The impact of black swan events on the stock price in airline sector in the US stock market
Choose 30 airline companies in the US stock market (or maybe less) to build methodologies to see how black swan events impact stock price. Also need to know wether developed country(us) or developing country(china) has more impact. So you need to choose several Chinese companies.
Here is my idea: use event study to see the CAAR and do a regression between ROA P/E Market capital and CAR. You need to explain the CAAR is daily data and ROA P/E Market cap is annually data, and how can they do regression. I think we can use this to see how do each this part influence the CAAR so we can know if market share or profitability or asset structure influences stock price more in black swan event.
Detail in my proposal. Whatever many sources you want to use, but you need to use sources at where you need to use source. Need to write what software you need to use. Just write excel and Stata.The structure example is given. Marking criteria is given.
