The impact of black swan events on the stock price in airline sector in the US stock market
You need to 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.
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.
