Impact of Geopolitical Risk on the Information Technology, Communication Services and Consumer Staples Sectors of the S&P 500 Index

Impact of Geopolitical Risk on the Information Technology, Communication Services and Consumer Staples Sectors of the S&P 500 Index

We investigate the effect of geopolitical risk on the returns of firms in the Information Technology, Communication Services, and Consumer Staples sectors within the S&P 500 index. We use the event study methodology and perform more than 17,000 regressions to provide empirical evidence at sector...

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Autores principales: Gerard Atabong Fossung, Vasileios Chatzis Vovas, A. M. M. Shahiduzzaman Quoreshi
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
Materias:
geopolitical risk
event study
S&P 500 index
information technology
communication services
consumer staples
Risk in industry. Risk management
HD61
Finance
HG1-9999
Acceso en línea:https://doaj.org/article/4f24bfe53f8c4f78a6e060d08a1c669f
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https://doaj.org/article/4f24bfe53f8c4f78a6e060d08a1c669f

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