Fossung, Gerard Atabong; Vovas, Vasileios Chatzis; … - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-32
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...
