I have a couple of general questions if anyone has experience in the area:

1 - How much data will I need for it to be considered 'thorough'? To put it simply, I am not sure whether to collect the data for 100 funds or 1000 funds, time frame (monthly? yearly?) etc etc.

2 - The data analysis is conducted using regression equations, therefore I have a set of variables. My dependent variable is the fund returns with the independent variable being an indicator of uncertainty. Is there any other control/predictor variables worth implementing into the equation, and if so what ones would be appropriate?

Thanks in advance!

Hey, i'm also doing my finance dissertation and just wanted to ask if you are just collecting your own data or have you come across papers witch have relevant data on your topic that you can use?
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TeeEff
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(Original post by sighsigh)
Hey, i'm also doing my finance dissertation and just wanted to ask if you are just collecting your own data or have you come across papers witch have relevant data on your topic that you can use?
Even if a paper provides data that you can use, it's best to still collect your own primary data first and only use others' as a secondary source. This way you can tailor it specifically to the topic you are looking at, and reduce any implications that you're simply replicating someone's work without adding much to it.

(Original post by Conzo1000)
Hi guys,

Currently in the process of data collection for my finance dissertation (on the link between fund performance and uncertainty) and I have a couple of general questions if anyone has experience in the area:

1 - How much data will I need for it to be considered 'thorough'? To put it simply, I am not sure whether to collect the data for 100 funds or 1000 funds, time frame (monthly? yearly?) etc etc.

2 - The data analysis is conducted using regression equations, therefore I have a set of variables. My dependent variable is the fund returns with the independent variable being an indicator of uncertainty. Is there any other control/predictor variables worth implementing into the equation, and if so what ones would be appropriate?

Thanks in advance!
The more the better of course, but you need to bear in mind the amount of time you can actually allocate to data collection. If it's say one week, 1000 funds is probably not feasible.

Perhaps consider existing asset pricing models accepted in the finance literature like the Fama-French 3-factor model and treat your uncertainty indicator as an extension?
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