I'm doing my undergraduate thesis on firm-level contagion. Specifically I look at a measure of performance over a financial crisis (e.g. raw stock returns), then run cross-sectional regressions with this response variable upon some regressors that we hypothesise will "explain" this performance.
I have about 5000 words left and I am looking for some additional analysis to do. Any suggestions are much appreciated.
I can handle all the programming and econometrics.
I'm looking for something really original that I can test. All papers seem to stick on this standard question "what explains individual stocks' crisis performance".
This post may be against Quant.SE's rules but I wasn't sure, so feel free to delete if it is!