Methodology of Writing a Persuasive Essay Assignment

Methodology of Writing a Persuasive Essay - Assignment Example While writing a persuasive essay it is necessary to put forward the strongest points that support your ideas, explaining your view with strong facts. Moreover, design the introduction in a way that attracts the reader’s attention and provides sufficient information on the topic. The paragraph must end with the statement that clearly defines the main idea or point of view. Divide an essay into different paragraphs and make sure that each paragraph supports the main idea. You should provide each paragraph with various examples and evidence that prove the argument. After making the supporting points, write a paragraph that precisely explains and disapproves the opposing idea. Once it is done, then move ahead towards the conclusion. In conclusion, reaffirm the main idea and points that are been made in support to the main idea. A conclusion should reflect the succession as well as the significance of the argument. Make a strong point in conclusion that will leave the audience conn ected and persuaded to the topic.  

Are Small Cap Stocks Influenced Similarly and by the Same Economic Essay

Are Small Cap Stocks Influenced Similarly and by the Same Economic Indicators as Large Cap Stocks An Annotated Bibliography - Essay Example The study used monthly data from 1974 to 1989 for macroeconomic indicators and for the Fed monetary policy (as independent variables) and used 39 portfolios of 10 value weighted stocks from large cap and small cap categories (as dependent variables) to study the volatility in stock return. They found that 32% of the stock market return volatility could be explained by the monetary policy which is similar to the finding of Chang, Yeung, & Yip. (2000) below that macroeconomic indicators do not fully explain the stock market movements. It was also found that 96% of the cases showed that a tightening of the monetary policy (reduced money supply) reduced stock returns. Further, the study found that while both small and large firms were harmed by the disinflationary monetary policy, only large firms benefited from expansionary monetary policy. The study illuminates the bibliographic topic by making a distinction between small and large cap stocks and the difference in effect of macroeconom ic indicators on different stock categories. The authors at the time of the study were Doctoral Students at the University of Pennsylvania. They studied the impact of a set of 21 economic indicators and followed a regression analysis approach to identify whether economic indicators could explain the stock market movements from 1997 to 1999.... They first started with testing for correlation between the economic indicators and excluded some of them based on the statistical correlation. For the remaining indicators, they developed a multiple linear regression model to explain the stock price. They found that even after multiple regressions and excluding the insignificant variables, the resulting regression model could not fully explain the stock market movements. This finding is in line with that of Thorbecke and Coppock (1995) above. This study is of importance for the current research as I intend to use a similar methodology for multiple regression on 9 economic indicators in the US that this study found to be statistically significant in their regression model. Vygodina, A. V. (2006). Effects of size and international exposure of the US firms on the relationship between stock prices and exchange rates. Global Finance Journal 17 , 214-23. The author at the time of the study was a Professor at the Department of Finance, CBA , California State University at Sacramento. The research was aimed at studying whether the changes in exchange rates have a difference in impact on the stock prices based on the size of a firm. The methodology used was to conduct a Granger Causality test to verify the causality from large cap and small cap stocks to the exchange rate. The Granger Causality test was used in the study as it statistically tests whether one time series causes movements in another time series. It was found that while there did exist a statistically significant Granger Causality from large-caps to the exchange rate, there was no causality from small caps. The study also noted that the as both variables are significantly affected by the federal monetary policy and that the nature of relationship