Abstract
Event analysis is a modern method aimed at studying the reaction of financial markets to key events. The effectiveness of the market is determined by the speed and unambiguity of its reaction: the faster and clearer the market reacts, the more effective it is considered. Thus, event analysis has significant indicative value. One of the approaches to securities market analysis, known as event analysis, is a form of rapid analysis aimed at identifying the impact of various events on changes in securities. As part of the study, the impact of the publication of financial statements on the dynamics of share prices of Russian companies included in the information technology Index was analyzed. In the course of the research, the method of event analysis, the method of least squares were used. The results showed that on the day of publication of the report, some companies have abnormal returns other than zero. With the help of event analysis, Russian companies of the information technology index were analyzed. This study is of practical importance for investors, as it demonstrates how the publication of reports affects changes in the value of shares. This makes it possible to predict changes in the value of shares in advance and build a successful trading strategy.
Published Version
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