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A Reverse Engineered Pitch on Cremers et al. (2015), “Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns”

Author

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  • Qingxia (Jenny) Wang

    (The University of Queensland, Australia)

Abstract

This pitching research letter presents the reverse-engineering process and personal reflections on a reverse engineered pitch by utilizing the pitching research template developed by Faff (2015, 2017). The pitch template is a simple and useful tool for helping PhD students and other academic researchers to develop research ideas and enhance communication in the research process. In this letter, I describe the steps and insights during reverse-engineering an existing journal paper into the pitching research template. In summary, I find it is very helpful for me to clearly understand the pitched paper and generate my research idea through applying the pitching research temple.

Suggested Citation

  • Qingxia (Jenny) Wang, 2018. "A Reverse Engineered Pitch on Cremers et al. (2015), “Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns”," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 17(1), pages 178-185, March.
    • Handle: RePEc:ami:journl:v:17:y:2018:i:1:p:178-185
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    More about this item

    Keywords

    Pitching research; template; reverse-engineering; cross-section; stock returns; jump risk; volatility risk;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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