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Table 3 A partial list of potential topics for term projects

From: Teaching programming skills to finance students: how to design and teach a great course

Using CRSP or TAQ 31 Estimate spread using CRSP daily data (Chung and Zhang 2014)
32 Is liquidity factor priced? (Amihud 2002)
33 What is the color of your firm, blue or red? (Yan 2014)
34 Which model is the best, CAPM, FF3, FFC4, or FF5?
35 Estimate spread, relative spread, expected spread etc. by using TAQ
36 Process TAQ efficiently, how to process 30 year MTAQ data efficiently?
37 Replicate momentum trading strategy (Jegadeesh and Titman 1993)
38 Replicate industry momentum trading strategy (Moskowitz and Grinblatt 1999)
39 Replicate 52-week high trading strategy (George and Huang 2004)
40 Replicate max- trading strategy (Bali et al. 2011)
41 Impact of business cycle on the above four trading strategies, (Yan and Zhang 2015)