Researchers sometimes go blank about research areas, especially young researchers. To generate a list of ideas, my suggestion is to first ask yourself about the broader area of your interest, such as dividend policy, firms performance, capital structure, cash management, working capital management, stock market volatility, risk-return relationship, returns predictability, lead-lag relationship between groups of stocks, etc.
The second step involves searching for papers in these areas. The easiest way is to search keywords in the broader area in http://scholar.google.com.pk/ . The third step is to quickly read the titles of the papers and note down those which catch your fancy. Making a list of 25-30 papers and discussing them with your teachers, friends, and your supervisor is the fourth step. This way you can easily narrow down to those specific topics which have readily available data and are acceptable to both you and your supervisor.
If you are totally blank even about broader areas, then go browse through these research databases and journals from this page. Especially, you can browse the latest issues in these journals and see which topics/areas are emerging and are most popular among contemporary researchers. Browsing through these journals can also help you in getting a list of areas/topics that you can explore further. So you go from being blank to a state where you have a list of topics that you can further discuss with your teachers, colleagues, or your supervisor.