The purpose of this project is to determine whether there is a statistically significant relationship between political risk and stock market performance and returns during major political events. In order to study this, first a list of major political events of varying types was formed and the events were researched. Data including the values of indices which represent the political risk and performance of the United States stock market at the times of these events was then collected. Statistical methods including regression analysis were then used with this data in order to find if there are significant relationships between them. The results of these analyses were then studied in order to determine if this data could be used to form a successful market timing strategy.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Hoerhold, Maximillian Albert

Subject

• Sustainability
• Security
• Industry
• Computing

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-052717-161054

Keyword

• Stock exchanges
• Risk management
• Stocks

Advisor

• Koutmos, Dimitrios

Year

• 2017

Date created

• 2017-05-27

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright