Ideas for a Finance regression analysis?

Question

I am assigned to do a regression analysis of several sets of data to test hypotheses about relationships between them. It must be Finance-specific. My professor has already shot down my first 2 ideas, so I need some suggestions! Thank you!

Answer 1

Regress market risk beta on expected return using CAPM model for a portfolio

Answer 2

Try correlate money supply (based on monetary base M1 or M2) and rate of inflation, another option could be liquidity rate and current asset volume.

Answer 3

inverse of the P/e ratio of S&P vs various interest rates and inflation rate. Look here for some interesting graphs.

http://www.swivel.com/graphs/show/104068...